On Jan 18, 2012, at 9:27 AM, Jerome Myers wrote: > I have the following binary data set: > Sex > Response 0 1 > 0 159 162 > 1 4 37 > My commands > library(MASS) > sib.glm=glm(sib~sex,family=binomial,data=sib.data) > summary(sib.glm) > The coefficients in the output are > Estimate Std. Error z value Pr(>|z|) > (Intercept) -3.6826 0.5062 -7.274 3.48e-13 *** > sex 2.2059 0.5380 4.100 4.13e-05 *** > I have calculated the .95 confidencce interval for sex two ways: > (1) confint(sib.glm) The result is > 2.5 % 97.5 % > (Intercept) -4.861153 -2.823206 > sex 1.263976 3.428764 > > Using the usual confidence interval formula, > (2) 2.2059 +/- 1.96*.538 = 1.15142. 3.26038 > The results from (2) are identical to those from SPSS but do not agree > with those from the confint function. > > I have reviewed the MASS pdf file and, seeing no solution there, > have tried to get the Venables & Ripley book from the local college > libraries but the only copies are out on loan. I suspect there is a > simple explanation of the discrepancy, perhaps a modification to account > for pre-asymptotic distribution. Or perhaps I misunderstand the > application of the confint fuuction in the MASS package. If someone > knows the explanation, I'd appreciate it.
The confint.glm() function in V&R's MASS package provides "profile likelihood" confidence intervals for better coverage, as compared to the formula you have in (2), which presumes a normally distributed parameter estimate (eg. Wald type CI's). If SPSS is using (2) for logistic regression by default, I would have to question why, but not being a user, would also have to think that they offer alternative methods. Do a Google search for "profile likelihood confidence interval" which will lead you to a number of suitable references on theory. HTH, Marc Schwartz ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.