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Re: st: Confidence interval in natural units after GLM with log link
From
Maarten Buis <[email protected]>
To
[email protected]
Subject
Re: st: Confidence interval in natural units after GLM with log link
Date
Wed, 2 Nov 2011 19:52:45 +0100
On Wed, Nov 2, 2011 at 6:50 PM, Shehzad Ali <[email protected]> wrote:
> I am using GLM model with log link and gamma family for cost data. Covariates include treatment variable (1 for new treatment, 0 for old). What would be the best way to obtain cost difference in natural scale, the confidence interval around it and the p-value? I understand one option is to predict costs for the two arms and take the difference and estimate the confidence interval by bootstrap method. Is there another way to do it (parametrically or non-parametrically)?
This is what -margins- is for, see -help margins-
Hope this helps,
Maarten
--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://www.maartenbuis.nl
--------------------------
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