The Signed Root Deviance Profile and Confidence Intervals in Maximum Likelihood Analysis
极大似然分析中的带符号根偏差剖面与置信区间
We investigate a natural extension of the profile t plot of Bates and Watts to a general parametric function g(θ) of the parameters θ in a general maximum likelihood analysis. Although the basic purpose of the extension, called the signed root deviance profile (SRDP), is to construct likelihood ratio (LR) confidence intervals for g(θ), it has various other applications that significantly extend its usefulness. The tangent to the plot of the SRDP at the maximum likelihood…