Re: [R] Help with maximum likelihood estimation

Bricks fly fine with sufficient thrust, but you have lff with a mu argument that never gets used, so the negative log-likelihood is constant and mle() cannot minimize it. You need to read up on the definition of (log-) likelihood and write a proper one for your problem. -pd > On 26 Jun 2019,

[R] Help with maximum likelihood estimation

I am analyzing animal movement pattern using levy flight pattern and want to fit power function to observed data and estimate exponent using Maximum Likelihood Estimation. I am using lff<-function(mu){1-1/mean(log(x))} library(stats4) mle(lff, start = list(mu = 1)) where x is the observed data.

Re: [R] help in maximum likelihood estimation

Le 28/03/2016 22:19, heba eldeeb via R-help a écrit : Dear AllI'm trying to find the maximum likelihood estimator of a certain distribution using nlm command but I receive an error as: non-finite value supplied by 'nlm' can't figure out what is wrong in my function Any help? Thank you in

[R] help in maximum likelihood estimation

Dear AllI'm trying to find the maximum likelihood estimator  of a certain distribution using nlm command but I receive an error as:  non-finite value supplied by 'nlm' can't figure out what is wrong in my function Any help? Thank you in advance [[alternative HTML version deleted]]

Re: [R] help in maximum likelihood

Standard error = sqrt(diag(solve(opt$hessian))) Ravi From: Alaa Sindi [mailto:alaasi...@icloud.com] Sent: Wednesday, March 02, 2016 3:22 PM To: Ravi Varadhan Cc: r-help@r-project.org Subject: Re: help in maximum likelihood Thank you very much prof. Ravi, That was very

Re: [R] help in maximum likelihood

Thank you very much prof. Ravi, That was very helpful. Is there a way to get the t and p value for the coefficients? Thanks Alaa > On Mar 2, 2016, at 10:05 AM, Ravi Varadhan wrote: > > There is nothing wrong with the optimization. It is a warning message. > However,

Re: [R] help in maximum likelihood

There is nothing wrong with the optimization. It is a warning message. However, this is a good example to show that one should not simply dismiss a warning before understanding what it means. The MLE parameters are also large, indicating that there is something funky about the model or the

Re: [R] help in maximum likelihood

It's useful to add "print.level=2" inside your call to find that there's essentially nothing wrong. Rvmmin doesn't give the msg and numDeriv gives a similar (BUT NOT EXACTLY THE SAME!) hessian estimate. It's almost always worthwhile turning on the diagnostic printing when doing optimization,

[R] help in maximum likelihood

Hi all, what is wrong with this code? I am trying to estimate the model parameters by maximizing the likelihood function and I am getting this warning Warning message: In nlm(fn, p = c(-50, 20), hessian = TRUE) : NA/Inf replaced by maximum positive value x <- c(1.6907, 1.7242, 1.7552,