Numerical optimization is sensitive to (at least) the method chosen, control/convergence specifications, and the parameterization of the function being optimized (all of this is well known). Defining what you mean by "reproduce" in a precise, operational way is therefore essential. You have not done so. For example, if it is the negative (ln)likelihood of a statistical model that is being minimized, if the model is overparametrized so that there are near identifiability issues,the confidence region for the parameters will essentially be a (possibly quite irregular)lower dimensional subspace (submanifold) of the full parameter space. Would you say that results "reproduce " if they fall within this confidence region, even though they may be quite different than the estimated minima? Issues with possibly multiple local minima also complicate matters.
Bottom line: Determining when you have"reproduced" results from complex modelling that rely on numerical optimization for model fitting can be difficult. Careful and parsimonious modelling is vital. Bert Gunter Genentech Nonclinical Statistics South San Francisco, CA 94404 650-467-7374 -----Original Message----- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Silvia Lucato Sent: Tuesday, April 10, 2007 7:32 AM To: r-help@stat.math.ethz.ch Subject: [R] nlm() and optim() Dear R-users, I have just joint the list and much appreciate any thoughts on 2 issues. Firstly, I want to reproduce some minimization results conducted in MATLAB. I have suceeded with nlm and optim-method CG. I have been told that I should get also with other optim methods. Actually, I found the same results when testing a very straightforward equation. However with a more complicated model it was not true. It is realy possible? Have I got it by chance in the simple case? Secondly, in order to check which optimization is more suitable for our study, I would like to have the value of the minimized parameters on each iteration to later plot a "likelihood surface". However, for both nlm and optim, I could only keep the last iteration results. Is there a way to store/record the minimized values for each iteration? Sorry if these questions are reocuring. I have been searching for hints but did not get too far and I am fairly new to R. Comments and examples are most welcome. Silvia Hadeler --------------------------------- [[alternative HTML version deleted]] ______________________________________________ R-help@stat.math.ethz.ch mailing list 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. ______________________________________________ R-help@stat.math.ethz.ch mailing list 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.