How can I estimate 95% confidence intervals using profiling for parameters estimated by maximising a log-likelihood function using optim in R?
I know I can asymptotically estimate the covariance matrix by inverting the hessian, but I am concerned that my data do not meet the assumptions required for this method to be valid. I'd prefer to estimate confidence intervals using some other method.
If so, are there any packages that can help me do this in R? If not, what would the pseudo code for such a method look like?