Darren also might consider binconf() in library(Hmisc).
> library(Hmisc)
> binconf(1, 10, method="all")
PointEst Lower Upper
Exact 0.1 0.002528579 0.4450161
Wilson 0.1 0.005129329 0.4041500
Asymptotic 0.1 -0.085938510 0.2859385> binconf(10, 100, method="all")
PointEst Lower Upper
Exact 0.1 0.04900469 0.1762226
Wilson 0.1 0.05522914 0.1743657
Asymptotic 0.1 0.04120108 0.1587989Spencer Graves wrote:
Please see:
Brown, Cai and DasGupta (2001) Statistical Science, 16: 101-133 and (2002) Annals of Statistics, 30: 160-2001
They show that the actual coverage probability of the standard approximate confidence intervals for a binomial proportion are quite poor, while the standard asymptotic theory applied to logits produces rather better answers.
I would expect "confint.glm" in library(MASS) to give decent results, possibly the best available without a very careful study of this particular question. Consider the following:
library(MASS)# needed for confint.glm
library(boot)# needed for inv.logit
DF10 <- data.frame(y=.1, size=10)
DF100 <- data.frame(y=.1, size=100)
fit10 <- glm(y~1, family=binomial, data=DF10, weights=size)
fit100 <- glm(y~1, family=binomial, data=DF100, weights=size)
inv.logit(coef(fit10))
(CI10 <- confint(fit10)) (CI100 <- confint(fit100))
inv.logit(CI10) inv.logit(CI100)
In R 1.9.1, Windows 2000, I got the following:
inv.logit(coef(fit10))
(Intercept) 0.1
(CI10 <- confint(fit10))
Waiting for profiling to be done... 2.5 % 97.5 % -5.1122123 -0.5258854
(CI100 <- confint(fit100))
Waiting for profiling to be done... 2.5 % 97.5 % -2.915193 -1.594401
inv.logit(CI10)
2.5 % 97.5 % 0.005986688 0.371477058
inv.logit(CI100)
2.5 % 97.5 % 0.0514076 0.1687655
(naiveCI10 <- .1+c(-2, 2)*sqrt(.1*.9/10))
[1] -0.08973666 0.28973666
(naiveCI100 <- .1+c(-2, 2)*sqrt(.1*.9/100))
[1] 0.04 0.16
-- Chuck Cleland, Ph.D. NDRI, Inc. 71 West 23rd Street, 8th floor New York, NY 10010 tel: (212) 845-4495 (Tu, Th) tel: (732) 452-1424 (M, W, F) fax: (917) 438-0894
______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
