-----Original Message----- From: r-sig-geo-bounces at stat.math.ethz.ch on behalf of Ole F. Christensen Sent: Fri 3/4/2005 3:53 PM To: Anders Malmberg Cc: R-sig-Geo at stat.math.ethz.ch Subject: Re: [R-sig-Geo] geoR Dear Anders * The maximum likelihood estimate of the partial sill parameter sigmasq can be expressed explictly as function of the other covariance parameters. Therefore parameter estimate for sigmasq is NOT found by numerical maximisation, and as consequence in likfit you cannot specify that that sigmasq should be within certain limits. * The parameter estimate for the relative nugget tausq.rel is found by numerical maximisation. Therefore you can specify that this parameter should be within certain limits. Best Ole ---------------- I understand that the range parameter phi is also a 'free parameter'. Am i correct? Another quick question: i haven't been able to obtain the estimation variance of the phi parameter estimate as i do for the beta estimate with likfitobject$beta.var. What is the necessary command? Cheers Ruben [snip Anders Malmberg's original question]
geoR
2 messages · Ruben Roa, Ole F. Christensen
1 day later
Yes, the ``range parameter'' phi is a free parameter. Calculation of variance of the estimate for phi is not implemented in function likfit. Instead you should use the proflik function to obtain the profile likelihood for this parameter. Ole
Ruben Roa wrote:
-----Original Message----- From: r-sig-geo-bounces at stat.math.ethz.ch on behalf of Ole F. Christensen Sent: Fri 3/4/2005 3:53 PM To: Anders Malmberg Cc: R-sig-Geo at stat.math.ethz.ch Subject: Re: [R-sig-Geo] geoR Dear Anders * The maximum likelihood estimate of the partial sill parameter sigmasq can be expressed explictly as function of the other covariance parameters. Therefore parameter estimate for sigmasq is NOT found by numerical maximisation, and as consequence in likfit you cannot specify that that sigmasq should be within certain limits. * The parameter estimate for the relative nugget tausq.rel is found by numerical maximisation. Therefore you can specify that this parameter should be within certain limits. Best Ole ---------------- I understand that the range parameter phi is also a 'free parameter'. Am i correct? Another quick question: i haven't been able to obtain the estimation variance of the phi parameter estimate as i do for the beta estimate with likfitobject$beta.var. What is the necessary command? Cheers Ruben [snip Anders Malmberg's original question]
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Ole F. Christensen BiRC - Bioinformatics Research Center University of Aarhus