Displaying 3 results from an estimated 3 matches for "sigma2hat".
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sigma1hat
2013 Mar 31
0
Standard error of normalmixEM fit?
....99024,(1-0.99024)),fast=FALSE,maxit=10000,epsilon
= 1e-16,maxrestarts=1000)
normalmix$loglik
normalmix$lambda
se<-boot.se(normalmix,B=1000)
se$lambda.se
se$mu.se
se$sigma.se
final results:
lambdahat = 0.990238663
mu1hat= -0.00115
mu2hat= 0.040176949
sigma1hat= 0.012220305
sigma2hat= 0.003247102
My problem now is - and thats why I feel uncomfortable about relying on the
values - that the output of boot.se(normalmix) varies quite strong. So
without changing the code and rerun it (with the same normalmix, so
normalmix is not rerun again) I get different estimates of the stand...
2013 Apr 04
0
Std. error of normalmixEM with boot.se
....99024,(1-0.99024)),fast=FALSE,maxit=10000,epsilon
= 1e-16,maxrestarts=1000)
normalmix$loglik
normalmix$lambda
se<-boot.se(normalmix,B=1000)
se$lambda.se
se$mu.se
se$sigma.se
final results:
lambdahat = 0.990238663
mu1hat= -0.00115
mu2hat= 0.040176949
sigma1hat= 0.012220305
sigma2hat= 0.003247102
My problem now is - and thats why I feel uncomfortable about relying on the
values - that the output of boot.se(normalmix) varies quite strong. So
without changing the code and rerun it (with the same normalmix, so
normalmix is not rerun again) I get different estimates of the stand...
2013 Apr 04
0
Std. error normalmixEM using boot.se
...mix<-normalmixEM(dat,k=2,lambda=c(0.99024,(1-0.99024)),fast=FALSE,maxit=10000,epsilon=1e-16,maxrestarts=1000)
normalmix$loglik
normalmix$lambda
se<-boot.se(normalmix,B=1000)
se$lambda.se
se$mu.se
se$sigma.se
final results:
labmdahat=0.99024
mu1hat=-0.00115
mu2hat=0.040177
sigma1hat=0.01222
sigma2hat=0.00325
My problem is - and thats why I feel uncomfortable about relying on the
values- that the ouput of boot.se(normalmix) varies quite strong. So
without chanigng the code an drerun it (with the same normalmix, so
normalmix is not rerun again) I get different esimates of the standard
errors. I...