[R] score test for logistic regression
dwinsemius at comcast.net
Thu Jul 21 23:11:41 CEST 2011
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
> 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
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