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\name{confint.clm2}
\alias{confint.clm2}
\alias{confint.profile.clm2}
\alias{profile.clm2}
\alias{plot.profile.clm2}
\title{
Confidence intervals and profile likelihoods for parameters in
cumulative link models
}
\description{
Computes confidence intervals from the profiled likelihood for one or
more parameters in a fitted cumulative link model, or plots the
profile likelihood function.
}
\usage{
\method{confint}{clm2}(object, parm, level = 0.95, whichL = seq_len(p),
whichS = seq_len(k), lambda = TRUE, trace = 0, \dots)
\method{confint}{profile.clm2}(object, parm = seq_along(Pnames), level = 0.95, \dots)
\method{profile}{clm2}(fitted, whichL = seq_len(p), whichS = seq_len(k),
lambda = TRUE, alpha = 0.01, maxSteps = 50, delta = LrootMax/10,
trace = 0, stepWarn = 8, \dots)
\method{plot}{profile.clm2}(x, parm = seq_along(Pnames), level = c(0.95, 0.99),
Log = FALSE, relative = TRUE, fig = TRUE, n = 1e3, ..., ylim = NULL)
}
\arguments{
\item{object}{
a fitted \code{\link{clm2}} object or a \code{profile.clm2} object.
}
\item{fitted}{
a fitted \code{\link{clm2}} object.
}
\item{x}{a \code{profile.clm2} object.
}
\item{parm}{not used in \code{confint.clm2}.
For \code{confint.profile.clm2}:
a specification of which parameters are to be given confidence
intervals, either a vector of numbers or a vector of names. If
missing, all parameters are considered.
For \code{plot.profile.clm2}:
a specification of which parameters the profile likelihood are to be
plotted for, either a vector of numbers or a vector of names. If
missing, all parameters are considered.
}
\item{level}{
the confidence level required.
}
\item{whichL}{
a specification of which \emph{location} parameters are to be given confidence
intervals, either a vector of numbers or a vector of names. If
missing, all location parameters are considered.
}
\item{whichS}{
a specification of which \emph{scale} parameters are to be given confidence
intervals, either a vector of numbers or a vector of names. If
missing, all scale parameters are considered.
}
\item{lambda}{
logical. Should profile or confidence intervals be computed for the
link function parameter? Only used when one of the flexible link
functions are used; see the \code{link}-argument in
\code{\link{clm2}}.
}
\item{trace}{
logical. Should profiling be traced?
}
\item{alpha}{Determines the range of profiling. By default the
likelihood is profiled in the 99\% confidence interval region as
determined by the profile likelihood.
}
\item{maxSteps}{the maximum number of profiling steps in each
direction (up and down) for each parameter.
}
\item{delta}{the length of profiling steps. To some extent this
parameter determines the degree of accuracy of the profile
likelihood in that smaller values, i.e. smaller steps gives a higher
accuracy. Note however that a spline interpolation is used when
constructing confidence intervals so fairly long steps can provide
high accuracy.
}
\item{stepWarn}{a warning is issued if the no. steps in each direction
(up or down) for a parameter is less than \code{stepWarn} (defaults
to 8 steps) because this indicates an unreliable profile.
}
\item{Log}{should the profile likelihood be plotted on the log-scale?
}
\item{relative}{should the relative or the absolute likelihood be
plotted?
}
\item{fig}{should the profile likelihood be plotted?
}
\item{n}{the no. points used in the spline interpolation of the
profile likelihood.
}
\item{ylim}{overrules default y-limits on the plot of the profile
likelihood.
}
\item{\dots}{
additional argument(s) for methods including \code{range} (for the
hidden function \code{profileLambda}) that sets
the range of values of \code{lambda} at which the likelihood should
be profiled for this parameter.
}
}
\value{
\code{confint}:
A matrix (or vector) with columns giving lower and upper confidence
limits for each parameter. These will be labelled as (1-level)/2 and
1 - (1-level)/2 in \% (by default 2.5\% and 97.5\%).
The parameter names are preceded with \code{"loc."} or \code{"sca."}
to indicate whether the confidence interval applies to a location or a
scale parameter.
\code{plot.profile.clm2} invisibly returns the profile object.
}
\details{
These \code{confint} methods call
the appropriate profile method, then finds the
confidence intervals by interpolation of the profile traces.
If the profile object is already available, this should be used as the
main argument rather than the fitted model object itself.
In \code{plot.profile.clm2}: at least one of \code{Log} and
\code{relative} arguments have to be \code{TRUE}.
}
\author{Rune Haubo B Christensen}
\seealso{
\code{\link{profile}} and \code{\link{confint}}
}
\examples{
options(contrasts = c("contr.treatment", "contr.poly"))
## More manageable data set:
(tab26 <- with(soup, table("Product" = PROD, "Response" = SURENESS)))
dimnames(tab26)[[2]] <- c("Sure", "Not Sure", "Guess", "Guess", "Not Sure", "Sure")
dat26 <- expand.grid(sureness = as.factor(1:6), prod = c("Ref", "Test"))
dat26$wghts <- c(t(tab26))
m1 <- clm2(sureness ~ prod, scale = ~prod, data = dat26,
weights = wghts, link = "logistic")
## profile
pr1 <- profile(m1)
par(mfrow = c(2, 2))
plot(pr1)
m9 <- update(m1, link = "log-gamma")
pr9 <- profile(m9, whichL = numeric(0), whichS = numeric(0))
par(mfrow = c(1, 1))
plot(pr9)
plot(pr9, Log=TRUE, relative = TRUE)
plot(pr9, Log=TRUE, relative = TRUE, ylim = c(-4, 0))
plot(pr9, Log=TRUE, relative = FALSE)
## confint
confint(pr9)
confint(pr1)
## Extend example from polr in package MASS:
## Fit model from polr example:
if(require(MASS)) {
fm1 <- clm2(Sat ~ Infl + Type + Cont, scale = ~ Cont, weights = Freq,
data = housing)
pr1 <- profile(fm1)
confint(pr1)
par(mfrow=c(2,2))
plot(pr1)
}
}
\keyword{internal}
|
