Dear Maram On 8 July 2015 at 17:52, Maram Salem <marammagdysa...@gmx.com> wrote: > Dear Arne, > > On a second thought, as per your mail "the warning messages occur each time, > when maxLik() tries to calculate > the logLik value for theta[1] <= 0, theta[1] + theta[2] <= 0, theta[3] <= 0 > or something similar." > > The component of the theta vector are all indeed strictly positive, and the > initial values I used are c(40,50,2). and this means that " theta[1] > 0, > theta[1] + theta[2] > 0, and theta[3] > 0 ". These initial values are the > parameter values that were used for generating the data (the C and T > vectors). That's why I don't know why the warnings occur in the first place > and why the estimates are far away from the initial values.a > Any suggestions?
- don't send your messages twice; - do what I suggested in my previous e-mail; - increase the number of observations; - check your log-likelihood function; - use an optimisation algorithm that does not use derivatives; - use numeric derivatives in the optimisation; - check your function for returning the derivatives of the log-likelihood function, e.g. with compareDerivatives(); - check the data generating process Best regards, Arne -- Arne Henningsen http://www.arne-henningsen.name ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
