# What method is used to calculate confidence intervals in R's MASS package function confint.glm?

What method is used to calculate confidence intervals in R's MASS package function confint.glm?

The helpfile states that:

These confint methods call the appropriate profile method, then find the confidence intervals by interpolation in the profile traces.

Can anyone point me in the direction of some literature that could help me to understand what this means?

• – Cyan Mar 14 '12 at 5:47
• @Cyan Thanks. Is it adequate to say in a manuscript that "confidence intervals were estimated using the profile likelihood method (Venables & Ripley, 2002)" ? If so, add this as an answer and I'll accept it. – fmark Mar 14 '12 at 7:33
• I also provided some references in this response. I think you can find additional references by looking at the ProfileLikelihood package, or this on-line course. – chl Mar 14 '12 at 10:14