similar to: problems with numerical optimisation

Hello R community, I have been using R's inbuilt maximum likelihood functions, for the different methods (NR, BFGS, etc). I have figured out how to use all of them except the maxBHHH function. This one is different from the others as it requires an observation level gradient. I am using the following syntax: maxBHHH(logLik,grad=nuGradient,finalHessian="BHHH",start=prm,iterlim=2)

Hello all, I have a problem estimating Random Effects model using censReg function. small part of code: UpC <- censReg(Power ~ Windspeed, left = -Inf, right = 2000,data=PData_In,method="BHHH",nGHQ = 4) Error in maxNRCompute(fn = logLikAttr, fnOrig = fn, gradOrig = grad, hessOrig = hess, : NA in the initial gradient ...then I tried to set starting values myself and here is

Have a look at ?optim. I don't think it has the BHHH algorithm as an option, though. =========================================== David Barron Jesus College University of Oxford -----Original Message----- From: r-help-bounces at stat.math.ethz.ch [mailto:r-help-bounces at stat.math.ethz.ch]On Behalf Of Harold Doran Sent: 10 July 2003 15:43 To: Fohr, Marc [AM]; R-help at stat.math.ethz.ch

Oh Hi Arne, You may recall we visited with this before. I do not believe the problem is algorithm specific. The algorithms I use the most often are BFGS and BHHH (or maxBFGS and maxBHHH). For simple econometric models such as probit, Tobit, and evening sample selection models, old and new versions of R work equally well (I write my own programs and do not use ones from AER or sampleSekection).

Dear R users, Could you tell me where a I find some references of BHHH algorithm ? I need write it in R. Thank you.

>>>>> Steven Yen >>>>> on Fri, 9 Oct 2020 05:39:48 +0800 writes: > Oh Hi Arne, You may recall we visited with this before. I > do not believe the problem is algorithm specific. The > algorithms I use the most often are BFGS and BHHH (or > maxBFGS and maxBHHH). For simple econometric models such > as probit, Tobit, and evening

Dear R users, I am new to R. I would like to find *maximum likelihood estimators for psi and alpha* based on the following *log likelihood function*, c is consumption data comprising 148 entries: fn<-function(c,psi,alpha) { s1<-sum(for(i in 1:n){(c[i]-(psi^(-1/alpha)*(lag(c[i],-1))))^2* (lag(c[i],-1)^((-2)*(alpha+1)) )}); s2<- sum(for(m in 1:n){log(lag(c[m],-1)^(((2)*alpha)+2))});

Hello, I am using syslinux to boot a Soekris net4801 into LRP/Lince 1.2 linux. Net4801 has no video card - it has only a serial port. During bootstrap syslinux writes the text file syslinux.dpy to the serial port but it breaks the line every 15th character. I tried syslinux versions 1.66 and 2.11 with same results. In the Archives from June 3, 2002 , there is a message on this subject

I am currently trying to find MLE of a function with four parameters. My codes run well but i don't get the results. I get the following message: BHHH maximisation Number of iterations: 0 Return code: 100 Initial value out of range. I don't know this is so because of the way i have written my loglikelihood or what. The loglikelihood LogLik<-function(param){ beta_1<-param[1]

Hello! I have dataset where one variable is 'multiresponse', like this: [1] "1 2" "1 2 3" "4" "1 4" "4 3" etc. 'responses' separated by space. observations in different 'rows' of data.frame. I can do strsplit(data$var,' ') and make a list, where multiple responses are elements of character vectors, like this: $

I am looking for a way to do multiresponse parameter estimation for a problem that is quite similar in form to the alpha-pinene example in Bates and Watts (1988), p. 147, where the model is a set of ODEs. I am specifically interested in obtaining the parameter covariance matrix, as well. Which package(s) in R would I use to do such a thing? Mark Schaffer Dept. of Chemical Engineering

Hi Steven Which optimisation algorithms in maxLik work better under R-3.0.3 than under the current version of R? /Arne On Thu, 8 Oct 2020 at 21:05, Steven Yen <styen at ntu.edu.tw> wrote: > > Hmm. You raised an interesting point. Actually I am not having problems with aod per se?-it is just a supporting package I need while using old R. The essential package I need, maxLik, simply

Hi there, I need to run a Tobit Fixed Effects in a panel data with 4500 units for 8 years. It is a huge data set, my dependent variable is left truncated at zero, the distribution is skewed and my panel is balanced. Any suggestions on how to do that in R? I tried stuff like survreg, censReg, and tobit but none of them were satisfactory. Thanks, *Felipe Nunes* CAPES/Fulbright Fellow PhD

Hello, i want to estimate a complex GARCH-model (see below). http://r.789695.n4.nabble.com/file/n4112396/GJR_Garch.png W stands for the Day of the Week Dummies. r stands for returns of stock market indices. I stands for the GJR-term. I need some help with three problems: 1.) implementation of the GJR-term in the variance equation 2.) compute robust covariance matrix

I'm trying to fit a model to solve a biological problem. There are multiple independent variables, and also there are multiple responses. Each response is a function of all the independent variables, plus a set of parameters. All the responses depend on the same variables and parameters - just the form of the function changes to define each seperate response. Any ideas how I can fit

I successfully used .Fortran to load and execute my fortran procedures under WinXP and 32 bit R. Alas, the same isn't true with my next Windows 7/64 machine, R 2.14.1 (64 bit) and the gnu gfortran (64) compiler (mingw64 v. 4.6.1). Though I'm able to compile the routines from the command line using gfortran '...', .Fortran('foo2') results in an error saying the Fortran

Hi, I'm using maxlik with functions specified (L, his gradient & hessian). Now I would like determine some robust standard errors of my estimators. So I 'm try to use vcovHC, or hccm or robcov for example but in use one of them with my result of maxlik, I've a the following error message : Erreur dans terms.default(object) : no terms component Is there some attributes

com32/modules/readconfig.c: This is a side effect of is_kernel_type() overwrite the current pointer in a loop context. Hence subsequent options aren't parsed ever. This is particularily visible, if you use timeout option, which wont work in the latest 3.40-pre7. Patch: --- com32/modules/readconfig.c /opensource/syslinux-3.40-pre7/com32/modules/readconfig.c#2 +++ com32/modules/readconfig.c

Hi, I've had a few problems with broadcasting an icecast2 playlist with peercast. The problem is that when getting the m3u file, the response isn't terminiated with a newline (\n or \r\n). peercast doesn't particularily like this. I've submitted a patch to peercast for this, but I wonder if icecast2 should add the \r\n to the end. Maybe there's some more buggy software around

Hi, we're trying to use the above combination with Win NT clients, but there doesn't appear to be communication about file locking going on as the mac users are able to corrupt samba's files, is there anything that needs to be turned on/off on samba to tell the netatalk daemons to stop doing nasty things? (or vice versa) Has anybody else had problems with this particularily under