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minuslogl
2010 Jul 31
2
Is profile.mle flexible enough?
...know if I am really asking too
much or if there is room for improvement.
* Problem #1 with fixed parameters. I can't manage to get profile-based
confidence intervals when some parameters of the likelihood function are
fixed:
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library(stats4)
minusLogL1 <- function(mu, logsigma2) { N*log(2*pi*exp(logsigma2))/2 +
N*(var(x)+(mean(x)-mu)^2)/(2*exp(logsigma2)) }
minusLogL2 <- function(mu) { logsigma2 <- 0;
N*log(2*pi*exp(logsigma2))/2 +
N*(var(x)+(mean(x)-mu)^2)/(2*exp(logsigma2)) }
N <- 100
x <- rnorm(N, 0, 1)
fit <- mle(minusL...