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2009 Jul 30
0
Constrained MLE of fixed mean Singh-Maddala distribution
...alues for initial guess of the parameters.
a_guess<-2
b_guess<-3
q_guess<-7
q_guess-1/a_guess
p0<-c(log(a_guess), log(b_guess), log(q_guess))
#Optimize to find minimum of the negative likelihood function
est_p_A<-optim(par=p0, fn=neg.LL_sinmad, y=y)
est_p_A$par
a_hat1<-exp(est_p_A$par[1])
b_hat1<-exp(est_p_A$par[2])
q_hat1<-exp(est_p_A$par[3])
q_hat1-1/a_hat1
est_p_B<-nlm(f=neg.LL_sinmad, p=c(est_p_A$par[1], est_p_A$par[2],
est_p_A$par[3]), print.level=1, y=y)
a_hat<-exp(est_p_A$par[1])
b_hat<-exp(est_p_A$par[2])
q_hat...
2009 Jul 31
0
MLE estimation of constrained mean Singh-Maddala distribution
...E))))
}
#Set values for initial guess of the parameters.
a_guess<-2
b_guess<-3
q_guess<-7
q_guess-1/a_guess
p0<-c(log(a_guess), log(b_guess), log(q_guess))
#Optimize to find minimum of the negative likelihood function
est_p_A<-optim(par=p0, fn=neg.LL_sinmad, y=y)
est_p_A$par
a_hat1<-exp(est_p_A$par[1])
b_hat1<-exp(est_p_A$par[2])
q_hat1<-exp(est_p_A$par[3])
q_hat1-1/a_hat1
est_p_B<-nlm(f=neg.LL_sinmad, p=c(est_p_A$par[1], est_p_A$par[2],
est_p_A$par[3]), print.level=1, y=y)
a_hat<-exp(est_p_A$par[1])
b_hat<-exp(est_p_A$par[2])
q_hat<-exp(est_p_A$par[3...