We illustrate how to use JMP with the cord strength data found in
Statistical Analysis of Reliability Data.. (1991) M. J. Crowder, A. C. Kimber, R. L. Smith, and T. J. Sweeting. Chapman and Hall
Import into JMP the cord strength data:
(Instructions for importing a text file into JMP)
Before doing this tutorial make sure you have completed the following JMP tutorial:
Start with the last output of this tutorial, Select "Save SSE Grid Table" from the $ menu:
The following editable panel results:
By clicking on Go the value of SSE (which is the negative of the loglikelihood) is evaluated on an 11 by 11 grid. The minimum of this grid is obtained by subtracting 2.5 times the ApproximateStdError from the MLE of the parameter. Similarly, the maximum is obtained by adding 2.5 times the ApproximateStdError to the MLE of the parameter.
Below is the grid as a JMP data table:
We use the table to do a contour plot of SSE:
As we can see the minimum of SSE occurs at the values of the MLEs. We should always do this check with numerical optimization as one could have convergence to a local minimum.