CI.lambda {PLreg}

Confidence Interval for the Skewness Parameter

Description

The CI.lambda function provides a plot of the profile (penalized) likelihood ratio statistics for lambda, useful to obtain confidence intervals for the skewness parameter (see Queiroz and Ferrari (2022)).

Usage

CI.lambda(object, conf.coef = 0.95, lower = NULL, upper = NULL)

Arguments

object

fitted model object of class "PLreg".

conf.coef

confidence level of the confidence interval. Default is 0.95.

lower

a numeric value representing the lower limit of the interval for the skewness parameter. If lower = NULL, the lower limit is selected by the function.

upper

a numeric value representing the upper limit of the interval for the skewness parameter. If upper = NULL, the upper limit is selected by the function.

Value

The function returns a plot of the profile penalized likelihood ratio statistics for lambda with a horizontal dashed line, indicating the confidence interval for lambda. It also shows the confidence interval obtained.

Examples

data("PeruVotes")

fitPL <- PLreg(votes ~ HDI | HDI, 
  data = PeruVotes, 
  family = "TF", zeta = 5)

CI.lambda(fitPL)