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 Chiara Seghieri Dipartimento di Scienze Statistiche "G.Parenti" V.le Morgagni, 59 50134 Firenze, Italy tel.: +39 055 4237230 fax: +39 055 4223560
Problems with "optimize"
2 messages · Chiara Seghieri, Uwe Ligges
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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