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Methodology Questions >> How to >> profile likelihood inflation factor
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Message started by Danny on Apr 6th, 2009 at 10:25am

Title: profile likelihood inflation factor
Post by Danny on Apr 6th, 2009 at 10:25am
Dear Sergei,

The lhc.bf script requires a user input inflation factor.  What does this do, and how does one go about determining what value to use?

-Danny

Title: Re: profile likelihood inflation factor
Post by Danny on Apr 7th, 2009 at 11:29am
From googling around it seems like this might be the largest element on the diagonal of the inverse of the correlation matrix.  Is this correct?

Title: Re: profile likelihood inflation factor
Post by Sergei on Apr 13th, 2009 at 12:10pm
Dear Danny,

The input inflation factor can be thought of a way to inflate your 'prior'. The reason for doing this is that if your model parameters are tightly correlated, the confidence intervals obtained by profile likelihood will be too small. The inflation factors are not rigorously defined -- they depend on the model in question and other many parameters. You can try a variety of settings (e.g. from 1.0 to 10.0) and see how this affects your sampling estimates.

Cheers,
Sergei

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