similar to: likelihood profiles for multiple parameters

Displaying 20 results from an estimated 1000 matches similar to: "likelihood profiles for multiple parameters"

2010 Feb 12
1
using mle2 for multinomial model optimization
Hi there I'm trying to find the mle fo a multinomial model ->*L(N,h,S?x)*. There is only *N* I want to estimate, which is used in the number of successes for the last cell probability. These successes are given by: p^(N-x1-x2-...xi) All the other parameters (i.e. h and S) I know from somewhere else. Here is what I've tried to do so far for a imaginary data set:
2010 Mar 09
1
using near-zero probabilities in optimization
Hi there I am using mle2 for a multinomial likelihood optimization problem. My function works fine when I'm using simulated data, however my cell probabilities of the true data for the multinomial likelihood are sometimes very small (in some cases <0.00...) and the estimated point estimates fit the true vlaues quite poorly. Is there a way how to handle near zero probabilities in
2009 Nov 04
1
compute maximum likelihood estimator for a multinomial function
Hi there I am trying to learn how to compute mle in R for a multinomial negative log likelihood function. I am using for this the book by B. Bolker "Ecological models and data in R", chapter 6: "Likelihood an all that". But he has no example for multinomial functions. What I did is the following: I first defined a function for the negative log likelihood:
2010 Jun 16
4
an alternative to R for nonlinear stat models
Hi I implemented the age-structure model in Gove et al (2002) in R, which is a nonlinear statistical model. However running the model in R was very slow. So Dave Fournier suggested to use the AD Model Builder Software package and helped me implement the model there. ADMB was incredibly fast in running the model: While running the model in R took 5-10 minutes, depending on the
2010 May 31
5
read in data file into R
Hi I'm trying to read a data file with output from another program (admb) into R for further analysis. However I'm not very successfull. The file extension for the data file is file.rep but it also doesn't help when I change it to file.txt I have two problems/questions: 1. The file is a single line of n values separated by a single space tab each. These values represent a time
2010 May 31
1
running admb from R using system()
Hi I'm trying to run an admb model from R by using the system () command. The admb model runs fine when running it from the admb command line or when using emacs. However when I try it with system() then R crashes every time. And I tried using the R command line and RGui and in both it crashes. I also tried it from different computers. What I do is I first set the directory where I keep
2012 Sep 27
3
problem with nls starting values
Hi I would like to fit a non-linear regression to the follwoing data: quantiles<-c(seq(.05,.95,0.05)) slopes<-c( 0.000000e+00, 1.622074e-04 , 3.103918e-03 , 2.169135e-03 , 9.585523e-04 ,1.412327e-03 , 4.288103e-05, -1.351171e-04 , 2.885810e-04 ,-4.574773e-04 , -2.368968e-03, -3.104634e-03, -5.833970e-03, -6.011945e-03, -7.737697e-03 , -8.203058e-03, -7.809603e-03, -6.623985e-03,
2012 Jul 11
0
declaring negative log likelihood of a distribution
Hi everyone! I already posted http://r.789695.n4.nabble.com/Declaring-a-density-function-with-for-loop-td4635699.html a question on finding density values of a new Binomial like distribution which has the following pmf: http://r.789695.n4.nabble.com/file/n4636134/kb.png Thank fully http://r.789695.n4.nabble.com/template/NamlServlet.jtp?macro=user_nodes&user=124474 Berend Hasselman and
2011 Oct 17
1
simultaneously maximizing two independent log likelihood functions using mle2
Hello, I have a log likelihood function that I was able to optimize using mle2. I have two years of the data used to fit the function and I would like to fit both years simultaneously to test if the model parameter estimates differ between years, using likelihood ratio tests and AIC. Can anyone give advice on how to do this? My likelihood functions are long so I'll use the tadpole
2010 Mar 24
0
optimize a joint lieklihood with mle2
Hi I'm trying to maximize a joint likelihood of 2 likelihoods (Likelihood 1 and Likelihood 2) in mle2, where the parameters I estimate in Likelihood 2 go into the likelihood 1. In Likelihood 1 I estimate the vector logN with length 37, and for the Likelihood 2 I measure a vector s of length 8. The values of s in Lieklihood 2 are used in the Likelihood 1. I have 2 questions: ##1 I manage
2012 Nov 11
1
maximum likelihood estimation in R
I want to find ML estimates of a model using mle2 in bbmle package. When I insert new parameters (for new covariates) in model the log-likelihood value does not change and the estimated value is exactly the initial value that I determined. What's the problem? This is the code and the result: As you see the estimated values for b2 , b3 and b4 are the initial values of them. The
2009 Feb 01
2
Extracting Coefficients and Such from mle2 Output
The mle2 function (bbmle library) gives an example something like the following in its help page. How do I access the coefficients, standard errors, etc in the summary of "a"? > x <- 0:10 > y <- c(26, 17, 13, 12, 20, 5, 9, 8, 5, 4, 8) > LL <- function(ymax=15, xhalf=6) + -sum(stats::dpois(y, lambda=ymax/(1+x/xhalf), log=TRUE)) > a <- mle2(LL,
2012 Sep 27
0
problems with mle2 convergence and with writing gradient function
Dear R help, I am trying solve an MLE convergence problem: I would like to estimate four parameters, p1, p2, mu1, mu2, which relate to the probabilities, P1, P2, P3, of a multinomial (trinomial) distribution. I am using the mle2() function and feeding it a time series dataset composed of four columns: time point, number of successes in category 1, number of successes in category 2, and
2009 May 23
0
dimnames does not match array extent
Dear R help-list, I am trying to calculate Monmoniers algorithm. I have 3 data sets: coordinates (coord), distance matrix (comdist) and geographical distance matrix (geodist). I consistently get the error " dimnames does not match array extent". However, when I use the function "structure" I get the following results: > str(coord) 'data.frame': 114 obs. of 3
2008 Sep 19
0
panel data analysis possible with mle2 (bbmle)?
Dear R community, I want to estimate coefficients in a (non-linear) system of equations using 'mle2' from the "bbmle" package. Right now the whole data is read in as just one long time series, when it's actually 9 cross sections with 30 observations each. I would like to be able to test and correct for autocorrelation but haven't found a way to do this in this package.
2011 Aug 29
1
Bayesian functions for mle2 object
Hi everybody, I'm interested in evaluating the effect of a continuous variable on the mean and/or the variance of my response variable. I have built functions expliciting these and used the 'mle2' function to estimate the coefficients, as follows: func.1 <- function(m=62.9, c0=8.84, c1=-1.6) { s <- c0+c1*(x) -sum(dnorm(y, mean=m, sd=s,log=T)) } m1 <- mle2(func.1,
2008 Sep 10
1
using function instead of formula in plm
Hi all, I am trying to use plm to estimate coefficients in a model consisting of a system of equations. So far I used mle2 from the package "bbmle", but now I need to test for autocorrelation and mle2 does not provide for the necessary tests. mle2 needs a function as input that might as well consist of many different equations. plm however requires an object of class formula that needs
2012 Jul 30
1
confusion over S3/S4 importing
Can anyone help me figure out the right way to import a method that is defined as S3 in one package and S4 in another? Specifically: profile() is defined as an S3 method in the stats package: function (fitted, ...) UseMethod("profile") <bytecode: 0xa4cd6e8> <environment: namespace:stats> In stats4 it is defined as an S4 method: stats4:::profile standardGeneric for
2008 Nov 19
1
mle2 simple question - sigma?
I'm trying to get started with maximum likelihood estimation with a simple regression equivalent out of Bolker (Ecological Models and Data in R, p302). With this code: #Basic example regression library(bbmle) RegData<-data.frame(c(0.3,0.9,0.6),c(1.7,1.1,1.5)) names(RegData)<-c("x", "y") linregfun = function(a,b,sigma) { Y.pred = a+b*x
2010 Feb 01
1
Help with multiple poisson regression with MLE2
Hi, I'm trying to make multiple poisson regressions with the MLE2 command. I have used the following expression, but I receive an error message: poisfit <- mle2(y ~ dpois(exp(b0 + b1*x1 + b2*x2)), start=list(b0=1, b1=1, b2=1), data=data1) Error in optim(par = c(1, 1, 1), fn = function (p) : non-finite initial value 'vmmin' I have changed initial values using coefficient values