(inline)
> On 7 Nov 2017, at 06:02 , Hugo André <karlhugoan...@gmail.com> wrote:
>
> So I am trying to use the mle command (from stats4 package) to estimate a
> number of parameters using data but it keeps throwing up this error message:
>
> Error in solve.default(oout$hessian) :
> Lapack routine dgesv: system is exactly singular: U[1,1] = 0
>
> This error sometimes indicates that the list of starting values is too far
> from optimum but this is unlikely since I picked values close to where the
> parameters usually end up. I have also tried switching these around a bit.
>
> Here is the code:
>
> xhat = c(statemw-(1-alpha)*rval)
> survivalf <- function(x) {(1-plnorm(statemw,mean=mu,sd=logalpha))}
>
> wagefn <- function(lam, eta, alpha, xhat, mu, logalpha) {
> n=nrow(cpsdata2)
> wagevec = matrix(nrow=n,ncol=1)
> for (i in 1:n) {
>
> if (cpsdata2[i,2] > 0){
> wagevec[i,] <-
> c(eta*lam*survivalf(statemw)*exp(-lam*survivalf(statemw)*cpsdata2[i,2,]))
> } else if (cpsdata2[i,1,]==statemw) {
> wagevec[i,] <-
> c(lam*(survivalf(statemw)-survivalf((statemw-(1-alpha)*xhat)/alpha))/(eta+lam*survivalf(statemw)))
> } else if (cpsdata2[i,1,]>statemw) {
> wagevec[i,] <-
> c(lam*plnorm((cpsdata2[i,1,]-(1-alpha)*xhat)/alpha,mean=mu,sd=logalpha)/(alpha*(eta+lam*survivalf(statemw))))
> }
> else {
> wagevec[i,] <- NA
> }
> }
> lnwagevec <- log(wagevec)
> -sum(lnwagevec>-200 & ln2wagevec<200, na.rm=TRUE)
> }
>
> fit <- mle(wagefn, start=listmat, method= "L-BFGS-B",lower=
> c(-Inf,0),upper=c(Inf,Inf)
>
>
> I know the likelihood function is a handful but it does return a reasonable
> looking vector of values. The "lnwagevec>-200" etc is an inelegant way of
> preventing values of Inf and -Inf from entering the sum, the actual values
> rarely go as high as 8 or low as -5.
>
If you're getting infinite likelihoods, something may be needing a rethink, but
first this:
I don't think
-sum(lnwagevec>-200 & ln2wagevec<200, na.rm=TRUE)
does what I think you think it does....
Presumably you wanted -sum(lnagevec[lnwagevec>-200 & ln2wagevec<200],
na.rm=TRUE)
-pd
> Thank you in advance to anyone responding!
> /Hugo
>
> [[alternative HTML version deleted]]
>
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--
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Office: A 4.23
Email: pd....@cbs.dk Priv: pda...@gmail.com
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