ProfileLikelihood-package {ProfileLikelihood}

Profile Likelihood for a Parameter in Commonly Used Statistical Models

Description

This package provides profile likelihoods for a parameter of interest in commonly used statistical models. The models include linear models, generalized linear models, proportional odds models, linear mixed-effects models, and linear models for longitudinal responses fitted by generalized least squares. The package also provides plots for normalized profile likelihoods as well as the maximum profile likelihood estimates and the kth likelihood support intervals (Royall, 1997).

Details

Use profilelike.lm, profilelike.glm, profilelike.polr, profilelike.gls and profilelike.lme to obtain profile likelihoods and normalized profile likelihoods, and plot the normalized profile likelihoods using profilelike.plot. Use profilelike.summary to obtain the maximum profile likelihood estimate and the kth likelihood support intervals.

Author(s)

Leena Choi <[e-mail]>

Maintainer: Leena Choi <[e-mail]>

References

Royall, Richard M. (1997). Statistical Evidence: A Likelihood Paradiam. Chapman & Hall/CRC.

Pawitan, Yudi (2001). In All Likelihood: Statistical Modelling and Inference Using Likelihood. Oxford University Press.

See Also

profilelike.lm, profilelike.glm, profilelike.polr, profilelike.gls, profilelike.lme, profilelike.plot, profilelike.summary

Examples

ctl <- c(4.17,5.58,5.18,6.11,4.50,4.61,5.17,4.53,5.33,5.14)
trt <- c(4.81,4.17,4.41,3.59,5.87,3.83,6.03,4.89,4.32,4.69)
group <- c(rep(0,10), rep(1,10))
weight <- c(ctl, trt)
dd <- data.frame(group=group, weight=weight)
xx <- profilelike.lm(formula = weight ~ 1, data=dd, profile.theta="group",
				lo.theta=-2, hi.theta=1, length=500)
profilelike.plot(theta=xx$theta, profile.lik.norm=xx$profile.lik.norm, round=2)