Dear Spencer Graves,
Thank you for your comments and suggestions.
I knew that the true optimum values are about (0.69, 0.0, 0.0, -0.3, 0.3,
2.3, -3.0 ,-3.0). That's why I used these values as starting values.
Nonetheless, the last three estimates are so bad.
Regards,
Kathryn Lord
MORE GENERAL OPTIM ISSUES
I'm considering creating a package 'optimMLE' that would automate
some of this and package it with common 'methods' that would assume that
sum(fn(...)) was either a log(likelihood) or the negative of a
log(likelihood), etc. However, before I do, I need to
try to use method L-BFGS-B and give boudary condition to the parameters in
use so that the algorithm search is limited to a particular region as it
seems u have to many parameters.
On Fri, 4 Apr 2008 22:10:20 -0700 (PDT) kathie wrote:
Dear R users,
I used to OPTIM to
Dear R users,
I used to OPTIM to minimize the obj. function below. Even though I used
the true parameter values as initial values, the results are not very good.
How could I improve my results? Any suggestion will be greatly appreciated.
Regards,
Kathryn Lord
Dear Katheryn:
I'm confused by your claim that, Even though I used the true
parameter values as initial values, the results are not very good.
When I ran it, 'optim' quit with $value = -35835, substantially
less than fr2(theta0) = -0.3.
Could you please review your
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