I suspect that you don't know about 'profile' confidence
intervals. If that's true then I can recommend the
discussion in MASS (the book) in section 8.4.
In a nutshell, I don't think that you want to do
a profile confint calculation manually (unless typing
instructions that use the function profile.glm()
counts as 'manual').
-Peter Ehlers
casperyc wrote:
I think the help page are exactly the same...
I just want to verify the confidence interval manually. That's all I want.
Thanks.
casper
brestat wrote:
This functions are different. I advice you study them:
?confint # profile likelihood
?confint.default # t-distribution
Walmes Zeviani - Brazil
casperyc wrote:
Hi,
I have a glm gives summary as follows,
Estimate Std. Error z value Pr(>|z|)
(Intercept) -2.03693352 1.449574526 -1.405194 0.159963578
A 0.01093048 0.006446256 1.695633 0.089955471
N 0.41060119 0.224860819 1.826024 0.067846690
S -0.20651005 0.067698863 -3.050421 0.002285206
then I use confint(k.glm) to obtain a confidnece interval for the
estimates.
confint(k.glm,level=0.97)
Waiting for profiling to be done...
1.5 % 98.5 %
(Intercept) -5.471345995 0.94716503
A -0.002340863 0.02631582
N -0.037028592 0.95590178
S -0.365570347 -0.06573675
while reading the help for 'confint', i found something like confint.glm
for general linear model.
I load the MASS package by clicking on the Menu( or otherwise how should
I load the package?)
then I still cant use the confint.glm command, what have I dont wrong?
How do I calculate this confidence interval for glm estimate manually??
for A, I use
0.01093048 + c(-1,1) * 0.006446256 * qt(0.985,df=77)
which is a different interval i got from the confint(k.glm,level=0.97)
above.
To be short, what's the right command to find the confidence interval for
glm estimats?
How do I verify it manully?
Thanks.
casper
--
Peter Ehlers
University of Calgary
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