Re: [R] confidence interval for the logit - predict.glm

2008-05-28 Thread Christine Sonvilla
Dear Brian and list members, Thanks very much for your response Brian! I applied the adjusted calculation that you advised me to use [1/(1+exp(-upperlogit))] and as a result I don't get any more NA values in my upper confidence interval values. Yet, some outcomes are very akward, since for ver

Re: [R] confidence interval for the logit - predict.glm

2008-05-28 Thread Prof Brian Ripley
Possibly your calculation overflows: exp(upperlogit)/(1+exp(upperlogit)) could be replaced by 1/(1+exp(-upperlogit)), or even better by plogis(upperlogit). This could happen via the Hauck-Donner effect: the fitted probabilities are very near one and the standard errors are very large. As for

[R] confidence interval for the logit - predict.glm

2008-05-28 Thread Christine Sonvilla
Hello all, I've come across an online posting http://www.biostat.wustl.edu/archives/html/s-news/2001-10/msg00119.html that described how to get confidence intervals for predicted values from predict.glm. These instructions were meant for S-Plus. Yet, it generally seems to work with R too, b