summary.fr: Likelihood-Based Confidence Intervals Based on fr Object

In hoa: Higher Order Likelihood Inference

Description

Prints confidence limits based on the Wald statistic, the likelihood root, and the modified likelihood root, for a default two-sided 0.95 confidence interval. It also prints the point estimate based on these 3 statitics. Summary.fr is a compatibility wrapper for lik.ci, to which it is identical.

Usage

## S3 method for class 'fr'
summary(object, conf = c(0.975, 0.025), ...)
lik.ci(object, conf = c(0.975, 0.025), ...)

Arguments

object	A fr object
conf	Confidence levels for which limits are required
...	Absorbs any additional parameter.

Value

List containing the following quantities:

mle	MLE and its asymptotic standard error
mle.hoa	Modified MLE and its asymptotic standard error
pointEst.z	Point estimate for psi based on Wald pivot z
pointEst.r	Point estimate for psi based on likelihood root r
pointEst.rstar	Point estimate for psi based on modified likelihood root rstar
z.lims	Confidence limits based on Wald pivot z
r.lims	Confidence limits based on likelihood root r
rstar.lims	Confidence limits based on modified likelihood root rstar

Author(s)

Anthony Davison <[e-mail]>

References

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.

See Also

tem

Examples

## See the examples to \link{tem}.

hoa documentation built on May 2, 2019, 8:56 a.m.