R: Compute Profile Penalized Likelihood

profile.logistf {logistf} | R Documentation

## Compute Profile Penalized Likelihood

### Description

Evaluates the profile penalized likelihood of a variable based on a logistf model fit.

### Usage

    ## S3 method for class 'logistf'
    profile(fitted, which, variable, steps = 100, pitch = 0.05, limits,
       alpha = 0.05, firth = TRUE, legends = TRUE, control, plcontrol, plot = FALSE,
       ...)

### Arguments

`fitted` | An object fitted by `logistf`
`which` | A righthand formula to specify the variable for which the profile should be evaluated, e.g., `which=~X`).
`variable` | Alternatively to `which`, a variable name can be given, e.g., `variable="X"`
`steps` | number of steps in evaluating the profile likelihood
`pitch` | alternatively to `steps`, one may specify the step width in multiples of standard errors
`limits` | lower and upper limits of parameter values at which profile likelihood is to be evaluated
`alpha` | the significance level (1-α the confidence level, 0.05 as default).
`firth` | use of Firth's penalized maximum likelihood (`firth=TRUE`, default) or the standard maximum likelihood method (`firth=FALSE`) for the logistic regression.
`legends` | legends to be included in the optional plot
`control` | Controls Newton-Raphson iteration. Default is `control=` `logistf.control(maxstep,` `maxit, maxhs, lconv, gconv, xconv`)
`plcontrol` | Controls Newton-Raphson iteration for the estimation of the profile likelihood confidence intervals. Default is `plcontrol=` `logistpl.control(maxstep,` `maxit,` `maxhs, lconv, xconv, ortho, pr`)
`plot` | If TRUE, profile likelihood is plotted. This parameter becomes obsolete as a generic `plot` function is now provided.
`...` | Further arguments to be passed.

### Value

An object of class `logistf.profile` with the following items:

`beta` | parameter values at which likelihood was evaluated
`stdbeta` | parameter values divided by standard error
`profile` | profile likelihood, standardized to 0 at maximum of likelihood. The values in profile are given as minus χ^2.
`loglike` | unstandardized profile likelihood
`signed.root` | signed root (z) of χ^2 values (negative for values below the maximum likelihood estimate, positive for values above the maximum likelihood estimate)
`cdf` | profile likelihood expressed as cumulative distribution function, obtained as Φ(z), where Φ denotes the standard normal distribution function.

### Author(s)

Georg Heinze and Meinhard Ploner

### See Also

`plot.profile.logistf`

### Examples

    data(sex2)
    fit<-logistf(case ~ age+oc+vic+vicl+vis+dia, data=sex2)
    plot(profile(fit,variable="dia"))
    plot(profile(fit,variable="dia"), "cdf")
    plot(profile(fit,variable="dia"), "density")

[Package logistf version 1.23 Index]