Re: [R] Question concerning mle
Thanks a lot Spencer for your tips - I'll look into all of them. Rainer Spencer Graves wrote: It's difficult to say much at this level of generality, but I have four suggestions: 1. Have you tried creating a reasonable grid of starting values using expand.grid and then plotting the resulting likelihood surface? If you have more than 2 parameters, you may want to use 'lattice' graphics. This should tell you if the functions seems unimodal, convex, etc., in the region you covered and at the resolution of your grid. 2. Have you tried method=SANN = simulated annealing? I might try one pass with SANN, then refine the solution found by SANN using BFGS. 3. After you have a solution, you can then try profile likelihod. Unfortunately, my experience with profile.mle has been mixed. I actually made local copies of mle and profile.mle and found and fixed some of the deficiencies of each. I didn't test them enough to offer the results to the R Core Team, however. 4. Have you looked at Venables and Ripley (2002) Modern Applied Statistics with S, 4th ed. (Springer)? It's a great book for many things, including the use of expand.grid and 'optim'. hope this helps. Spencer Graves Rainer M Krug wrote: Hi I hope this is the right forum - if not, point me please to a better one. I am using R 2.3.0 on Linux, SuSE 10. I have a question concerning mle (method=BFGS). I have a few models which I am fitting to existing data points. I realised, that the likelihood is quite sensitive to the start values for one parameter. I am wondering: what is the best approach to identify the right initial values? Do I have to do it recursively, and if yes, how can I automate it? Or do I have to play with the system? I am quite confident that the resulting parameters are the optimal for my problem - but can I verify it? Thanks, Rainer -- Rainer M. Krug, Dipl. Phys. (Germany), MSc Conservation Biology (UCT) Department of Conservation Ecology and Entomology University of Stellenbosch Matieland 7602 South Africa __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] Question concerning mle
It's difficult to say much at this level of generality, but I have four suggestions: 1. Have you tried creating a reasonable grid of starting values using expand.grid and then plotting the resulting likelihood surface? If you have more than 2 parameters, you may want to use 'lattice' graphics. This should tell you if the functions seems unimodal, convex, etc., in the region you covered and at the resolution of your grid. 2. Have you tried method=SANN = simulated annealing? I might try one pass with SANN, then refine the solution found by SANN using BFGS. 3. After you have a solution, you can then try profile likelihod. Unfortunately, my experience with profile.mle has been mixed. I actually made local copies of mle and profile.mle and found and fixed some of the deficiencies of each. I didn't test them enough to offer the results to the R Core Team, however. 4. Have you looked at Venables and Ripley (2002) Modern Applied Statistics with S, 4th ed. (Springer)? It's a great book for many things, including the use of expand.grid and 'optim'. hope this helps. Spencer Graves Rainer M Krug wrote: Hi I hope this is the right forum - if not, point me please to a better one. I am using R 2.3.0 on Linux, SuSE 10. I have a question concerning mle (method=BFGS). I have a few models which I am fitting to existing data points. I realised, that the likelihood is quite sensitive to the start values for one parameter. I am wondering: what is the best approach to identify the right initial values? Do I have to do it recursively, and if yes, how can I automate it? Or do I have to play with the system? I am quite confident that the resulting parameters are the optimal for my problem - but can I verify it? Thanks, Rainer __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] Question concerning mle
Hi I hope this is the right forum - if not, point me please to a better one. I am using R 2.3.0 on Linux, SuSE 10. I have a question concerning mle (method=BFGS). I have a few models which I am fitting to existing data points. I realised, that the likelihood is quite sensitive to the start values for one parameter. I am wondering: what is the best approach to identify the right initial values? Do I have to do it recursively, and if yes, how can I automate it? Or do I have to play with the system? I am quite confident that the resulting parameters are the optimal for my problem - but can I verify it? Thanks, Rainer -- Rainer M. Krug, Dipl. Phys. (Germany), MSc Conservation Biology (UCT) Department of Conservation Ecology and Entomology University of Stellenbosch Matieland 7602 South Africa __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
