Bert Gunter
2023-Jan-10 17:42 UTC
[R] MLE Estimation of Gamma Distribution Parameters for data with 'zeros'
Is this homework? This list has a no-homework policy. -- Bert On Tue, Jan 10, 2023 at 8:13 AM Nyasha <kahuninyasha13296 at gmail.com> wrote:> > Please how can one go about this one? I don't know how to go about it. > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.
peter dalgaard
2023-Jan-19 11:49 UTC
[R] MLE Estimation of Gamma Distribution Parameters for data with 'zeros'
Not necessarily homework, Bert. There's a generic issue with MLE and rounded data, in that gamma densities may be 0 at the boundary but small numbers are represented as 0, making the log-likelihood -Inf. The cleanest way out is to switch to a discretized distribution in the likelihood, so that instead of log(dgamma(0,...)) you use log(pgamma(.005,..) - pgamma(0,...)) == pgamma(.005,..., log=TRUE). (For data rounded to nearest .01, that is). Cruder techniques would be to just add, like, .0025 to all the zeros. -pd> On 10 Jan 2023, at 18:42 , Bert Gunter <bgunter.4567 at gmail.com> wrote: > > Is this homework? This list has a no-homework policy. > > > -- Bert > > On Tue, Jan 10, 2023 at 8:13 AM Nyasha <kahuninyasha13296 at gmail.com> wrote: >> >> Please how can one go about this one? I don't know how to go about it. >> >> [[alternative HTML version deleted]] >> >> ______________________________________________ >> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.-- Peter Dalgaard, Professor, Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Office: A 4.23 Email: pd.mes at cbs.dk Priv: PDalgd at gmail.com