Michael Bedward wrote: >> I was aware of this option. I was assuming it was not ok to do fit +/- 1.96 >> se when you requested probabilities. If this is legitimate then all the >> better. > > I don't think it is. I understood that you should do the calculation > in the scale of the linear predictor and then transform to > probabilities. > > Happy to be corrected if that's wrong.
Probably, neither is optimal, although any transformed scale is asymptotically equivalent. E.g., neither the probability scale nor the logit scale stabilizes the variance of a simple proportion (the arcsine transform does), so test-based CIs should really be asymmetric in both cases rather than just +/- 1.96se. However, working on the linear predictor scale has the advantage that CIs by definition will not cross the boundaries of the parameter space. (For the "usual" link functions: logit, probit, cloglog, that is; it's not true for the identity link, obviously.) -- Peter Dalgaard Center for Statistics, Copenhagen Business School Phone: (+45)38153501 Email: pd....@cbs.dk Priv: pda...@gmail.com ______________________________________________ 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.
