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Profile Likelihood Confidence Intervals

The profile likelihood method determines lower and upper confidence bounds for a model parameter, such as a fitted regression coefficient, by calculating how far below and above the maximum likelihood estimate it can be set before the log-likelihood worsens by a specified amount. This approach can sometimes be more feasible or reliable than the default methods typically used by statistical packages. A publication providing more detail can be found here.

Topic revision: r1 - 28 Jan 2013 - 15:43:52 - PeterBacchetti

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