We propose pseudo-score confidence intervals for parameters in models for discrete data. The confidence interval is obtained by inverting a test that uses a Pearson chi-squared statistic to compare fitted values for the working model with fitted values of the model when a parameter of interest...

Logistic regression is the closest model, given its sufficient statistics, to the model of constant success probability in terms of Kullback-Leibler information. A generalized binary model has this property for the more general [phi]-divergence. These results generalize to multinomial and other...