论文信息 - A Method for Computing Profile-Likelihood- Based Confidence Intervals

A Method for Computing Profile-Likelihood- Based Confidence Intervals

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.

S. Moolgavkar | D. Venzon

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