[R] se from predict.glm

Chong Gu
Thu, 17 Feb 2000 18:12:10 -0000

I am not sure whether it is a design decision or just an oversight.

When I ask for the standard errors of the predictions with

  predict(budwm.lgt,se=TRUE)

where budwm.lgt is a logistic fit of the budworm data in MASS, I got

  Error in match.arg(type) : ARG should be one of response, terms

If one is to construct a CI for the fitted binomial probability,
wouldn't it be more natural to do it on the link scale before
transforming to the probability scale?

Of course, knowing a bit about what's going on inside glm, I could use
predict.lm to get what I want, but I am curious why se is not made
available for the link prediction in predict.glm.