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pam
2013 Mar 07
0
initial starting values with constOptim()
...t my
estimation program works fine.
What I have observed is that my estimation is quite sensitive to the
initial parameters. For example I have 11 parameters to estimate (let's
call the parameters as pam1..pam11) and their true value is:
pam1=0.2 pam2=0.3 pam3=0.4 pam4=0.7 pam5=0.55 pam6=0.45 pam7=0.1 pam8=0.01
pam9=0.01 pam10=45 pam11=45
In the contrtOptim() I am setting the starting parameters as:
start_param=FloatVector((pam1,pam2,pam3,pam4,pam5,pam6,pam7,pam8,pam9,pam10,pam,11))
where I set the starting values. I have observed that when I am using
different sets of starting values the...