Dear Arne, Will do. Thanks for helping. Maram Sent from my iPhone
> On Jul 12, 2015, at 8:23 AM, Arne Henningsen <arne.henning...@gmail.com> > wrote: > > Dear Maram > >> On 8 July 2015 at 17:52, Maram Salem <marammagdysa...@gmx.com> wrote: >> Dear Arne, >> >> On a second thought, as per your mail "the warning messages occur each time, >> when maxLik() tries to calculate >> the logLik value for theta[1] <= 0, theta[1] + theta[2] <= 0, theta[3] <= 0 >> or something similar." >> >> The component of the theta vector are all indeed strictly positive, and the >> initial values I used are c(40,50,2). and this means that " theta[1] > 0, >> theta[1] + theta[2] > 0, and theta[3] > 0 ". These initial values are the >> parameter values that were used for generating the data (the C and T >> vectors). That's why I don't know why the warnings occur in the first place >> and why the estimates are far away from the initial values.a >> Any suggestions? > > - don't send your messages twice; > > - do what I suggested in my previous e-mail; > > - increase the number of observations; > > - check your log-likelihood function; > > - use an optimisation algorithm that does not use derivatives; > > - use numeric derivatives in the optimisation; > > - check your function for returning the derivatives of the > log-likelihood function, e.g. with compareDerivatives(); > > - check the data generating process > > Best regards, > Arne > > -- > Arne Henningsen > http://www.arne-henningsen.name ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
