see comments below. On Wed, Apr 28, 2010 at 4:29 PM, Andrew Miles <rstuff.mi...@gmail.com> wrote: > I recently became aware of the article by Ai and Norton (2003) about how > interaction terms are problematic in nonlinear regression (such as logistic > regression). They offer a correct way of estimating interaction effects and > their standard errors. > > My question is: Does the glm() function take these corrections into account > when estimating interaction terms for a logistic regression (i.e. when > family=binomial)?
No. If not, is there a function somewhere that allows for > correct estimation? The estimation you get from glm is correct. The discussion in the paper you referred is about how to interpret the estimation results! A google search on the referred paper (you did'nt give the title), show up various later papers referring to it, and not supporting their conclusions. Linear (and non-linear) model books badly needs chapters with titles such as "post-estimation analysis". glm does the estimation for you. It cannot do the analysis for you! Probably you are looking for something such as CRAN package "effects". Kjetil > > I've looked the documentation for glm and couldn't find an answer, nor have > I seen the issue addressed in the forums or in the examples of logistic > regression in R that I've found online. > > Thanks! > > Andrew Miles > > ______________________________________________ > 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. > ______________________________________________ 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.
