plotprofmle-methods {sads} | R Documentation |

Given a likelihood profile of a model (object of the class `profile.mle`

or `profile.mle2`

), the function `plotprofmle`

plots the relative log-likelihood profiles and the
plausibility intervals for each one of the (or selected ones) parameters of a model.
These same plausibility regions might be returned by `likelregions`

.

plotprofmle(object, nseg=20, ratio=log(8), which=NULL, ask=NULL, col.line="blue", varname=NULL, ...) likelregions(object, nseg=100, ratio=log(8), ...)

`object` |
list of profile data; object of class |

`nseg` |
positive integer; number of segments used by |

`ratio` |
real positive; log-likelihood ratio that defines the likelihood
interval to be shown in the plot by |

`which` |
vector of positive integers; if a subset of profiles is required,
the indexes of the mle's in |

`ask` |
logical; if |

`col.line` |
name; line color for the plausibility interval. |

`varname` |
vector of names; labels for the x-axis. If NULL defaults the names of
mle's in |

`...` |
further arguments to be passed to |

Log-likelihood profile plots are the basic diagnostic for model
fitting by maximum likelihood methods. The profiles show the minimum of the log-likelihood function
for a given value of a focal parameter, near the maximum likelihood
estimate (mle) of this parameter. Profile objects in R (classes `profile.mle`

and `profile.mle2`

)
return transformed values of the likelihood function, which are based
on the deviance (=minus twice log-likelihood). These
values are called 'z' and are the signed square-root of the deviance difference from the minimum deviance. As samples get
larger, z-profiles tends to be symmetrical V-shaped, and are used to calculate
confidence intervals using an approximation to the Chi-square
distribution (see details in Bolker (2008) and in the bbmle vignette
(`vignette('mle2',package='bbmle')`

).

In its original form (e.g. Edwards 1972), likelihood profiles do not use z-transformed values, and can be interpreted directly, even if they are asymmetric. At the scale of the log-likelihood function, all values of the parameters resulting in a negative log-likelihood less or equal to a given value k are exp(k) times as plausible as the mle. Hence, exp(k) is a likelihood ratio, and delimits a plausibility interval (or likelihood interval) for the mle's.

Function `plotprofmle`

plots profiles of the
negative log-likelihood functions, along with the limits of
likelihood interval for a given log-likelihood `ratio`

.

Function `likelregions`

returns the limits of the likelihood intervals for each parameter.
This might be seen as an analog function for `confint`

, and will return very similar values
for corresponding ratios if the profile is symmetric and monotonic. However, if the profile is
ill-behaved, `likelregions`

might return more than one interval for each parameter, whereas
`confint`

will return `NA`

with a warning.

- codesignature(object="profile.mle2")
The preferred invocation for these methods.

- codesignature(object="mle2")
A convenience wrapper that calls

`profile`

on the mle2 object and runs the former method.

João L.F. Batista, Andre Chalom, Paulo I. Prado prado@ib.usp.br

Bolker, B. 2008. *Ecological Models and Data in R*. Princeton:
Princeton University Press.

Edwards, A.W.F. 1972. *Likelihood – An Account of the
Statistical Concept of Likelihood and its Application to Scientific
Inference*. New York: Cambridge University Press.

Royall, R.M. 2000. *Statistical Evidence: A Likelihood Paradigm*. London: Chapman and Hall.

`profile.mle.class`

, `mle`

, `mle-class`

from
stats; `profile.mle2.class`

, `mle2`

, `mle2-class`

from bbmle package.

birds.pln <- fitsad(birds, "lnorm") birds.pln.p <- profile(birds.pln) par(mfrow=c(1,2)) plotprofmle(birds.pln.p) par(mfrow=c(1,1)) likelregions(birds.pln.p) # Compare with the confidence intervals confint(birds.pln.p)

[Package *sads* version 0.4.2 Index]