From bd761d879a95872f82e6d8f893634a61e122a938 Mon Sep 17 00:00:00 2001 From: Johannes Ranke Date: Mon, 28 Oct 2019 13:23:40 +0100 Subject: 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 --- docs/reference/confint.mkinfit.html | 31 ++++++++++++++++++++++--------- 1 file changed, 22 insertions(+), 9 deletions(-) (limited to 'docs/reference') 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 @@ - + @@ -133,14 +135,16 @@
-

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).

# S3 method for mkinfit
 confint(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

@@ -162,6 +166,12 @@ confidence intervals. If missing, all parameters are considered.

+ + + +

References

Pawitan Y (2013) In all likelihood - Statistical modelling and - inference using likelihood. Clarendon Press, Oxford.

+ 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.

Examples

f <- mkinfit("SFO", FOCUS_2006_C, quiet = TRUE)
@@ -213,9 +226,9 @@ the parameter estimate

 #> k_parent_sink  0.2109541  0.4440528
 #> sigma          1.9778868  7.3681380
# \dontrun{
   confint(f, method = "profile")
#> Profiling the likelihood
#>                     2.5%      97.5%
-#> parent_0      71.3471007 93.9447024
-#> k_parent_sink  0.2030765  0.4491067
-#> sigma          2.9810656  8.8633278
# }
+#> parent_0      73.0641834 92.1392181
+#> k_parent_sink  0.2170293  0.4235348
+#> sigma          3.1307772  8.0628314
# }
alpha

The allowed error probability, overrides 'level' if specified.
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'

method

The 'profile' method searches the parameter space for the @@ -204,7 +214,10 @@ the parameter estimate