If indeed your error space is pitted with local minima then I suggest you
might try a method called 
bootstrap restarting to avoid these spurious local minimas. 

The paper was authored by Simon Wood and can be found here

http://www.stats.gla.ac.uk/~simon/simon/papers/bsfit.pdf





-----Original Message-----
From: Chiara Seghieri [mailto:[EMAIL PROTECTED]
Sent: 29 March 2004 10:27
To: [EMAIL PROTECTED]
Subject: [R] Problems with "optimize"


Dear All,

I'm trying to maximize a likelihood with respect one parameter using 
"optimize" on simulated data (without error component).
I've iterated the maximization procedure 1000 times and I should always 
obtain the same estimate of the parameter (equal to the simulated one) but, 
instead, i obtain different results (the likelihood function shouldn't be 
flat). Does anybody has experience with the optimize procedure?

Thanks in advance,

Chiara



Chiara Seghieri
Dipartimento di Scienze Statistiche "G.Parenti"
V.le Morgagni, 59
50134 Firenze, Italy
tel.: +39 055 4237230
fax: +39 055 4223560

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