Displaying 3 results from an estimated 3 matches for "log_likelihood".
2009 Jan 29
1
Re : standard error of logit parameters
..._________________
De : Bomee Park <bombom@stanford.edu>
À : r-help@r-project.org
Envoyé le : Jeudi, 29 Janvier 2009, 4h01mn 56s
Objet : [R] standard error of logit parameters
Hi everyone.
I am now estimating the parameters for a logit model, and trying to get the estimates by laximizing the log_likelihood.
The nlm function works nicely for maximizing the -(log_likelihood) and returns the parameter estimates that minimize the static, and the gradients also, but don't have any clue how I can get the standard error for the parameters.
Any help will be greatly appreciated.
Thanks.
________________...
2008 May 23
0
Est. Component Size with AIC/BIC under Gamma Distribution
...rying to model number of samples from
a given series. The series are modelled according
Gamma function.
In order to estimate the # samples, I use BIC/AIC
with MLE (computed from dgamma function).
Here is the code I have.
__BEGIN__
mlogl <- function( x_func, theta_func, samp) {
# computing log_likelihood
return( - sum(dgamma(samp, shape = x_func, scale=theta_func, log = TRUE)))
}
find_bic <- function(mll,smpl,k) {
bic <- (-2 * mll) + (k * log(length(smpl)))
bic
}
find_aic <- function(mll,smpl,k) {
aic <- (-2 * mll) + (k * 2)
aic
}
mlogl_process <- f...
2009 Jan 28
2
t.test in a loop
Hi All,
I've been having a little trouble with creating a loop that will run a a
series of t.tests for inspection,
Below is the code i've tried, and some checks i've looked at.
I've used the get(paste()) idea as i was told previously that the use of the
eval should try and be avoided.
I've run a single syntax to check that my systax is correct and works
without any problems