Dear list, I?m running a gam model (package mgcv) with a binary response variable (y), and two continuous explanatory variables (x and z), plus their interaction (x:z). I, therefore, obtain four coefficients from my model (intercept, slope of x, slope of z and interaction coefficient). I?m interested in obtaining the value of one of the explanatory variables (x) for a particular level of the response variable, i.e. for a particular probability level, and after fixing the value of the other explanatory variable (z). Doing simple arithmetic, I can obtain the value of x that I?m looking for, but I wonder how I can obtain a measure of error such a confidence interval, so I can compare that value obtained from other analogous models. Is bootstrapping a good option or are there better alternatives? Any practical advice/library to do so? Thanks in advance, David
confidence intervals for interpolated values in logistic regression
1 message · David Villegas Ríos