Thanks for that clarification Peter - much appreciated. Is there an R function that you'd recommend for calculating more valid CIs ?
Michael On 7 August 2010 18:37, Peter Dalgaard <pda...@gmail.com> wrote: > > 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.
