[R] Confidence Intervals for Odds Ratios in multivariate logistic regression
Charles C. Berry
cberry at tajo.ucsd.edu
Wed Dec 8 19:59:00 CET 2010
On Wed, 8 Dec 2010, S.M. Raghavan wrote:
> Hi all,
> I am trying to fit a logistic regression for a bivariate response using five
> independent variables in a stepwise procedure. My outputs look okay but does
> any one know (or is there any literature on) how the confidence intervals
> are calculated for the reported odds ratios..?
Bert and David have wanred you about the misleading results that
confidence intervals can give with stepwise procedures.
There are a number of approaches that are not so misleading.
For one such and perhaps some insights into the problems that David and
Bert were pointing out, try this:
install.packages( "BMA" )
library( BMA )
example( bic.glm )
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Charles C. Berry Dept of Family/Preventive Medicine
cberry at tajo.ucsd.edu UC San Diego
http://famprevmed.ucsd.edu/faculty/cberry/ La Jolla, San Diego 92093-0901
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