R: Method for Profiling vglm Objects

profilevglm {VGAM} | R Documentation

## Method for Profiling vglm Objects

### Description

Investigates the profile log-likelihood function for a fitted model of class `"vglm"`.

### Usage

    profilevglm(object, which = 1:p.vlm, alpha = 0.01,
                maxsteps = 10, del = zmax/5, trace = NULL, ...)

### Arguments

`object` | the original fitted model object.
`which` | the original model parameters which should be profiled. This can be a numeric or character vector. By default, all parameters are profiled.
`alpha` | highest significance level allowed for the profiling.
`maxsteps` | maximum number of points to be used for profiling each parameter.
`del` | suggested change on the scale of the profile t-statistics. Default value chosen to allow profiling at about 10 parameter values.
`trace` | logical: should the progress of profiling be reported? The default is to use the `trace` value from the fitted object; see `vglm.control` for details.
`...` | further arguments passed to or from other methods.

### Details

This function is called by `confintvglm` to do the profiling. See also `profile.glm` for details.

### Value

A list of classes `"profile.glm"` and `"profile"` with an element for each parameter being profiled. The elements are data-frames with two variables

`par.vals` | a matrix of parameter values for each fitted model.
`tau` | the profile t-statistics.

### Author(s)

T. W. Yee adapted this function from `profile.glm`, written originally by D. M. Bates and W. N. Venables. (For S in 1996.) The help file was also used as a template.

### See Also

`vglm`, `confintvglm`, `lrt.stat`, `profile`, `profile.glm`, `plot.profile`.

### Examples

    pneumo <- transform(pneumo, let = log(exposure.time))
    fit1 <- vglm(cbind(normal, mild, severe) ~ let, propodds,
                 trace = TRUE, data = pneumo)
    pfit1 <- profile(fit1, trace = FALSE)
    confint(fit1, method = "profile", trace = FALSE)

[Package VGAM version 1.1-3 Index]