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 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.

Examples

Run this code

# NOT RUN {
## See the examples to \link{tem}.
# }