From: Peter Muhlberger <pmuhl830_at_gmail.com>

Date: Fri 14 Oct 2005 - 06:30:48 EST

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 Received on Fri Oct 14 06:37:02 2005

Date: Fri 14 Oct 2005 - 06:30:48 EST

Hi Spencer: Thanks for your interest! Also, the posting guide was helpful.

On 10/11/05 11:11 PM, "Spencer Graves" <spencer.graves@pdf.com> wrote:

> There may be a few problems where ML (or more generally Bayes) fails

*> to give sensible answers, but they are relatively rare.
**>
**> What is your likelihood? How many parameters are you trying to
**> estimate?
**>
**> Are you using constrained or unconstrained optimization? If
**> constrained, I suggest you remove the constraints by appropriate
**> transformation. When considering alternative transformations, I
**> consider (a) what makes physical sense, and (b) which transformation
**> produces a log likelihood that is more close to being parabolic.
**>
**> Hou are you calling "optim"? Have you tried all "SANN" as well as
**> "Nelder-Mead", "BFGS", and "CG"? If you are using constrained
**> optimization, I suggest you move the constraints to Inf by appropriate
**> transformation and use the other methods, as I just suggested.
**>
**> If you would still like more suggestions from this group, please
**> provide more detail -- but as tersely as possible. The posting guide
**> is, I believe, quite useful (www.R-project.org/posting-guide.html).
**>
**> spencer graves
*

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 Received on Fri Oct 14 06:37:02 2005

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