Mathematica 9 is now available
Services & Resources / Wolfram Forums
-----
 /
MathGroup Archive
2004
*January
*February
*March
*April
*May
*June
*July
*August
*September
*October
*November
*December
*Archive Index
*Ask about this page
*Print this page
*Give us feedback
*Sign up for the Wolfram Insider

MathGroup Archive 2004

[Date Index] [Thread Index] [Author Index]

Search the Archive

Obtaining standard errors using FindMinimum ???

  • To: mathgroup at smc.vnet.net
  • Subject: [mg47539] Obtaining standard errors using FindMinimum ???
  • From: Joshua.wimpey at colorado.edu (Joshua)
  • Date: Thu, 15 Apr 2004 03:40:44 -0400 (EDT)
  • Sender: owner-wri-mathgroup at wolfram.com

Is there a way that I can get Mathematica to report SEs or confidence
intervals for parameter(variable) estimates when using FindMinimum.

I am using FindMinimum to perform Maximum likelihood estimation by
entering the negative Log Likelihood function...

Here is the result I get

In[28]:=
FindMinimum[-LL3,{á,1},{g,1},{ì,1},MaxIterations\[Rule]300]

Out[28]=
{594.231,{á\[Rule]0.0776644,g\[Rule]3.70815,ì\[Rule]15.6019}}

Thanks


  • Prev by Date: Good policies for initialization?
  • Next by Date: Re: When Is Precision[ ] $MachinePrecision, And When Is It Not?
  • Previous by thread: Re: Good policies for initialization?
  • Next by thread: How to check if a file exists?