Check the accuracy of the parameter estimates of cumulative link
models. The number of correct decimals and number of significant
digits is given for the maximum likelihood estimates of the parameters
in a cumulative link model fitted with
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the number of digits in the printed table.
numerical tolerence to judge if the Hessian is positive definite from its smallest eigenvalue.
arguments to a from methods. Not used by the
The number of correct decimals is defined as...
The number of significant digits is defined as ...
The number of correct decimals and the number of significant digits are determined from the numerical errors in the parameter estimates. The numerical errors are determined from the Method Independent Error Theorem (Elden et al, 2004) and is based on the Newton step evaluated at convergence.
Convergence information. In particular a table where the
column gives the numerical error in the parameter estimates. These
numbers express how far the parameter estimates in the fitted model
are from the true maximum likelihood estimates for this
Cor.Dec gives the number of correct decimals with
which the the parameters are determined and the
the number of significant digits with which the parameters are
The number denoted
logLik.error is the error in the value of
log-likelihood in the fitted model at the parameter values of that
fit. An accurate determination of the log-likelihood is essential for
accurate likelihood ratio tests in model comparison.
Rune Haubo B Christensen
Elden, L., Wittmeyer-Koch, L. and Nielsen, H. B. (2004) Introduction to Numerical Computation — analysis and Matlab illustrations. Studentliteratur.
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