Description Usage Arguments Details Value Note Author(s) References See Also Examples
Generate and plot the profile likelihoods for each parameter in a binomial regression model
1 2 3 4 5 6 7 8  ## S3 method for class 'glm'
profile(fitted, which.par, alpha = 0.005, max.steps = 50,
nsteps = 8, step.warn = 5, trace = F, ...)
## S3 method for class 'profile.glm'
plot(x, which.par, likelihood = TRUE,
log = FALSE, relative = TRUE, approx = TRUE, conf.int = TRUE,
level = 0.95, n = 100, fig = TRUE, ylim = NULL, ...)

fitted 
An object of class 
x 
An object of class 
which.par 
A numeric or character vector with the parameters to be profiled. If missing all parameters are profiled 
alpha 
The likelihood is profiled in approximately the 100*(1alpha)% confidence region 
likelihood 
Logical for whether the profile likelihood or likelihood root should be plotted 
log 
Logical for whether the profile likelihood should be
plotted on logscale. Ignored if 
relative 
Logical for whether the profile likelihood or
loglikelihood should be plotted on a relative or absolute
scale. Ignored if 
approx 
Logical for whether a quadratic approximation should be included in the plot 
conf.int 
Logical for whether a confidence interval should be included in the plot 
level 
A scalar or numerical vector indicating the confindence
level(s) to be included in the plot. Ignored if 
n 
How many points to employ in the spline interpolation of the profile likelihood 
fig 
Logical for whether the profile likelihood should be
plotted. If 
ylim 
The limits of the yaxis in the plot 
trace 
Logical for whether progress should be printed to the screen during the profiling process 
nsteps 
Number of profiling steps to take in each direction for
each parameter. The number is approximate since the step size is
determined according to a quadratic approximation to the profile
loglikelihood, hence, the deviation of the value of 
max.steps 
The maximum number of profiling steps in each
direction for each parameter. A warning is issued if the number of

step.warn 
A warning is issued if the the actual number of steps
in either direction does not exceed the number of 
... 
Additional arguments passed to other methods 
lroot
returned by profile
is the signed squareroot
of the usual profile likelihood
sgn(θ\hat{θ})√{2(l(\hat{θ})l(θ))}
where θ is the
parameter being profiled and \hat{θ} is the maximum likelihood
estimate of θ. The appertaining par.vals
is a vector
of θ values in an appropriate range around \hat{θ}.
The logical argument likelihood
in plot
controls if the
profile likelihood or the likelihood root should be plotted.
For profile
: a list of class profile.glm with a range of
parameter values and lroot statistics for each parameter in
which.par
For plot
: if fig = FALSE
a list with
plotting points and confidence interval(s) for each parameter in
which.par
is returned. If fig = TRUE
the list is
returned invisibly.
The implementation of these functions are largely inspired by
profile.glm
from the MASS
package and
profile.clm
from the ordinal
package. This work is a direct extension of profile
from
MASS
with an extended set of warnings. The main
difference, though, is in the plotting functionality, which enables
plot of the usual profile likelihood and loglikelihood and the
optional inclusion of confidence interval(s).
Merete K Hansen
Pawitan, Y. (2001). In All Likelihood: Statistical Modelling and Inference Using Likelihood. Oxford University Press.
glm
,
profile.glm
,
plot.profile
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