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glm and gam confidence intervals

On Fri, 16 May 2003, David Nogu?s wrote:

            
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.