[R] MLE: Question

[Peter Dalgaard]

h.brunschwig at utoronto.ca writes:

> Hi R users! 
> 
> I have a likelihood ratio statistic that depends on a parameter delta and I am
> trying to get confidence intervals for this delta using the fact that the
> likelihood ratio statistic is approx. chi-squared distributed.
> 
> For this I need to maximize the two likelihoods (for the ratio statistic) one of
> which depends on delta too and I am trying to use the function "mle". But delta
> is neither a parameter I would like to estimate nor a fixed value that I know
> the value of (to give it to the "mle" function with fixed=list(delta=?)). 
> 
> Can I still use "mle" to find the likelihood of the data (just denoting delta as
> a constant)?

Er, ... Why wouldn't delta be a parameter?? If you consider the
likelihood a function of delta and all the other parameters in the
model can you not maximize it and profile over delta?

-- 
   O__  ---- Peter Dalgaard             Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
 (*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)             FAX: (+45) 35327907