Confidence intervals for parameters of mkinfit objects

Confidence intervals for parameters of mkinfit objects

# 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, ...)

Arguments

object	An mkinfit object
parm	A vector of names of the parameters which are to be given confidence intervals. If missing, all parameters are considered.
level	The confidence level required
alpha	The allowed error probability, overrides 'level' if specified.
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 optimised parameters using the second term of the Taylor expansion, using a second derivative (hessian) contained in the object.
transformed	If the quadratic approximation is used, should it be applied to the likelihood based on the transformed parameters?
backtransform	If we approximate the likelihood in terms of the transformed parameters, should we backtransform the parameters with their confidence intervals?
distribution	For the quadratic approximation, should we use the student t distribution or assume normal distribution for the parameter estimate
quiet	Should we suppress messages?
...	Not used

Value

A matrix with columns giving lower and upper confidence limits for each parameter.

References

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

Examples

f <- mkinfit("SFO", FOCUS_2006_C, quiet = TRUE)
confint(f, method = "quadratic")
#>                     2.5%      97.5%
#> parent_0      71.8242430 93.1600766
#> 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
# }