3.2. Confidence Intervals

It’s standard practice in social science journals to report only point estimates and hypothesis tests for the coefficients. Most statisticians, on the other hand, hold that confidence intervals give a better picture of the sampling variability in the estimates.

Conventional confidence intervals for logit regression coefficients are easily computed by hand. For an approximate 95% confidence interval around a coefficient, simply add and subtract the standard error multiplied by 1.96 (2.00 is close enough for most purposes). But you can save yourself the trouble by asking LOGISTIC or GENMOD to do it for you. In LOGISTIC, the option in the MODEL statement for conventional (Wald) confidence intervals is CLPARM=WALD. In GENMOD, ...

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