glm and gam confidence intervals
On Fri, 16 May 2003, David Nogu?s wrote:
How can I obtain the values of confidence intervals from gam anf glm objects?
Confidence intervals of what? (You do need to be more precise.) For the coefficients of a glm, see profile.glm in MASS. For predictions you can get asymptotic (normal-based) CIs from the predict(se=TRUE) results on link scale and transform. For gams it is a lot trickier, as for example there may be multiple local maxima to the likelihood, and there may be non-interval confidence regions for predictions as a result.
Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595