hoa: summary.fr – R documentation

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summary.fr

Likelihood-Based Confidence Intervals Based on fr Object

Description

Prints confidence limits based on the Wald statistic, the likelihood root, and the modified likelihood root, for a default two-sided 0.95 confidence interval. It also prints the point estimate based on these 3 statitics. Summary.fr is a compatibility wrapper for lik.ci, to which it is identical.

Usage

## S3 method for class 'fr'
summary(object, conf = c(0.975, 0.025), ...)
lik.ci(object, conf = c(0.975, 0.025), ...)

Arguments

`object`	A fr object
`conf`	Confidence levels for which limits are required
`...`	Absorbs any additional parameter.

Value

List containing the following quantities:

`mle`	MLE and its asymptotic standard error
`mle.hoa`	Modified MLE and its asymptotic standard error
`pointEst.z`	Point estimate for psi based on Wald pivot `z`
`pointEst.r`	Point estimate for psi based on likelihood root `r`
`pointEst.rstar`	Point estimate for psi based on modified likelihood root `rstar`
`z.lims`	Confidence limits based on Wald pivot `z`
`r.lims`	Confidence limits based on likelihood root `r`
`rstar.lims`	Confidence limits based on modified likelihood root `rstar`

Author(s)

Anthony Davison <Anthony.Davison@epfl.ch>

References

Brazzale, A. R., Davison, A. C. and Reid, N. (2007). Applied Asymptotics: Case Studies in Small-Sample Statistics. Cambridge University Press, Cambridge.

Examples

## See the examples to \link{tem}.

hoa

Higher Order Likelihood Inference

v2.1.4.1

GPL (>= 2) | file LICENCE

Authors

R port by Alessandra R. Brazzale <alessandra.brazzale@unipd.it>, following earlier work by Douglas Bates. The function tem is based on work by Anthony Davison <Anthony.Davison@epfl.ch>

Initial release

2015-08-11