Hi all,
I am trying to use the mle function in R to find the maximum likelihood
estimator. The ll function below is the negative of the log likelihood.
Suppose x0 is the observed values, I want to find the maximum likelihood
for a and b. After running the code below, I get the error message
You do not appear to provide initial values for a and b , i.e. the
start argument for mle.
Cheers,
Bert
Bert Gunter
Genentech Nonclinical Biostatistics
(650) 467-7374
Data is not information. Information is not knowledge. And knowledge
is certainly not wisdom.
Clifford Stoll
On Sun, Nov 2,
Thanks Bert for the reply. I still get a message when adding the start
argument.
n - 8
x0 - c(2,3)
ll- function(a,b,x=x0,size=n){
+
-sum(log(gamma((n-1)/2+a-1)/(gamma((n-1)/2)*gamma(a))*1/(2*b^a)*(x/2)^((n-1)/2-1)*(1/b+x/2)^(-((n-1)/2+a-1}
fit - mle(ll, start=list(a=3, b=1), nobs =
I think I made an error in my funciton. Now it works.
library(stats4)
n - 8
ll- function(a,b,x){
-sum(log(gamma((n-1)/2+a-1)/(gamma((n-1)/2)*gamma(a))*1/(2*b^a)*(x/2)^((n-1)/2-1)*(1/b+x/2)^(-((n-1)/2+a-1}
fit - mle(ll, start=list(a=3, b=1), fixed=list(x=c(2,3)))
2014-11-02 22:04
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