Hi all !
I've been trying to maximize a likelihood using optim( ) function, but it
seems that the function has several local maxima. I've tried in my algorithm
with different starting values and depending on them "optim" obtains
different results...
I use the "L-BFGS-B" method setting the lower values as 1e-06, because my
parameters must be strictly positive. Also tried a log() transformation to
ensure that my parameters are positive. Don't know if this is useful in this
case... (also with notLog and notExp functions of mgcv package)
the function nlminb( ) also have the same problems.
¿Is there any thing I'm not considering? I mean other methods instead of
"L-BFGS-B"?
How can I do to take a strategy to begin with "good" starting values?
Thanks in advance
Dae-Jin
PS: I'm trying to fit a mixed model with REML and several random effects, so
I maximize over several parameters...
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