On Dec 8, 2010, at 11:59 AM, S.M. Raghavan wrote:
Hi all,
I am trying to fit a logistic regression for a bivariate response
using five
independent variables in a stepwise procedure. My outputs look okay
but does
any one know (or is there any literature on) how the confidence
intervals
are calculated for the reported odds ratios..?
There is quite a bit of literature that says doing stepwise approaches
to LR results in invalid confidence intervals. (There is also quite a
bit of literature on the mechanics of constructing confidence
intervals that should be in any of the standard texts on the subject.)
You might want to read some of the material in the archives:
https://stat.ethz.ch/pipermail/r-help/
This thread (identified with RSiteSearch with alternate parameters to
bring up postings to r-help) seems particularly rich in contributions
from people with deep knowledge of the problems and potential solutions:
http://finzi.psych.upenn.edu/Rhelp10/2008-October/175481.html
http://finzi.psych.upenn.edu/Rhelp10/2008-October/175541.html
http://finzi.psych.upenn.edu/Rhelp10/2008-October/175518.html
--
David Winsemius, MD
West Hartford, CT
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