On 28/05/2015 1:11 PM, Jennifer Sweatman wrote:
Hi all,
Thank you for your responses. Unfortunately, setting level=0.9500001 or
0.949999 did not work for me. I followed your code, Duncan, and some of my
tau values are less than 2. I don't know how to interpret this
information, however. Can you point me in the direction to a reference?
This is probably discussed in the MASS book, but I don't have a copy at
hand. I learned it from Bates
and Watts' Nonlinear Regression, Ch 6, Graphical Summaries of Nonlinear
Inference Regions. The
idea is that the tau parameter should have roughly a N(0,1) distribution
if the parameter is
correct, so the confidence region corresponds to the set of parameters
where tau is in the
central 95% of that distribution, i.e. +/- 1.96. If tau never goes
outside that range, then you can't limit the parameter.
Duncan Murdoch
Thanks,
Jenn
On Thu, May 28, 2015 at 11:22 AM, Duncan Murdoch <murdoch.dun...@gmail.com>
wrote:
> On 28/05/2015 9:08 AM, sami.toppi...@kolumbus.fi wrote:
>
>> I encountered the same problem today. It seems to occur only when you
>> use exactly 95 % as the confidence level. For example:
>>
>> > confint(g1)
>> Waiting for profiling to be done...
>> 2.5% 97.5%
>> a0 1.257512 1.330881
>> KP NA 163.862932
>> > confint(g1, level = 0.95)
>> Waiting for profiling to be done...
>> 2.5% 97.5%
>> a0 1.257512 1.330881
>> KP NA 163.862932
>> > confint(g1, level = 0.950001)
>> Waiting for profiling to be done...
>> 2.5% 97.5%
>> a0 1.257512 1.330881
>> KP 125.814534 163.862996
>> > confint(g1, level = 0.949999)
>> Waiting for profiling to be done...
>> 2.5% 97.5%
>> a0 1.257512 1.330881
>> KP 125.814709 163.862802
>>
>
> That's very strange. It would be nice to see a reproducible example.
>
> Duncan Murdoch
>
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