for help about MLE in R

"Edward Sun" <edwardweisun at hotmail.com> writes:

Dear Sir,

I am using R to estimate two parameters in Normal distribution. I
generated 100 normal distributed numbers, on which to estimate the
parameter. The syntax is:

fn<-function(x)-50*log((y)^2)+50*log(2*pi)-(1/2*(z^2))*(sum((x-y)^2))
out<-nlm(fn, x, hessian=TRUE)

but it does not work. Could you please help me to compose the syntax
for the purpose that find maximum likelihood estimates of the
generated random numbers by direct maximization of the likelihood
function?

Apologies if this wasn't a homework question, but

a) That is not the likelihood function. Try fn(0). What is the z doing
in there? The log((y)^2) makes the whole thing vector valued, which
you do not want. Get this right first and perhaps do a plot of the
function values.

b) Second argument to nlm is supposed to be a starting value for the
parameter (e.g., 0.5), and you seem to be thinking differently. Also
note that you are feeding the log-likelihood to a *minimizer*.

O__  ---- Peter Dalgaard             Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
 (*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)             FAX: (+45) 35327907