Dear R developers,
I noticed a bug in the stats4 package, specifically in the confint method
applied to “mle” objects.
In particular, when some “fixed” parameters define the log likelihood, these
parameters are stored within the mle object but they are not used by the
“confint" method, which retrieves their value from the global environment
(whenever they still exist).
Sample code:
> ## Avoid printing to unwarranted accuracy
> od <- options(digits = 5)
> x <- 0:10
> y <- c(26, 17, 13, 12, 20, 5, 9, 8, 5, 4, 8)
>
> ## Easy one-dimensional MLE:
> nLL <- function(lambda, y) -sum(stats::dpois(y, lambda, log = TRUE))
> fit0 <- mle(nLL, start = list(lambda = 5), fixed=list(y=y), nobs = NROW(y))
> confint(fit0)
Profiling...
2.5 % 97.5 %
9.6524 13.6716
> rm(y)
> confint(fit0)
Profiling...
Error in eval(expr, p) : object 'y' not found
In this sample code, I’m showing that after the removal of y from the global
environment the method ‘confint’ is not able anymore to act on the object
‘fit0’.
This retrieval from the global environment is actually dangerous because it’s
silent and in case the user changes the value of ‘y’ for another purpose the
method ‘confint’ will return a wrong evaluation of the confidence interval
without throwing any warning.
I suggest to use the fixed values that are already contained within the mle
object:
> fit0@fullcoef[grep('y', names(fit0@fullcoef))]
y1 y2 y3 y4 y5 y6 y7 y8 y9 y10 y11
26 17 13 12 20 5 9 8 5 4 8
Additionally, the method ‘coef’ returns both the coefficient and the fixed
parameters - while should return only the parameters - , while the ‘fullcoef’
method is not implemented - while present in the documentation of 'mle-class’.
Best,
Stefano
Center for Genomic Science of IIT@SEMM
Stefano de Pretis, PhD
Postdoctoral fellow
stefano.depre...@iit.it <mailto:stefano.depre...@iit.it>
Via Adamello 16, 20139 Milan, Italy
<http://maps.google.it/maps?q=Via+Adamello+16,+20139+Milan&oe=utf-8&client=firefox-a&ie=UTF8&hq=&hnear=Via+Adamello,+16,+20139+Milano,+Lombardia&gl=it&z=16>
t: +39 02 94375046
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