confreg | R Documentation |
Computes boundary points of a two-dimensional confidence region for model parameters.
## S4 method for signature 'EL'
confreg(object, parm, level = 0.95, cv = NULL, npoints = 50L, control = NULL)
object |
An object that inherits from EL. |
parm |
A specification of which parameters are to be given a confidence
region, either a vector of numbers or a vector of names. It must be a
vector of length two of the form |
level |
A single numeric for the confidence level required. Defaults to
|
cv |
A single numeric for the critical value for calibration of
empirical likelihood ratio statistic. Defaults to NULL and set to
|
npoints |
A single integer for the number of boundary points to compute.
Defaults to |
control |
An object of class ControlEL constructed by
|
An object of class ConfregEL.
Owen A (1990). “Empirical Likelihood Ratio Confidence Regions.” The Annals of Statistics, 18(1), 90–120. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1214/aos/1176347494")}.
EL, confint()
, elt()
, plot()
, el_control()
data("mtcars")
fit <- el_lm(mpg ~ wt + qsec, data = mtcars)
cr <- confreg(fit, parm = c(2, 3), cv = qchisq(0.90, 2))
plot(cr)
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