R: Class "mle2". Result of Maximum Likelihood Estimation.

mle2-class {bbmle} | R Documentation

## Class "mle2". Result of Maximum Likelihood Estimation.

### Description

This class encapsulates results of a generic maximum likelihood procedure.

### Objects from the Class

Objects can be created by calls of the form `new("mle2", ...)`, but most often as the result of a call to `mle2`.

### Slots

`call`:

  (language) The call to `mle2`.

`call.orig`:

  (language) The call to `mle2`, saved in its original form (i.e. without data arguments evaluated).

`coef`:

  (numeric) Vector of estimated parameters.

`data`:

  (data frame or list) Data with which to evaluate the negative log-likelihood function

`fullcoef`:

  (numeric) Fixed and estimated parameters.

`vcov`:

  (numeric matrix) Approximate variance-covariance matrix, based on the second derivative matrix at the MLE.

`min`:

  (numeric) Minimum value of objective function = minimum negative log-likelihood.

`details`:

  (list) Return value from `optim`.

`minuslogl`:

  (function) The negative log-likelihood function.

`optimizer`:

  (character) The optimizing function used.

`method`:

  (character) The optimization method used.

`formula`:

  (character) If a formula was specified, a character vector giving the formula and parameter specifications.

### Methods

coef

  `signature(object = "mle2")`: Extract coefficients. If `exclude.fixed=TRUE` (it is `FALSE` by default), only the non-fixed parameter values are returned.

confint

  `signature(object = "mle2")`: Confidence intervals from likelihood profiles, or quadratic approximations, or root-finding.

show

  `signature(object = "mle2")`: Display object briefly.

show

  `signature(object = "summary.mle2")`: Display object briefly.

summary

  `signature(object = "mle2")`: Generate object summary.

update

  `signature(object = "mle2")`: Update fit.

vcov

  `signature(object = "mle2")`: Extract variance-covariance matrix.

formula

  `signature(object="mle2")`: Extract formula

plot

  `signature(object="profile.mle2,missing")`: Plot profile.

### Details on the confint method

When the parameters in the original fit are constrained using `lower` or `upper`, or when `prof.lower` or `prof.upper` are set, and the confidence intervals lie outside the constraint region, `confint` will return `NA`. This may be too conservative – in some cases, the appropriate answer would be to set the confidence limit to the lower/upper bound as appropriate – but it is the most general answer.

(If you have a strong opinion about the need for a new option to `confint` that sets the bounds to the limits automatically, please contact the package maintainer.)

### Examples

    x <- 0:10
    y <- c(26, 17, 13, 12, 20, 5, 9, 8, 5, 4, 8)
    lowerbound <- c(a=2,b=-0.2)
    d <- data.frame(x,y)
    fit1 <- mle2(y~dpois(lambda=exp(a+b*x)),start=list(a=0,b=2),data=d,
    method="L-BFGS-B",lower=c(a=2,b=-0.2))
    (cc <- confint(fit1,quietly=TRUE))
    ## to set the lower bounds to the limit
    na_lower <- is.na(cc[,1])
    cc[na_lower,1] <- lowerbound[na_lower]
    cc

[Package bbmle version 1.0.19 Index]