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mem
2009 Nov 03
1
Maximum Likelihood Estimation
...mloglik <- function (beta, Y, L, K) {
+ n <- length(Y)
+ sum ( (log(Y)- beta[1]-beta[2]*log(L)-beta[3]*log(K))^2)/2*beta[4]^2 + n/2*log(2*pi)+ n*log(beta[4])
+ }
Then I did estimates the parameters using nlm ( ) and optim ( ), but the estimates were very bad. I used these codes:
> mlem <- nlm (mloglik, c(1,1,1,1), Y=Y, L=L, K=K)
> mlem2 <- optim(c(1,1,1,1), mloglik, Y=Y, L=L, K=K, method="BFGS")
How I improve the estimates???? What's the best and more simple form for estimate a modelo using the maximum likelihood's method???
Best regards,...