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Diffstat (limited to 'man/confint.mkinfit.Rd')
-rw-r--r-- | man/confint.mkinfit.Rd | 17 |
1 files changed, 13 insertions, 4 deletions
diff --git a/man/confint.mkinfit.Rd b/man/confint.mkinfit.Rd index 943904b9..29959e52 100644 --- a/man/confint.mkinfit.Rd +++ b/man/confint.mkinfit.Rd @@ -5,9 +5,9 @@ \title{Confidence intervals for parameters of mkinfit objects} \usage{ \method{confint}{mkinfit}(object, parm, level = 0.95, alpha = 1 - - level, method = c("profile", "quadratic"), transformed = TRUE, - backtransform = TRUE, distribution = c("student_t", "normal"), - quiet = FALSE, ...) + level, cutoff, method = c("profile", "quadratic"), + transformed = TRUE, backtransform = TRUE, + distribution = c("student_t", "normal"), quiet = FALSE, ...) } \arguments{ \item{object}{An \code{\link{mkinfit}} object} @@ -19,6 +19,10 @@ confidence intervals. If missing, all parameters are considered.} \item{alpha}{The allowed error probability, overrides 'level' if specified.} +\item{cutoff}{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'} + \item{method}{The 'profile' method searches the parameter space for the cutoff of the confidence intervals by means of a likelihood ratio test. The 'quadratic' method approximates the likelihood function at the @@ -45,7 +49,9 @@ A matrix with columns giving lower and upper confidence limits for each parameter. } \description{ -Confidence intervals for parameters of mkinfit objects +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). } \examples{ f <- mkinfit("SFO", FOCUS_2006_C, quiet = TRUE) @@ -57,4 +63,7 @@ confint(f, method = "quadratic") \references{ Pawitan Y (2013) In all likelihood - Statistical modelling and 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. } |