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nsim
2011 Nov 16
0
Maximum likelihood for censored geometric distribution
...ses will follow a geometric with
parameter p, but censored at 10 stimulations. I hope to estimate p for
my two treatment groups (p1 and p2), and then see whether the treatment
affects p (i.e. whether p1 and p2 differ).
# A subsample of the data, where 11 represent no response to 10 stimulations
Nstim=c(1,1,1,1,1,1,2,2,3,4,5,6,8,11,11,11,11)
# create the geometric likelihood function
geometric.loglikelihood <- function(pi, y, n) {
loglikelihood <- n*log(pi)-n*log(1-pi)+log(1-pi)*sum(y)
return(loglikelihood)
}
# optimise the likelihood function
test<-optim(c(0.5),geometric.logl...