1988
DOI: 10.2307/2347496
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A Method for Computing Profile-Likelihood-Based Confidence Intervals

Abstract: SUMMARY The method of constructing confidence regions based on the generalised likelihood ratio statistic is well known for parameter vectors. A similar construction of a confidence interval for a single entry of a vector can be implemented by repeatedly maximising over the other parameters. We present an algorithm for finding these confidence interval endpoints that requires less computation. It employs a modified Newton‐Raphson iteration to solve a system of equations that defines the endpoints.

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Cited by 475 publications
(385 citation statements)
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“…Table 3 and Fig. 7, were computed using a numerical algorithm presented in [18]. The profile-based CIs, except CI α 7 , are rather close to the variance-covariance-based ones.…”
Section: Profile-likelihood-based Methodsmentioning
confidence: 86%
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“…Table 3 and Fig. 7, were computed using a numerical algorithm presented in [18]. The profile-based CIs, except CI α 7 , are rather close to the variance-covariance-based ones.…”
Section: Profile-likelihood-based Methodsmentioning
confidence: 86%
“…Profile-likelihood method provides a method for computing the confidence intervals of the maximum likelihood parameter estimates by following 'a global' behaviour of the objective function [18]. To compute approximations to the 95% CIs of the estimates, we proceed as follows.…”
Section: Profile-likelihood-based Methodsmentioning
confidence: 99%
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“…Minimizing the negative log of the likelihood is equivalent to maximizing the likelihood. Then, a profile-likelihood-based 95% confidence interval was obtained for the estimate μ (described in Venzon and Moolgavkar 1988). The mean and its confidence interval were converted back to representations of frequency, and, thus, an estimate of the 75% threshold point was obtained.…”
Section: Resultsmentioning
confidence: 99%