Hello, again.
Bug report:
1. Your densities can return negative values, 1 - exp(...) < 0.
Shouldn't those be 1 PLUS exp()?
P3 <- function(bx,b3,b,tt) {
P <- exp(bx*x+b3+b*(tt == 1))/(1+exp(bx*x+b3+b*(tt == 1)))
return(P)
}
And the same for P2 and P1?
2. Include 'a' and 'tt' as llfn parameters and call like the following.
llfn <- function(param, a, tt) {
[... etc ...]
return(-llfn)
}
start.par <- rep(0, 5)
est <- optim(start.par, llfn, gr=NULL, a=a, tt=tt)
est
$par
[1] 4.1776294 -0.9952026 -0.7667640 -0.1933693 0.7325221
$value
[1] 0
$counts
function gradient
44 NA
$convergence
[1] 0
$message
NULL
Note the optimum value of zero, est$value == 0
Rui Barradas
infinitehorizon wrote
>
> By the way, in my last post I forgot to return negative of llfn, hence the
> llfn will be as follows:
>
> llfn <- function(param) {
>
> bx <- param[1]
> b1 <- param[2]
> b2 <- param[3]
> b3 <- param[4]
> b <- param[5]
>
> lL1 <- log(L1(bx,b1,b2,b,tt))
> lL2 <- log(L2(bx,b1,b2,b3,b,tt))
> lL3 <- log(L3(bx,b1,b2,b3,b,tt))
>
> llfn <- (a==1)*lL1+(a==2)*lL2+(a==3)*lL3
> return(-llfn)
> }
>
> However, it does not fix the problem, I still receive the same error..
>
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