R help - Apr 2010 - Likelihood ratio based confidence intervals for logistic regression

I'm applying logistic regression to a moderate sized data set for which I
believe Wald based confidence intervals on B coefficients are too
conservative.  Some of the literature recommends using confidence intervals
based on the likelihood ratio in such cases, but I'm having difficulty
locating a package that can do these.  Any help would be immensely
appreciated.

Best,
Jeff Hanna
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jh556 wrote:
> I'm applying logistic regression to a moderate sized data set for which
I
> believe Wald based confidence intervals on B coefficients are too
> conservative.  Some of the literature recommends using confidence intervals
> based on the likelihood ratio in such cases, but I'm having difficulty
> locating a package that can do these.  Any help would be immensely
> appreciated.

Are you looking for profile-likelihood based CIs?  Package MASS has 
those, via the confint function (if my memory is correct...)

fm1 <- glm(..., family = binomial)
confint(fm1)

Some quick googling suggests that they are the same thing.  Thanks for the
help!
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