A robust and efficient algorithm to find profile likelihood confidence intervals

  title={A robust and efficient algorithm to find profile likelihood confidence intervals},
  author={S. M. Fischer and Mark A. Lewis},
  journal={Stat. Comput.},
Profile likelihood confidence intervals are a robust alternative to Wald’s method if the asymptotic properties of the maximum likelihood estimator are not met. However, the constrained optimization problem defining profile likelihood confidence intervals can be difficult to solve in these situations, because the likelihood function may exhibit unfavorable properties. As a result, existing methods may be inefficient and yield misleading results. In this paper, we address this problem by… Expand

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