参见包confint
中的函数MASS
(http://stat.ethz.ch/R-manual/R-devel/library/MASS/html/confint.html):
ldose <- rep(0:5, 2)
numdead <- c(1, 4, 9, 13, 18, 20, 0, 2, 6, 10, 12, 16)
sex <- factor(rep(c("M", "F"), c(6, 6)))
SF <- cbind(numdead, numalive = 20 - numdead)
budworm.lg0 <- glm(SF ~ sex + ldose - 1, family = binomial)
confint(budworm.lg0)
confint(budworm.lg0, "ldose")
该示例适用于逻辑回归,但这也适用于泊松回归。
stats
这是泊松回归的包文档中的另一个示例( https://stat.ethz.ch/R-manual/R-devel/library/stats/html/confint.html):
## from example(glm)
counts <- c(18,17,15,20,10,20,25,13,12)
outcome <- gl(3, 1, 9); treatment <- gl(3, 3)
glm.D93 <- glm(counts ~ outcome + treatment, family = poisson())
confint(glm.D93) # needs MASS to be present on the system
confint.default(glm.D93) # based on asymptotic normality