hoa (version 2.1.2)

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

References

Brazzale, A. R., Davison, A. C. and Reid, N. (2007). Applied Asymptotics: Case Studies in Small-Sample Statistics. Cambridge University Press, Cambridge. See also http://statwww.epfl.ch/AA.

See Also

tem

Examples

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