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 |
x |
A Fraser-Reid object, the output of |
psi |
Value of interest parameter |
all |
Logical, by default two plots are produced, but if |
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.
1 | ## See the examples to \link{tem}.
|
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