Hi, everyone I am trying to estimate 3 parameters for my survival function. It's very complicated. The negative loglikelihood function is:
l<- function(m1,m2,b) -sum( d*( log(m1) + log(m2) + log(1- exp(-(b + m2)*t)) ) + (m1/b - d)*log(m2 + b*exp(-(b + m2)*t) ) + m1*t - m1/b*log(b+m2) ) here d and t are given, "sum" means sum over these two vairables. the parameters are assumed small, m1, m2 in thousandth, m2 in millionth. I used the function "nlm" to estimate m1,m2,b. But the result is very bad. you can get more than 50 warnings, most of them are about "negative infinity"in log. And the results are initial value dependent, or you will get nothing when you choose some values. So I tried brutal force, i.e. evaluate the values of grid point. It works well. Also, you can get the correct answer of log(1e-12). My questions are: What is the precision of a variable in R? How to specify the constraint interval of parameters in nlm? I tried lower, upper, it doesn't work. any advice on MLE is appreciated. Thank you. Boshao ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
