[R] maximum likelihood estimation of 5 parameters

Ravi Varadhan rvaradhan at jhmi.edu
Fri Jan 5 17:42:59 CET 2007


Franco,
Is it possible that you have failed to provide the negative of loglikelihood
to "optim", since optim, by default, minimizes a function?  If you want to
do this withput redefining the log-likelihood, you should set fnscale= -1
(as hinted by Prof. Ripley).  This would turn the problem into a
maximization problem.  

If this doesn't work, you should provide more details (a reproducible code
with actual error message).

Ravi.

----------------------------------------------------------------------------
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Ravi Varadhan, Ph.D.

Assistant Professor, The Center on Aging and Health

Division of Geriatric Medicine and Gerontology 

Johns Hopkins University

Ph: (410) 502-2619

Fax: (410) 614-9625

Email: rvaradhan at jhmi.edu

Webpage:  http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html

 

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-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of francogrex
Sent: Friday, January 05, 2007 10:42 AM
To: r-help at stat.math.ethz.ch
Subject: Re: [R] maximum likelihood estimation of 5 parameters



Franco,
You can provide lower and upper bounds on the parameters if you use optim
with method="L-BFGS-B".
Hth, Ingmar

Thanks, but when I use L-BFGS-B it tells me that there is an  error in
optim(start, f, method = method, hessian = TRUE, ...) : L-BFGS-B needs
finite values of 'fn'

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