Calculates a confidence region. se.fit
from predict.glm
is multiplied by z
and added or subtracted from fits to give hi
and lo
columns in return value. z
is normal quantile for the one-tailed probablitity corresponding to conf
, e.g. ~ 1.96 for conf = 0.95
. If non-missing y
is only 0 or 1, the model family is binomial and resulting confidence intervals are back-transformed using plogis
.
region(x, y, family = if (all(y %in% 0:1, na.rm = TRUE)) "binomial" else
"gaussian", length.out = 1000, conf = 0.95, ...)
x values
y values
gaussian by default, or binomial for all y either zero or 1
number of prediction points
width of confidence interval; logical TRUE defaults to 0.95
passed to model
data.frame with x, y, hi, lo at 1000 points
http://www.rnr.lsu.edu/bret/BretWebSiteDocs/GLMCI.pdf
https://stat.ethz.ch/pipermail/r-help/2010-September/254465.html
http://r.789695.n4.nabble.com/Confidence-Intervals-for-logistic-regression-td2315932.html