Displaying 2 results from an estimated 2 matches for "llnorm".
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rlnorm
2012 Nov 15
1
hessian fails for box-constrained problems when close to boundary?
...unction in the unfeasible parameter space.
As a simple example (my problem is more complex though, simple param
transformations do not apply ashere), imagine estimating mu and sigma
(restricted to be >0) of a simple normally distributed data, where however
the true sigma is very close to zero:
LLNorm <- function(para, dat=rn) return(-sum(dnorm(dat, para[1], para[2],
log=TRUE)))
rn2 <- c(rep(10.3, 2000), 10.31)
>optim(c(10,1), fn=LLNorm, method="L-BFGS-B", lower=c(-Inf, 0.0000001),
dat=rn2,hessian=TRUE)
Error in optim(c(10, 1), fn = LLNorm, method = "L-BFGS-B", low...
2006 Jul 25
1
HELP with NLME
....
Sincerely,
Loki
#################################################################
SAS Code:
proc nlmixed data=repdat
parms b0 -3 b1 -.135 a0 3 a1 4 sigsq 0.25;
if vs.flag = 1 then do;
eta1 = b0 + b1*lnbldT;
llbin = anybc.cens.ind*eta1 - log(1+exp(eta1));
eta2 = a0 + a1*lnndsTs;
llnorm = -1/(2*sigsq)*(lnbldT - eta2)**2 - .5*log(sigsq);
ll = llbin + llnorm;
end;
else do;
eta2 = a0 + a1*lnndsTs;
eta1 = b0 + b1*eta2 + u;
llbin = anybc.cens.ind*eta1 - log(1+exp(eta1));
ll = llbin;
end;
sigma2 = sigmasq*b1**2 /*variance of random effect;
model anybc.cens....