Dear All: I tried to fit negative binomial distribution to data in terms of mean and mean is also a quadratic function of another variable. The likelihood function is: function (parameters, y1,x11) { p<-parameters[1] alpha1<-parameters[1] beta1<-parameters[2] delta1<-parameters[3] mu<-alpha1+beta1*(x11)+delta1*(x11^2) ifelse(y1>=0|x11>=0, L<- lgamma(y1+p)+p*(log(p)-log(mu+p))+y1*(log(mu)-log(mu+p)) -lfactorial(y1)-lgamma(p) ,Inf) L } I got outputs even it sounds a problem for delata. Actually, there is a mistake made for the parameters (p & alpha1) set up. If I correct them as: p<-parameters[1] alpha1<-parameters[2] beta1<-parameters[3] delta1<-parameters[4] Then error messga there: initial value in 'vmmin' is not finite In addition: There were 38 warnings (use warnings() to see them). Could you give some advice please? Thanks a lot! Xin Shi [[alternative HTML version deleted]]
Xin <jasonshi510 <at> hotmail.com> writes:> > Dear All: >> Then error messga there: initial value in 'vmmin' is not finite > In addition: There were 38 warnings (use warnings() to see them). > > Could you give some advice please? > > Thanks a lot! > > Xin Shi > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help <at> stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html > >A little more information (and an informative Subject: line) would help. A reproducible example (let us know how you're calling optim(), and ideally show your data or a subsample of it that produces the same problem --- see the posting guide). A few ideas: - the 'vmmin' error message says that your starting values are giving non-finite results -- this could be because some of your x and y values are negative (which in your could would lead to infinite values). Bottom line: try your objective function with your starting parameter values and see what happens - you could use dnbinom(...,log=TRUE) if you wanted - you may need to be careful with constraining alpha, beta, delta, as you could end up with negative means.