jh556
2010-Apr-30 18:15 UTC
[R] 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 -- View this message in context: http://r.789695.n4.nabble.com/Likelihood-ratio-based-confidence-intervals-for-logistic-regression-tp2077303p2077303.html Sent from the R help mailing list archive at Nabble.com.
Erik Iverson
2010-Apr-30 18:22 UTC
[R] Likelihood ratio based confidence intervals for logistic regression
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)
jh556
2010-Apr-30 18:42 UTC
[R] Likelihood ratio based confidence intervals for logistic regression
Some quick googling suggests that they are the same thing. Thanks for the help! -- View this message in context: http://r.789695.n4.nabble.com/Likelihood-ratio-based-confidence-intervals-for-logistic-regression-tp2077303p2077354.html Sent from the R help mailing list archive at Nabble.com.