Profile Log-Likelihood

Computes the profile log-likelihood for a subset of parameters. For each value of the parameters of interest, the remaining (nuisance) parameters are optimized out.

profile_loglik(x, ...)

# S3 method for class 'fisher_mle'
profile_loglik(
  x,
  data,
  model,
  param,
  grid = NULL,
  n_grid = 50,
  range_mult = 4,
  ...
)

Arguments

x

A fisher_mle object

...

Additional arguments passed to loglik

data

Data frame used for likelihood computation

model

The likelihood model used for fitting

param

Index or name of parameter(s) to profile

grid

Optional grid of values to evaluate (vector or matrix)

n_grid

Number of grid points if grid not specified (default 50)

range_mult

Multiplier for grid range based on SE (default 4)

Value

A data frame with parameter values and profile log-likelihood

Details

The profile likelihood is useful for:

• Visualizing the likelihood surface

• Computing likelihood intervals

• Eliminating nuisance parameters