Hi everyone: my likelihood function involves the shape parameter of the skew-normal in addition to other parameters. I used both optim and nlm function to find the MLS's. However, every time that I use a different initial value for the shape parameter, I get a different estimate for it. No such problem with other parameters when I exclude the skew-normal shape parameter. Any advice in this regards will be greatly appreciated. Best, ________________________________ Keramat Nouri [[alternative HTML version deleted]]