I am wondering because I'm doing a Poisson regression, and using the confint function in R to generate confidence intervals for my beta's, results in different intervals than when I would calculate them manually using: Lower bound = beta_hat - 1.96*sigma_beta/sqrt(n) and Upper bound = beta_hat + 1.96*sigma_beta/sqrt(n).

If the beta's were normally distributed, then using the confint function or the manual calculation has to yield the same result?


Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.