Christofer Bogaso
2024-Sep-03 23:15 UTC
[R] How R calculates SE of prediction for Logistic regression?
Hi, I have below logistic regression Dat read.csv('https://raw.githubusercontent.com/sam16tyagi/Machine-Learning-techniques-in-python/master/logistic%20regression%20dataset-Social_Network_Ads.csv') head(Dat) Model = glm(Purchased ~ Gender, data = Dat, family = binomial()) How I can get Standard deviation of forecasts as head(predict(Model, type="response", se.fit = T)$se.fit) My question: given that in Logistic regression, logit link is used, how R calculate SE for the predicted probability from the VCV matrix of estimated coefficients? Does R uses some approximation like delta rule?
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