[R] Problems with "optimize"

Uwe Ligges ligges at statistik.uni-dortmund.de
Mon Mar 29 12:02:39 CEST 2004


Chiara Seghieri wrote:

> Dear All,
> 
> I'm trying to maximize a likelihood with respect one parameter using 
> "optimize" on simulated data (without error component).
> I've iterated the maximization procedure 1000 times and I should always 
> obtain the same estimate of the parameter (equal to the simulated one) 
> but, instead, i obtain different results (the likelihood function 
> shouldn't be flat). Does anybody has experience with the optimize 
> procedure?
> 
> Thanks in advance,
> 
> Chiara

Maybe you are stuck in local minima?
You have to expect different results, if the data has been simulated 
each time you have optimized, BTW.
We cannot say anything concrete since we don't now how different your 
results are and we do not know anything about the real underlying problem.

Uwe Ligges




> 
> 
> Chiara Seghieri
> Dipartimento di Scienze Statistiche "G.Parenti"
> V.le Morgagni, 59
> 50134 Firenze, Italy
> tel.: +39 055 4237230
> fax: +39 055 4223560
> 
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