plot.fr: Plot a fr Object
In hoa: Higher Order Likelihood Inference

Description Usage Arguments Details Value Author(s) References See Also Examples

Produces plots to show how various pivots depend on the parameter of interest psi and showing its profile log likelihood and modified profile log likelihood. Two further plots are produced if all=TRUE, and tests are performed if psi is given a value.

1 2	## S3 method for class 'fr' plot(x, psi = NULL, all = FALSE, xl = "Interest parameter", ...)

`x`	A Fraser-Reid object, the output of `tem`.
`psi`	Value of interest parameter `psi` for which tests may be required.
`all`	Logical, by default two plots are produced, but if `all=T` two additional plots are added.
`xl`	Character string containing label for abscissa of graphs.
`...`	Absorbs additional graphical parameters.

If psi=NULL, draws graphs showing: (top left) the likelihood root r, the modified likelihood root rstar, the Wald pivot z, and the likelihood modification q as functions of the parameter psi; (top right) the profile log likelihood and modified profile log likelihood as functions of psi; (lower left) the significance functions corresponding to the upper left panel; and (lower right) how the modification log(q/r)/r depends on r. If all=FALSE (the default) only the upper two graphs are plotted. The lower left panel is a transformation of that above it, and the lower right panel is intended as a possible diagnostic of failure of the asymptotic approximations; it should be a smooth function of r.

If psi is given a (single, scalar) value, then the significance functions for the Wald statistic, the likelihood root, and the modified likelihood root, are evaluated at this value, providing p-values for testing against larger values of psi.

See the details above.

Anthony Davison <Anthony.Davison@epfl.ch>

Brazzale, A. R., Davison, A. C. and Reid, N. (2007). Applied Asymptotics: Case Studies in Small-Sample Statistics. Cambridge University Press, Cambridge.

See also http://statwww.epfl.ch/AA.

tem, summary.fr, lik.ci