Jinsong Zhao <jszhao <at> yeah.net> writes: > > Hi there, > > I have fitted a sample (with size 20) to a normal and/or logistic > distribution using fitdistr() in MASS or fitdist() in fitdistrplus > package. It's easy to get the parameter estimates. Now, I hope to report > the confidence interval for those parameter estimates. However, I don't > find a function that could give the confidence interval in R. > > I hope to write a function, however, I don't find some detailed > information on the CI based on MLE. Would you please to give me some > hints on the CI calculation based on MLE?
Well, for the normal distribution I believe that the standard-error- based confidence intervals are the same as those based on the MLE, but in general I would suggest something along these lines: > library(bbmle) > z <- rnorm(20) > m <- mle2(z~dnorm(mean=mu,sd=sd),start=list(mu=0,sd=1),data=data.frame(z)) Warning message: In dnorm(x, mean, sd, log) : NaNs produced > confint(m) Profiling... 2.5 % 97.5 % mu -0.07880835 0.985382 sd 0.87314467 1.633600 ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.