tem.corr {mev} | R Documentation |
Bridging the singularity for higher order asymptotics
Description
The correction factor \log(q/r)/r
for the
likelihood root is unbounded in the vincinity of
the maximum likelihood estimator. The thesis of
Rongcai Li (University of Toronto, 2001)
explores different ways of bridging this
singularity, notably using asymptotic expansions.
Usage
tem.corr(fr, print.warning = FALSE)
Arguments
fr |
an object of class |
print.warning |
logical; should warning message be printed? Default to |
Details
The poor man's method used here consists in
fitting a robust regression to 1/q-1/r
as a function of r
and using predictions
from the model to solve for q
. This
approach is seemingly superior to that
previously used in spline.corr.
Value
an object of class fr
, containing as additional arguments spline
and a modified rstar
argument.
[Package mev version 1.17 Index]