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Topic: degrees of freedom
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Phillip Helbig---remove CLOTHES to reply

Posts: 33
Registered: 12/13/04
degrees of freedom
Posted: Jul 28, 2013 11:25 AM
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Suppose I calculate a likelihood as a function of M parameters from a
chi-square using the incomplete gamma function. I wish to plot
likelihood contours in 2 dimensions, i.e. "suppress" the other
parameters. Suppose M is 3. If I calculate 3-D contours and project
them onto the 2-D plot, then obviously M is 3. If I hold the third
parameter constant, then obviously M is 2. What about the case when,
for a given point in the 2-D plot, I take the maximum of the likelihood
from the set of values described by the third parameter? When I take
the average? For these 2 cases, would M be 2 or 3?

Obviously, one has to know M before calculating the likelihood.

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