Thanks a lot Spencer for your tips - I'll look into all of them.
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 ______________________________________________ Rfirstname.lastname@example.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.htmlReceived on Mon Jun 19 18:17:16 2006
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