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2013 Feb 12
2
standard error very high in maximum liklihood fitting
Dear all, I have been trying to fit my data (only right censored) with gumbel distribution using fitdistrplus. I am getting very high standard error. I have been wondering why. The followings are the outputs: fit1=fitdistcens(dr0, "gumbel", start=list(a=99, b=0.6), optim.method= "L-BFGS-B", lower = 0.0, upper = Inf) > summary(fit1) FITTING OF THE DISTRIBUTION ' gumbel ' BY MAXIMUM LIKELIHOOD ON CENSORED DATA PARAMETERS estimate Std. Error a 97.8260371 3115.09 b 0.1115094 173....