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2003 Jul 31
0
Trouble with optim
...91.05743 5.269290 3.26119 81.64733 2.506190
se NaN 138.88411 135.21737 6.749831 NaN NaN NaN
Warning message:
NaNs produced in: sqrt(diag(solve(mwb.test3$hessian)))
In an attempt to obtain se for the estimated parameters, I resorted
to the "L-BFGS-B" method:
> mixwb3.nl1 <- optim(p0, mwb3b.obj, wbmix.gr, method = "L-BFGS-B",
+ hessian = T,
+ lower = c(0, rep(0, 6)), upper = c(1, rep(Inf, 6)), x = x5)
> rbind(est = mixwb3.nl1$par, se = sqrt(diag(solve(mixwb3.nl1$hessian))))
p a b c...