Yes, the results from confint() are much more accurate than yours and
SPSS's. (As Bill Venables once said in a similar circumstance: this is
not the place to report bugs in SPSS.)
Hint: the word 'profile' appears all over the place on the help pages.
confint() uses profile likelihood methods. These are particularly
appropriate[*] for logistic regression, as explained in the book for
which this is support software, so you will need to get hold of it.
[*] Rather, what you style 'usual' methods are particularly inappropriate.
On 18/01/2012 15:27, 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.
--
Brian D. Ripley, rip...@stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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