similar to: Help with multiple poisson regression with MLE2

Displaying 20 results from an estimated 1000 matches similar to: "Help with multiple poisson regression with MLE2"

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,
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,
2012 Jan 12
2
Function accepted by optim but not mle2 (?)
Dear Sir/ Madam, I'm having trouble de-bugging the following - which works perfectly well with optim or optimx - but not with mle2. I'd be really grateful if someone could show me what is wrong. Many thanks in advance. JSC: gompertz<- function (x,t=data) { a3<-x[1] b3<-x[2] shift<-data[1] h.t<-a3*exp(b3*(t-shift))
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 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:
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
2012 Apr 18
1
error estimating parameters with mle2
Hi all, When I try to estimate the functional response of the Rogers type I equation (for the mle2 you need the package bbmle): > RogersIbinom <- function(N0,attackR2_B,u_B) {attackR2_B+u_B*N0} > RogersI_B <- mle2(FR~dbinom(size=N0,prob=RogersIbinom(N0,attackR2_B,u_B)/N0),start=list(attackR2_B=4.5,u_B=0.16),method="Nelder-Mead",data=data5) I get following error message
2012 Apr 19
1
non-numeric argument in mle2
Hi all, I have some problems with the mle2 function > RogersIIbinom <- function(N0,attackR3_B,Th3_B) {N0-lambertW(attackR3_B*Th3_B*N0*exp(-attackR3_B*(24-Th3_B*N0)))/(attackR3_B*Th3_B)} > RogersII_B <- mle2(FR~dbinom(size=N0,prob=RogersIIbinom(N0,attackR3_B,Th3_B)/N0),start=list(attackR3_B=1.5,Th3_B=0.04),method="Nelder-Mead",data=dat) Error in dbinom(x, size, prob, log)
2012 Oct 05
2
problem with convergence in mle2/optim function
Hello 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
2008 Jul 23
1
mle2(): logarithm of negative pdfs
Hi, In order to use the mle2-function, one has to define the likelihood function itself. As we know, the likelihood function is a sum of the logarithm of probability density functions (pdf). I have implemented myself the pdfs that I am using. My problem is, that the pdfs values are negative and I cann't take the logarithm of them in the log-likelihood function. So how can one take the
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
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.
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
2008 Jul 21
1
Control parameter of the optim( ): parscale
Hi everybody, I am using the L-BFGS-B method of the mle2() function to estimate the values of 6 parameters. mle2 uses the methods implemented in optim. As I got it from the descriptions available online, one can use the parscale parameter to tell R somehow what the values of the estimated parameters should be . . . Could somebody please help me understand what one has to do actually with the
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
2009 Aug 31
2
interactions and stall or memory shortage
Hello, After putting together interaction code that worked for a single pair of interactions, when I try to evaluate two pairs of interactions( flowers*gopher, flowers*rockiness) my computer runs out of memory, and the larger desktop I use just doesn't go anywhere after about 20 minutes. Is it really that big a calculation? to start: mle2(minuslogl = Lily_sum$seedlings ~ dnbinom(mu = a,
2012 Apr 29
1
Specifying special poisson maximum likelihood
Hi everyone I am stuck on specifying my own maximum likelihood function for a special poisson model. My poisson model is as follow: O ~ Pois(b*N + b*RR*E) With O = observed cases b = constant (known) N = number of unexposed persons (known) E = number exposed persons (known) RR = relative risk (value is assumed under a scenario, e.g. RR=2.0) I used rpois to simulate the values of O for several
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:
2008 Oct 15
1
MLE Constraints
Dears, I'm trying to find the parameters (a,b, ... l) that optimize the function (Model) described below. 1) How can I set some constraints with MLE2 function? I want to set p1>0, p2>0, p3>0, p1>p3. 2) The code is giving the following warning. Warning: optimization did not converge (code 1) How can I solve this problem? Can someone help me? M <- 14 Y = c(0, 1, 0, 0, 0,