help in maximum likelihood
It's useful to add "print.level=2" inside your call to find that there's essentially nothing wrong. Rvmmin doesn't give the msg and numDeriv gives a similar (BUT NOT EXACTLY THE SAME!) hessian estimate. It's almost always worthwhile turning on the diagnostic printing when doing optimization, even if you throw away the output pretty well right away, because it can often suggest whether the results are reasonable or rubbish. JN
On 16-03-01 03:09 PM, Alaa Sindi wrote:
Hi all,
what is wrong with this code? I am trying to estimate the model parameters by maximizing the likelihood function and I am getting this warning
Warning message:
In nlm(fn, p = c(-50, 20), hessian = TRUE) :
NA/Inf replaced by maximum positive value
x <- c(1.6907, 1.7242, 1.7552, 1.7842, 1.8113, 1.8369, 1.8610, 1.8839)
y <- c( 6, 13, 18, 28, 52, 53, 61, 60)
n <- c(59, 60, 62, 56, 63, 59, 62, 60)
fn <- function(p)
sum( - (y*(p[1]+p[2]*x) - n*log(1+exp(p[1]+p[2]*x))
+ log(choose(n, y)) ))
out <- nlm(fn, p = c(-50,20), hessian = TRUE)
Thanks
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