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Results tagged with profile-likelihood
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user 56406
The profile likelihood function is an inference function constructed from the likelihood function. If the likelihood function depends on many parameters and only some are of interest, then the other parameters are removed "by concentration", which means that they are "maxed out".
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How to calculate confidence intervals in a GLM using the profile likelihood?
I've been trying to better understand how JMP does regression and associated models. I can compute the correct parameter estimates for a GLM, by using iteratively re weighted least squares. But now I …
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Accepted
How to calculate confidence intervals in a GLM using the profile likelihood?
Ok, so I realized that I pretty much misunderstood what the JMP information page was telling me. Turns out, the solution was much simpler than dealing with the profile likelihood.
Although I found m …