[R] score test for logistic regression

[David Winsemius]

On Jul 21, 2011, at 3:38 PM, zlu wrote:

> Hi Peter,

I'm not sure how many people still have 9 month old postings on their  
mail client and will know that Peter Dalgaard is the intended recipient.

> Do you have any idea or codes of construct a score test based  
> confidence
> interval for coefficients in logistic regression?

I realize that Peter knows more than I about this, so take this as  
working hypothesis and believe anything he says more than what I say.  
My idea: set the glm control ..., maxit=1, so you only get one  
iteration and then use the deviance results with the usual chi-square  
assuptions. I fear this could be too easy or else Peter would have  
already thought of this dodge.

--
David Winsemius, MD
West Hartford, CT