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*(1-alpha)% 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 log-scale. Ignored if |
relative |
Logical for whether the profile likelihood or
log-likelihood 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 y-axis 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
log-likelihood, 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 square-root
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 log-likelihood 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
1 2 3 4 |
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