confint.SLik: Compute confidence intervals by (profile) summary likelihood

In Infusion: Inference Using Simulation

Compute confidence intervals by (profile) summary likelihood

Description

This takes an SLik object (as produced by MSL) and deduces confidence bounds for each parameter, using a (profile, if relevant) likelihood ratio method.

Usage

## S3 method for class 'SLik'
confint(object, parm,
                       level=0.95, verbose=interactive(),
                       fixed=NULL,which=c(TRUE,TRUE),...)

Arguments

object	an SLik or SLik_j object
parm	The parameter which confidence bounds are to be computed
level	The desired coverage of the interval
verbose	Whether to print some information or not
fixed	When this is NULL the computed interval is a profile confidence interval over all parameters excluding parm. fixed allows one to set fixed values to some of these parameters.
which	A pair of booleans, controlling whether to compute respectively the lower and the upper CI bounds.
...	further arguments passed to or from other methods (currently not used).

Value

A list with sublists for each parameter, each sublist containing of three vectors: the bounds of the one-dimensional confidence interval; the “full” (only parameters variable in the SLik object are considered) parameter point for the lower bound, and the full parameter point for the upper bound

Examples

## see main documentation page for the package

Infusion documentation built on May 3, 2023, 5:10 p.m.