"Edward Sun" <[EMAIL PROTECTED]> writes: > Dear Sir, > > I am using R to estimate two parameters in Normal distribution. I > generated 100 normal distributed numbers, on which to estimate the > parameter. The syntax is: > > >fn<-function(x)-50*log((y)^2)+50*log(2*pi)-(1/2*(z^2))*(sum((x-y)^2)) > >out<-nlm(fn, x, hessian=TRUE) > > but it does not work. Could you please help me to compose the syntax > for the purpose that find maximum likelihood estimates of the > generated random numbers by direct maximization of the likelihood > function?
Apologies if this wasn't a homework question, but a) That is not the likelihood function. Try fn(0). What is the z doing in there? The log((y)^2) makes the whole thing vector valued, which you do not want. Get this right first and perhaps do a plot of the function values. b) Second argument to nlm is supposed to be a starting value for the parameter (e.g., 0.5), and you seem to be thinking differently. Also note that you are feeding the log-likelihood to a *minimizer*. -- O__ ---- Peter Dalgaard Blegdamsvej 3 c/ /'_ --- Dept. of Biostatistics 2200 Cph. N (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - ([EMAIL PROTECTED]) FAX: (+45) 35327907 ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
