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A confidence interval is an interval that covers an unknown parameter with $100(1-\alpha)\%$ confidence. Confidence intervals are a frequentist concept. They are often confused with credible intervals which is the Bayesian analog.
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How to calculate confidence intervals in a GLM using the profile likelihood?
I've been trying to better understand how JMP does regression and associated models. I can compute the correct parameter estimates for a GLM, by using iteratively re weighted least squares. But now I …
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votes
Accepted
How to calculate confidence intervals in a GLM using the profile likelihood?
Ok, so I realized that I pretty much misunderstood what the JMP information page was telling me. Turns out, the solution was much simpler than dealing with the profile likelihood.
Although I found m …