profilelike.plot: Profile Likelihood Plot

In ProfileLikelihood: Profile Likelihood for a Parameter in Commonly Used Statistical Models

Profile Likelihood Plot

Description

The function provides a plot for a normalized profile likelihood as well as the maximum profile likelihood estimate and the kth likelihood support intervals (Royall, 1997).

Usage

profilelike.plot(theta = theta, profile.lik.norm = profile.lik.norm, round = 2)

Arguments

theta	numerical grid values for a parameter of interest in a specified range.
profile.lik.norm	numerical values for a normalized profile likelihood ranging from 0 to 1.
round	the number of decimal places for round function for presentation of the maximum profile likelihood estimate and the kth likelihood support intervals.

Details

The function provides a plot for a normalized profile likelihood obtained from profilelike.lm, profilelike.glm, profilelike.polr, profilelike.gls and profilelike.lme. The maximum profile likelihood estimate, the kth likelihood support interval (k=8, k=20, and k=32), and the likelihood support interval (k=6.8) corresponding to a 95% confidence interval based on a normal approximation are also presented.

Value

A normalized profile likelihood plot with the maximum profile likelihood estimate and the kth likelihood support intervals.

Author(s)

Leena Choi <[e-mail]>

References

Royall, Richard M. (1997). Statistical Evidence: A Likelihood Paradiam. Chapman & Hall/CRC.

Pawitan, Yudi (2001). In All Likelihood: Statistical Modelling and Inference Using Likelihood. Oxford University Press.

See Also

profilelike.summary, profilelike.lm, profilelike.glm, profilelike.polr, profilelike.gls, profilelike.lme

Examples

ctl <- c(4.17,5.58,5.18,6.11,4.50,4.61,5.17,4.53,5.33,5.14)
trt <- c(4.81,4.17,4.41,3.59,5.87,3.83,6.03,4.89,4.32,4.69)
group <- c(rep(0,10), rep(1,10))
weight <- c(ctl, trt)
dd <- data.frame(group=group, weight=weight)
xx <- profilelike.lm(formula = weight ~ 1, data=dd, profile.theta="group",
			lo.theta=-2, hi.theta=1, length=500)
profilelike.plot(theta=xx$theta, profile.lik.norm=xx$profile.lik.norm, round=2)
profilelike.summary(k=8, theta=xx$theta, profile.lik.norm=xx$profile.lik.norm, round=3)

ProfileLikelihood documentation built on Aug. 25, 2023, 5:15 p.m.