Calculating profile loglikelihood for given \(\theta\)
elltheta(theta, p0, r, tol=1e-7, maxit=500)The given \(\theta\) value
Initial values for probability masses \(p_1,\ldots,p_N\) of the discretized baseline distribution \(F\).
vector of ranks of \(y_1,\ldots,y_n\) in the pooled sample \(x_1,\ldots,x_m, y_1,\ldots,y_n\)
Convergence tolerance used in the Newton iteration
The maximum number of Newton iterations.
the profile loglikelihood
the estimated probability masses \(p_1,\ldots,p_N\) of the discretized baseline distribution \(F\) for the given \(\theta\) value.
See the reference below.
Zhong Guan and Cheng Peng (2011), "A rank-based empirical likelihood approach to two-sample proportional odds model and its goodness-of-fit", Journal of Nonparametric Statistics, to appear.