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hoa (version 2.1.2)

mpl.object: Maximum Adjusted Profile Likelihood Object

Description

Class of objects returned when calculating the maximum adjusted profile likelihood estimates of the variance parameters of a nonlinear heteroscedastic model.

Arguments

varPar
the maximum adjusted profile likelihood estimates of the variance parameters.
coefficients
the constrained MLEs of the regression coefficients given the maximum adjusted profile likelihood estimates of the variance parameters.
offset
the values passed through the offset argument in the call to mpl.nlreg that generated the mpl object and to which the variance parameters were fixed.
varParMLE
the MLEs of the variance parameters.
coefMLE
the MLEs of the regression coefficients.
varParCov
the (asymptotic) covariance matrix of the variance parameters, that is, the corresponding block in the inverse of the observed information matrix.
coefCov
the (asymptotic) covariance matrix of the regression coefficients, that is, the corresponding block in the inverse of the observed information matrix.
lmp
the adjusted profile log likelihood from the fit.
lp
the profile log likelihood from the fit.
stats
the indicator of which higher order solution was used.
formula
the model formula.
meanFun
the formula expression of the mean function.
varFun
the formula expression of the variance function.
data
a list representing a summary of the original data with the following components. [object Object],[object Object],[object Object],[object Object],[object Object]
nobs
the number of observations.
iter
the number of interations needed for convergence; only if offset is not NULL.
call
an image of the call to mpl.nlreg, but with all the arguments explicitly named.
ws
a list containing information that is used in subsequent calculations, that is: [object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

Generation

This class of objects is returned by the mpl.nlreg function. Class mpl inherits from class nlreg.

Methods

Objects of this class have methods for the functions print, summary, coef and param.

See Also

mpl.nlreg, mpl, nlreg.object