I have the following binary data set:
                     Sex
Response      0   1
                0 159 162
                1   4     37
  My commands
      library(MASS)
         sib.glm=glm(sib~sex,family=binomial,data=sib.data)
        summary(sib.glm)
The coefficients in the output are
             Estimate Std. Error z value Pr(>|z|)
     (Intercept)  -3.6826     0.5062  -7.274 3.48e-13 ***
          sex           2.2059     0.5380   4.100 4.13e-05 ***
I have calculated the .95 confidencce interval for sex two ways:
     (1) confint(sib.glm)   The result is
                 2.5 %    97.5 %
(Intercept) -4.861153 -2.823206
sex          1.263976  3.428764

Using the usual confidence interval formula,
     (2) 2.2059 +/- 1.96*.538 = 1.15142.  3.26038
The results from (2) are identical to those from SPSS but do not agree 
with those from the confint function.

     I have reviewed the MASS pdf file and, seeing no solution there, 
have tried to get the Venables & Ripley book from the local college 
libraries but the only copies are out on loan. I suspect there is a 
simple explanation of the discrepancy, perhaps a modification to account 
for pre-asymptotic distribution. Or perhaps I misunderstand the 
application of the confint fuuction in the MASS package. If someone 
knows the explanation, I'd appreciate it.

-- 
Jerome L. Myers






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