search for: gausspar

Displaying 2 results from an estimated 2 matches for "gausspar".

2012 Jul 03
2
EM algorithm to find MLE of coeff in mixed effects model
...,sd=0.5),log(2:8)) #Xi=cbind(rep(1,7),1:7) y.m=matrix(NA,nrow=n,ncol=nrow(Xi)) #100*7, each row is a y_i Zi=Xi b.list=as.list(data.frame(t(b.m.true))) psi.old=matrix(c(0.5,0.4,0.4,0.5),2,2) #starting psi, beta and var, not exactly the same as the true value beta.old=c(-0.3,0.7) var.old=1.7 gausspar=gauss.quad(10,kind="hermite",alpha=0,beta=0) data.list.wob=list() for (i in 1:n) { data.list.wob[[i]]=list(Xi=Xi,yi=y.m[i,],Zi=Zi) } #compute true loglikelihood and initial loglikelihood truelog=0 for (i in 1:length(data.list.wob)) { truelog=truelog+loglike(data.list.wob[[i]],vvar,beta,...
2012 Jul 03
0
need help EM algorithm to find MLE of coeff in mixed effects model
...,sd=0.5),log(2:8)) #Xi=cbind(rep(1,7),1:7) y.m=matrix(NA,nrow=n,ncol=nrow(Xi)) #100*7, each row is a y_i Zi=Xi b.list=as.list(data.frame(t(b.m.true))) psi.old=matrix(c(0.5,0.4,0.4,0.5),2,2) #starting psi, beta and var, not exactly the same as the true value beta.old=c(-0.3,0.7) var.old=1.7 gausspar=gauss.quad(10,kind="hermite",alpha=0,beta=0) data.list.wob=list() for (i in 1:n) { data.list.wob[[i]]=list(Xi=Xi,yi=y.m[i,],Zi=Zi) } #compute true loglikelihood and initial loglikelihood truelog=0 for (i in 1:length(data.list.wob)) { truelog=truelog+loglike(data.list.wob[[i]],vvar,beta,...