Re: [R] Optim

From: Ravi Varadhan <rvaradhan_at_jhmi.edu>
Date: Thu, 10 May 2007 18:23:59 -0400

Let us first assume that you have enumerated all the local maxima, which is by no means a trivial thing to assure. How different are the likelihood values? If they are significantly different, then take the parameter estimates corresponding to the largest likelihood. If they are not "significantly" different but the corresponding parameter estimates differ widely, then you may have identifiability issues.

Ravi.



Ravi Varadhan, Ph.D.

Assistant Professor, The Center on Aging and Health

Division of Geriatric Medicine and Gerontology

Johns Hopkins University

Ph: (410) 502-2619

Fax: (410) 614-9625

Email: rvaradhan_at_jhmi.edu

Webpage: http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html  



-----Original Message-----
From: r-help-bounces_at_stat.math.ethz.ch
[mailto:r-help-bounces_at_stat.math.ethz.ch] On Behalf Of Wassim Kamoum Sent: Thursday, May 10, 2007 3:46 PM
To: r-help_at_stat.math.ethz.ch
Subject: [R] Optim

Hello,
  I'm maximizing a likelihood function with the function "optim", but for different intial parameters (in the input of the optim funtion) , I found different value for the likelihood function and the parameters estimates, the causes is that the algorithm has not found the global maximum for the function but only a local maximum. What must I do to obtain the global maximum for the likelihood function?
  Thanks                  


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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Thu 10 May 2007 - 22:35:38 GMT

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