Displaying 1 result from an estimated 1 matches for "labmdahat".
2013 Apr 04
0
Std. error normalmixEM using boot.se
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my code:
normalmix<-normalmixEM(dat,k=2,lambda=c(0.99024,(1-0.99024)),fast=FALSE,maxit=10000,epsilon=1e-16,maxrestarts=1000)
normalmix$loglik
normalmix$lambda
se<-boot.se(normalmix,B=1000)
se$lambda.se
se$mu.se
se$sigma.se
final results:
labmdahat=0.99024
mu1hat=-0.00115
mu2hat=0.040177
sigma1hat=0.01222
sigma2hat=0.00325
My problem is - and thats why I feel uncomfortable about relying on the
values- that the ouput of boot.se(normalmix) varies quite strong. So
without chanigng the code an drerun it (with the same normalmix, so
normalmix is...