On Wed, 8 Dec 2010, 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..?
Bert and David have wanred you about the misleading results that
confidence intervals can give with stepwise procedures.
There are a number of approaches that are not so misleading.
For one such and perhaps some insights into the problems that David and
Bert were pointing out, try this:
install.packages( "BMA" )
library( BMA )
?bic.glm
example( bic.glm )
HTH,
Chuck
Thanks!
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Charles C. Berry Dept of Family/Preventive Medicine
cbe...@tajo.ucsd.edu UC San Diego
http://famprevmed.ucsd.edu/faculty/cberry/ La Jolla, San Diego 92093-0901
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