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standard error very high in maximum liklihood fitting
2 messages · Abu Naser, Ben Bolker
Abu Naser <likhonnaser <at> hotmail.com> writes:
I have been trying to fit my data (only right censored) with gumbel distribution using fitdistrplus. I am getting very high standard error. I have been wondering why. The followings are the outputs: fit1=fitdistcens(dr0, "gumbel", start=list(a=99, b=0.6), optim.method= "L-BFGS-B", lower = 0.0, upper = Inf)
summary(fit1)
[snip]
estimate Std. Error a 97.8260371 3115.09 b 0.1115094 173.79 Loglikelihood: -9.749883e-10 AIC: 4 BIC: 21.21178
[snip] Impossible to say without a reproducible example. It seems very suspicious that your log-likelihood is almost exactly zero. Do you have a very small data set?