Hello,

I am trying to figure out how to plot the profile likelihood curve of a GLM
parameter with 95% pCI's on the same plot.  The example I have been trying
with is below.  The plots I am getting are not the likelihood curves that I
was expecting.  The y-axis of the plots is tau and I would like that axis
to be the likelihood so that I have a curve that maxes at the parameter
estimate.  I am not sure where I find those likelihood values?  I may just
be misinterpreting the theory behind this. Thanks for any help you can give.

Max

 clotting <- data.frame(
+     u = c(5,10,15,20,30,40,60,80,100),
+     lot1 = c(118,58,42,35,27,25,21,19,18),
+     lot2 = c(69,35,26,21,18,16,13,12,12))
glm(lot2 ~ log(u), data=clotting, family=Gamma)
prof<-profile(glm2)
plot(prof)

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