Re: [R] confint for glm (general linear model)
it use normal dist. instead of T dist for Z statistic, which usually corresponds to asymptotic normal dist. -0.283+c(-1,1)*qnorm(0.975)* 0.121 [1] -0.5201556 -0.0458444 -- View this message in context: http://r.789695.n4.nabble.com/confint-for-glm-general-linear-model-tp954071p3341527.html Sent from the R help mailing list archive at Nabble.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.
Re: [R] confint for glm (general linear model)
David Winsemius wrote: On Dec 12, 2009, at 8:19 PM, casperyc wrote: for an example, counts - c(18,17,15,20,10,20,25,13,12) outcome - gl(3,1,9); treatment - gl(3,3) glm.D93 - glm(counts ~ outcome + treatment, family=poisson()) confint(glm.D93) confint.default(glm.D93) # based on asymptotic normality to verify the confidence interval (confint.default(glm.D93)) for outcome2 -4.542553e-01 + c(-1,1) * 0.2021708 * qt(0.975,df=4) -1.0155714 0.1070608 does not give me outcome2-0.8505027 -0.05800787 as in confint.default(glm.D93) But this does (up to rounding anyway): coef(summary(glm.D93))[2,1] + c(-1,1) * coef(summary(glm.D93))[2,2]*qnorm(0.975) [1] -0.85050267 -0.05800787 I can understand thinking that the CI's might be t-distributed but the usual formulation is that they are normally distributed. Right, and 4 DF is just plain wrong. There is no estimated variance for the Poisson distribution like there is in the Gaussian models. E.g., it makes sense to calculate a CI for the true log-mean based on a single Poisson outcome: x - 50 confint(glm(x~1, family=poisson)) Waiting for profiling to be done... 2.5 % 97.5 % 3.621423 4.176967 -- O__ Peter Dalgaard Øster Farimagsgade 5, Entr.B c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~ - (p.dalga...@biostat.ku.dk) FAX: (+45) 35327907 __ 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.
Re: [R] confint for glm (general linear model)
for an example, counts - c(18,17,15,20,10,20,25,13,12) outcome - gl(3,1,9); treatment - gl(3,3) glm.D93 - glm(counts ~ outcome + treatment, family=poisson()) confint(glm.D93) confint.default(glm.D93) # based on asymptotic normality to verify the confidence interval (confint.default(glm.D93)) for outcome2 -4.542553e-01 + c(-1,1) * 0.2021708 * qt(0.975,df=4) -1.0155714 0.1070608 does not give me outcome2-0.8505027 -0.05800787 as in confint.default(glm.D93) Thanks -- View this message in context: http://n4.nabble.com/confint-for-glm-general-linear-model-tp954071p962790.html Sent from the R help mailing list archive at Nabble.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.
Re: [R] confint for glm (general linear model)
On Dec 12, 2009, at 8:19 PM, casperyc wrote: for an example, counts - c(18,17,15,20,10,20,25,13,12) outcome - gl(3,1,9); treatment - gl(3,3) glm.D93 - glm(counts ~ outcome + treatment, family=poisson()) confint(glm.D93) confint.default(glm.D93) # based on asymptotic normality to verify the confidence interval (confint.default(glm.D93)) for outcome2 -4.542553e-01 + c(-1,1) * 0.2021708 * qt(0.975,df=4) -1.0155714 0.1070608 does not give me outcome2-0.8505027 -0.05800787 as in confint.default(glm.D93) But this does (up to rounding anyway): coef(summary(glm.D93))[2,1] + c(-1,1) * coef(summary(glm.D93)) [2,2]*qnorm(0.975) [1] -0.85050267 -0.05800787 I can understand thinking that the CI's might be t-distributed but the usual formulation is that they are normally distributed. -- David Winsemius, MD Heritage Laboratories West Hartford, CT __ 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.
Re: [R] confint for glm (general linear model)
I suspect that you don't know about 'profile' confidence intervals. If that's true then I can recommend the discussion in MASS (the book) in section 8.4. In a nutshell, I don't think that you want to do a profile confint calculation manually (unless typing instructions that use the function profile.glm() counts as 'manual'). -Peter Ehlers casperyc wrote: I think the help page are exactly the same... I just want to verify the confidence interval manually. That's all I want. Thanks. casper brestat wrote: This functions are different. I advice you study them: ?confint # profile likelihood ?confint.default # t-distribution Walmes Zeviani - Brazil casperyc wrote: Hi, I have a glm gives summary as follows, Estimate Std. Errorz valuePr(|z|) (Intercept) -2.03693352 1.449574526 -1.405194 0.159963578 A0.01093048 0.006446256 1.695633 0.089955471 N0.41060119 0.224860819 1.826024 0.067846690 S -0.20651005 0.067698863 -3.050421 0.002285206 then I use confint(k.glm) to obtain a confidnece interval for the estimates. confint(k.glm,level=0.97) Waiting for profiling to be done... 1.5 % 98.5 % (Intercept) -5.471345995 0.94716503 A -0.002340863 0.02631582 N -0.037028592 0.95590178 S -0.365570347 -0.06573675 while reading the help for 'confint', i found something like confint.glm for general linear model. I load the MASS package by clicking on the Menu( or otherwise how should I load the package?) then I still cant use the confint.glm command, what have I dont wrong? How do I calculate this confidence interval for glm estimate manually?? for A, I use 0.01093048 + c(-1,1) * 0.006446256 * qt(0.985,df=77) which is a different interval i got from the confint(k.glm,level=0.97) above. To be short, what's the right command to find the confidence interval for glm estimats? How do I verify it manully? Thanks. casper -- Peter Ehlers University of Calgary __ 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.
Re: [R] confint for glm (general linear model)
On Dec 9, 2009, at 9:21 PM, casperyc wrote: does no one know this? Have you read the Posting Guide? -- View this message in context: http://n4.nabble.com/confint-for-glm-general-linear-model-tp954071p956658.html Sent from the R help mailing list archive at Nabble.com. David Winsemius, MD Heritage Laboratories West Hartford, CT __ 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.
Re: [R] confint for glm (general linear model)
I think the help page are exactly the same... I just want to verify the confidence interval manually. That's all I want. Thanks. casper brestat wrote: This functions are different. I advice you study them: ?confint # profile likelihood ?confint.default # t-distribution Walmes Zeviani - Brazil casperyc wrote: Hi, I have a glm gives summary as follows, Estimate Std. Errorz valuePr(|z|) (Intercept) -2.03693352 1.449574526 -1.405194 0.159963578 A0.01093048 0.006446256 1.695633 0.089955471 N0.41060119 0.224860819 1.826024 0.067846690 S -0.20651005 0.067698863 -3.050421 0.002285206 then I use confint(k.glm) to obtain a confidnece interval for the estimates. confint(k.glm,level=0.97) Waiting for profiling to be done... 1.5 % 98.5 % (Intercept) -5.471345995 0.94716503 A -0.002340863 0.02631582 N -0.037028592 0.95590178 S -0.365570347 -0.06573675 while reading the help for 'confint', i found something like confint.glm for general linear model. I load the MASS package by clicking on the Menu( or otherwise how should I load the package?) then I still cant use the confint.glm command, what have I dont wrong? How do I calculate this confidence interval for glm estimate manually?? for A, I use 0.01093048 + c(-1,1) * 0.006446256 * qt(0.985,df=77) which is a different interval i got from the confint(k.glm,level=0.97) above. To be short, what's the right command to find the confidence interval for glm estimats? How do I verify it manully? Thanks. casper -- View this message in context: http://n4.nabble.com/confint-for-glm-general-linear-model-tp954071p956671.html Sent from the R help mailing list archive at Nabble.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.
Re: [R] confint for glm (general linear model)
On Dec 9, 2009, at 9:50 PM, casperyc wrote: I think the help page are exactly the same... I cannot tell what you maen by this. I just want to verify the confidence interval manually. That's all I want. Then provide some reproducible code and data. ... as the Posting Guide explains and provides explicit examples of the manner for most effectively presenting data objects. -- David Thanks. casper brestat wrote: This functions are different. I advice you study them: ?confint # profile likelihood ?confint.default # t-distribution Walmes Zeviani - Brazil casperyc wrote: Hi, I have a glm gives summary as follows, Estimate Std. Errorz value Pr(|z|) (Intercept) -2.03693352 1.449574526 -1.405194 0.159963578 A0.01093048 0.006446256 1.695633 0.089955471 N0.41060119 0.224860819 1.826024 0.067846690 S -0.20651005 0.067698863 -3.050421 0.002285206 then I use confint(k.glm) to obtain a confidnece interval for the estimates. confint(k.glm,level=0.97) Waiting for profiling to be done... 1.5 % 98.5 % (Intercept) -5.471345995 0.94716503 A -0.002340863 0.02631582 N -0.037028592 0.95590178 S -0.365570347 -0.06573675 while reading the help for 'confint', i found something like confint.glm for general linear model. I load the MASS package by clicking on the Menu( or otherwise how should I load the package?) then I still cant use the confint.glm command, what have I dont wrong? How do I calculate this confidence interval for glm estimate manually?? for A, I use 0.01093048 + c(-1,1) * 0.006446256 * qt(0.985,df=77) which is a different interval i got from the confint(k.glm,level=0.97) above. To be short, what's the right command to find the confidence interval for glm estimats? How do I verify it manully? Thanks. casper -- View this message in context: http://n4.nabble.com/confint-for-glm-general-linear-model-tp954071p956671.html Sent from the R help mailing list archive at Nabble.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. David Winsemius, MD Heritage Laboratories West Hartford, CT __ 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.
Re: [R] confint for glm (general linear model)
This functions are different. I advice you study them: ?confint # profile likelihood ?confint.default # t-distribution Walmes Zeviani - Brazil casperyc wrote: Hi, I have a glm gives summary as follows, Estimate Std. Errorz valuePr(|z|) (Intercept) -2.03693352 1.449574526 -1.405194 0.159963578 A0.01093048 0.006446256 1.695633 0.089955471 N0.41060119 0.224860819 1.826024 0.067846690 S -0.20651005 0.067698863 -3.050421 0.002285206 then I use confint(k.glm) to obtain a confidnece interval for the estimates. confint(k.glm,level=0.97) Waiting for profiling to be done... 1.5 % 98.5 % (Intercept) -5.471345995 0.94716503 A -0.002340863 0.02631582 N -0.037028592 0.95590178 S -0.365570347 -0.06573675 while reading the help for 'confint', i found something like confint.glm for general linear model. I load the MASS package by clicking on the Menu( or otherwise how should I load the package?) then I still cant use the confint.glm command, what have I dont wrong? How do I calculate this confidence interval for glm estimate manually?? for A, I use 0.01093048 + c(-1,1) * 0.006446256 * qt(0.985,df=77) which is a different interval i got from the confint(k.glm,level=0.97) above. To be short, what's the right command to find the confidence interval for glm estimats? How do I verify it manully? Thanks. casper -- View this message in context: http://n4.nabble.com/confint-for-glm-general-linear-model-tp954071p95.html Sent from the R help mailing list archive at Nabble.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.
[R] confint for glm (general linear model)
Hi, I have a glm gives summary as follows, Estimate Std. Errorz valuePr(|z|) (Intercept) -2.03693352 1.449574526 -1.405194 0.159963578 A0.01093048 0.006446256 1.695633 0.089955471 N0.41060119 0.224860819 1.826024 0.067846690 S -0.20651005 0.067698863 -3.050421 0.002285206 then I use confint(k.glm) to obtain a confidnece interval for the estimates. confint(k.glm,level=0.97) Waiting for profiling to be done... 1.5 % 98.5 % (Intercept) -5.471345995 0.94716503 A -0.002340863 0.02631582 N -0.037028592 0.95590178 S -0.365570347 -0.06573675 while reading the help for 'confint', i found something like confint.glm for general linear model. I load the MASS package by clicking on the Menu( or otherwise how should I load the package?) then I still cant use the confint.glm command, what have I dont wrong? How do I calculate this confidence interval for glm estimate manually?? for A, I use 0.01093048 + c(-1,1) * 0.006446256 * qt(0.985,df=77) which is a different interval i got from the confint(k.glm,level=0.97) above. To be short, what's the right command to find the confidence interval for glm estimats? How do I verify it manully? Thanks. casper -- View this message in context: http://n4.nabble.com/confint-for-glm-general-linear-model-tp954071p954071.html Sent from the R help mailing list archive at Nabble.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.
