profilelike.summary: Summary for the Maximum Profile Likelihood Estimate and...

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

Summary for the Maximum Profile Likelihood Estimate and Likelihood Support Intervals

Description

The function provides the maximum profile likelihood estimate and likelihood support intervals (Royall, 1997).

Usage

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

Arguments

k	strength of evidence for the kth likelihood support interval.
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 the maximum profile likelihood estimate and likelihood support intervals for a profile likelihood obtained from profilelike.lm, profilelike.glm, profilelike.polr, profilelike.gls and profilelike.lme. The kth likelihood support interval and the likelihood support interval (k=6.8) corresponding to a 95% confidence interval based on a normal approximation are provided.

Value

k	strength of evidence for the kth likelihood support interval.
mle	the maximum profile likelihood estimate.
LI.k	the kth likelihood support interval.
LI.norm	likelihood support interval (k=6.8) corresponding to a 95% confidence interval based on a normal approximation.

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.plot, 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.