#This is figure 1 of the Rnews paper d <- read.table("http://www.econ.uiuc.edu/~roger/courses/471/data/weco.dat", header=TRUE) source("Plinks.R") source("pglm.R") if(TRUE){ formula <- kwit ~ sex + dex + poly(lex,2) fit <- pglm(formula,data = d, link="Gosset") objhat <- fit$f$deviance nus <- 4:40/19 objs <- nus*0 for(i in 1:length(nus)){ objs[i] <-glm(formula, data = d, family=binomial(link=Gosset(nus[i])))$deviance } } pdf("Fig1.pdf", width = 6, height = 4) plot(nus, -objs, cex = .5, xlab = expression(nu), ylab = "2 log Likelihood") lines(nus, -objs, lwd = .5, lty=1, col="grey") cval <- qchisq(.95,1) segments(fit$nulo, -objhat - cval, fit$nuhi, -objhat - cval) segments(fit$nulo, -743, fit$nulo, -objhat - cval,2) segments(fit$nuhi, -743, fit$nuhi, -objhat - cval,2) dev.off()