search for: shali623

Displaying 10 results from an estimated 10 matches for "shali623".

2012 Feb 01
3
Probit regression with limited parameter space
Dear R helpers, I need to estimate a probit model with box constraints placed on several of the model parameters. I have the following two questions: 1) How are the standard errors calclulated in glm (family=binomial(link="probit")? I ran a typical probit model using the glm probit link and the nlminb function with my own coding of the loglikehood, separately. As nlminb does not
2010 Sep 14
2
Can I monitor the iterative/convergence process while using Optim or MaxLik?
Hi R-helpers, Is it possible that I have the estimates from each step/iteration shown on the computer screen in order to monitor the process while I am using Optim or MaxLik? Thanks for your help. Maomao [[alternative HTML version deleted]]
2010 Oct 01
1
Place constrictions on parameters when using Optim and MaxLik
Hi R users, I am trying to restrct the range of two of the parameters in a maximization problem. Both parameters should be between -1 and 1. As far as I know, if I choose the estimation method ="L-BFGS-B" under Optim, I can restrict the parameter space. However, the "L-BFGS-B" always require finite values of the loglik function and cannot get around of the problem if an
2011 Mar 20
3
How to draw a map of Europe?
Hi R users, I need to draw a map of select European countries with country names shown on the map. Does anyone know how to do this in R? Also, is it possible to draw a historical map of European countries using R? Thanks a lot for your help. Maomao [[alternative HTML version deleted]]
2010 Jul 27
1
Can I create an European map using the map function in R
Hi, I am trying to create a spatial weight matrix based on the neighboring relationship among Europan countries. Can I use the map function in R to generate a European map and then use this map to build the w weight matrix? So far, I cannot create a map for Finland using the map function. Also, I am not very sure about the steps in importing external map data and use that information to
2010 Oct 25
1
if statement and truncated distribution
Hi R helpers, I am trying to use the if statement to generate a truncated random variable as follows: if (y[i]==0) { v[i] ~ rnorm(1,0,1) | (-inf ,0) } if (y[i]==1) { v[i] ~ rnorm(1,0,1) | (0, inf) } I guess I cannot use " | ( , ) " to restrict the range of a variable in R. Could you let me know how to write the code correctly in R? Many thanks for your help. Maomao [[alternative
2010 Jul 20
0
Maximum likelihood estimation in R
Dear R-helper, I am trying to do maximum likelihood estimation in R. I use the "optim" function. Since I have no prior information on the true values of the parameters, I just randomly select different sets of starting values to feed into the program. Each time, I get the following error message: Error in optim(theta0, lf, method = "BFGS", hessian = T, Y = Y, X = X, :
2010 Oct 15
1
Problem using BRugs
Hi R users, I am trying to call openbugs from R. And I got the following error message: ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ model is syntactically correct expected the collection operator c error pos 8 (error on line 1) variable ww is not defined in model or in data set [1] "C:\\DOCUME~1\\maomao\\LOCALS~1\\Temp\\RtmpqJk9R3/inits1.txt"
2010 Sep 04
3
How can I fixe convergence=1 in optim
Hi R users, I am using the optim funciton to maximize a log likelihood function. My code is as follows: p<-optim(c(-0.2392925,0.4653128,-0.8332286, 0.0657, -0.0031, -0.00245, 3.366, 0.5885, -0.00008, 0.0786,-0.00292,-0.00081, 3.266, -0.3632, -0.000049, 0.1856, 0.00394, -0.00193, -0.889, 0.5379, -0.000063, 0.213, 0.00338, -0.00026, -0.8912, -0.3023, -0.000056), f,
2010 Aug 25
3
What does this warning message (from optim function) mean?
Hi R users, I am trying to use the optim function to maximize a likelihood funciton, and I got the following warning messages. Could anyone explain to me what messege 31 means exactly? Is it a cause for concern? Since the value of convergence turns out to be zero, it means that the converging is successful, right? So can I assume that the parameter estimates generated thereafter are reliable MLE