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authorJohannes Ranke <jranke@uni-bremen.de>2019-10-28 13:23:40 +0100
committerJohannes Ranke <jranke@uni-bremen.de>2019-10-28 13:23:40 +0100
commitbd761d879a95872f82e6d8f893634a61e122a938 (patch)
tree0b66fa5064eb5bd9e0014de18f433c2692fcbc00 /docs
parent6e5630a0df7e857697ff2ce4730a5f7f45b67377 (diff)
Fix the cutoff for likelihood based intervals
The cutoff now matches what is given by Venzon and Moolgavkar (1988). Also, confidence intervals closely match intervals obtained with stats4::confint in the test case where an stats4::mle object is created from the likelihood function in one test case. Static documentation rebuilt by pkgdown
Diffstat (limited to 'docs')
-rw-r--r--docs/reference/confint.mkinfit.html31
1 files changed, 22 insertions, 9 deletions
diff --git a/docs/reference/confint.mkinfit.html b/docs/reference/confint.mkinfit.html
index 64ea0d4c..ec8938c5 100644
--- a/docs/reference/confint.mkinfit.html
+++ b/docs/reference/confint.mkinfit.html
@@ -36,7 +36,9 @@
<meta property="og:title" content="Confidence intervals for parameters of mkinfit objects — confint.mkinfit" />
-<meta property="og:description" content="Confidence intervals for parameters of mkinfit objects" />
+<meta property="og:description" content="The default method 'profile' is based on the profile likelihood for each
+parameter. The method uses two nested optimisations. The speed of the method
+could likely be improved by using the method of Venzon and Moolgavkar (1988)." />
<meta name="twitter:card" content="summary" />
@@ -133,14 +135,16 @@
</div>
<div class="ref-description">
- <p>Confidence intervals for parameters of mkinfit objects</p>
+ <p>The default method 'profile' is based on the profile likelihood for each
+parameter. The method uses two nested optimisations. The speed of the method
+could likely be improved by using the method of Venzon and Moolgavkar (1988).</p>
</div>
<pre class="usage"><span class='co'># S3 method for mkinfit</span>
<span class='fu'><a href='https://rdrr.io/r/stats/confint.html'>confint</a></span>(<span class='no'>object</span>, <span class='no'>parm</span>, <span class='kw'>level</span> <span class='kw'>=</span> <span class='fl'>0.95</span>, <span class='kw'>alpha</span> <span class='kw'>=</span> <span class='fl'>1</span> -
- <span class='no'>level</span>, <span class='kw'>method</span> <span class='kw'>=</span> <span class='fu'><a href='https://rdrr.io/r/base/c.html'>c</a></span>(<span class='st'>"profile"</span>, <span class='st'>"quadratic"</span>), <span class='kw'>transformed</span> <span class='kw'>=</span> <span class='fl'>TRUE</span>,
- <span class='kw'>backtransform</span> <span class='kw'>=</span> <span class='fl'>TRUE</span>, <span class='kw'>distribution</span> <span class='kw'>=</span> <span class='fu'><a href='https://rdrr.io/r/base/c.html'>c</a></span>(<span class='st'>"student_t"</span>, <span class='st'>"normal"</span>),
- <span class='kw'>quiet</span> <span class='kw'>=</span> <span class='fl'>FALSE</span>, <span class='no'>...</span>)</pre>
+ <span class='no'>level</span>, <span class='no'>cutoff</span>, <span class='kw'>method</span> <span class='kw'>=</span> <span class='fu'><a href='https://rdrr.io/r/base/c.html'>c</a></span>(<span class='st'>"profile"</span>, <span class='st'>"quadratic"</span>),
+ <span class='kw'>transformed</span> <span class='kw'>=</span> <span class='fl'>TRUE</span>, <span class='kw'>backtransform</span> <span class='kw'>=</span> <span class='fl'>TRUE</span>,
+ <span class='kw'>distribution</span> <span class='kw'>=</span> <span class='fu'><a href='https://rdrr.io/r/base/c.html'>c</a></span>(<span class='st'>"student_t"</span>, <span class='st'>"normal"</span>), <span class='kw'>quiet</span> <span class='kw'>=</span> <span class='fl'>FALSE</span>, <span class='no'>...</span>)</pre>
<h2 class="hasAnchor" id="arguments"><a class="anchor" href="#arguments"></a>Arguments</h2>
<table class="ref-arguments">
@@ -163,6 +167,12 @@ confidence intervals. If missing, all parameters are considered.</p></td>
<td><p>The allowed error probability, overrides 'level' if specified.</p></td>
</tr>
<tr>
+ <th>cutoff</th>
+ <td><p>Possibility to specify an alternative cutoff for the difference
+in the log-likelihoods at the confidence boundary. Specifying an explicit
+cutoff value overrides arguments 'level' and 'alpha'</p></td>
+ </tr>
+ <tr>
<th>method</th>
<td><p>The 'profile' method searches the parameter space for the
cutoff of the confidence intervals by means of a likelihood ratio test.
@@ -204,7 +214,10 @@ the parameter estimate</p></td>
<h2 class="hasAnchor" id="references"><a class="anchor" href="#references"></a>References</h2>
<p>Pawitan Y (2013) In all likelihood - Statistical modelling and
- inference using likelihood. Clarendon Press, Oxford.</p>
+ inference using likelihood. Clarendon Press, Oxford.
+ Venzon DJ and Moolgavkar SH (1988) A Method for Computing
+ Profile-Likelihood Based Confidence Intervals, Applied Statistics, 37,
+ 87–94.</p>
<h2 class="hasAnchor" id="examples"><a class="anchor" href="#examples"></a>Examples</h2>
<pre class="examples"><div class='input'><span class='no'>f</span> <span class='kw'>&lt;-</span> <span class='fu'><a href='mkinfit.html'>mkinfit</a></span>(<span class='st'>"SFO"</span>, <span class='no'>FOCUS_2006_C</span>, <span class='kw'>quiet</span> <span class='kw'>=</span> <span class='fl'>TRUE</span>)
@@ -213,9 +226,9 @@ the parameter estimate</p></td>
#&gt; k_parent_sink 0.2109541 0.4440528
#&gt; sigma 1.9778868 7.3681380</div><div class='input'><span class='co'># \dontrun{</span>
<span class='fu'><a href='https://rdrr.io/r/stats/confint.html'>confint</a></span>(<span class='no'>f</span>, <span class='kw'>method</span> <span class='kw'>=</span> <span class='st'>"profile"</span>)</div><div class='output co'>#&gt; <span class='message'>Profiling the likelihood</span></div><div class='output co'>#&gt; 2.5% 97.5%
-#&gt; parent_0 71.3471007 93.9447024
-#&gt; k_parent_sink 0.2030765 0.4491067
-#&gt; sigma 2.9810656 8.8633278</div><div class='input'># }
+#&gt; parent_0 73.0641834 92.1392181
+#&gt; k_parent_sink 0.2170293 0.4235348
+#&gt; sigma 3.1307772 8.0628314</div><div class='input'># }
</div></pre>
</div>
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