I tried to post this question two times, each time it seemed to fail, since "
An embedded and charset-unspecified text was scrubbed..." So I try it again: I fitted a mixture density of two gaussians two my data. I now want to caluclate the standard errors of the estimates via the boot.se command of the mixtools package. My question is now, if the output is correct? It seems a bit odd to me, so is this correct what I am doing and can I rely on the values? My data can be found at: http://s000.tinyupload.com/?file_id=09285782882980618119 my code: normalmix<-normalmixEM(dat,k=2,lambda=c(0.99024,(1-0.99024)),fast=FALSE,maxit=10000,epsilon=1e-16,maxrestarts=1000) normalmix$loglik normalmix$lambda se<-boot.se(normalmix,B=1000) se$lambda.se se$mu.se se$sigma.se final results: labmdahat=0.99024 mu1hat=-0.00115 mu2hat=0.040177 sigma1hat=0.01222 sigma2hat=0.00325 My problem is - and thats why I feel uncomfortable about relying on the values- that the ouput of boot.se(normalmix) varies quite strong. So without chanigng the code an drerun it (with the same normalmix, so normalmix is not rerun again) I get different esimates of the standard errors. I increased the default value for B from 100 to 1000. In the manual there is nothing said about any other randomness. So where does it com from? What should I do now? [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org 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.
