Services & Resources / Wolfram Forums / MathGroup Archive
-----

MathGroup Archive 2008

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

Search the Archive

Maximum likelihood and Mathematica

  • To: mathgroup at smc.vnet.net
  • Subject: [mg85252] Maximum likelihood and Mathematica
  • From: snowrain <anne_xuetulip at hotmail.com>
  • Date: Mon, 4 Feb 2008 03:13:53 -0500 (EST)
  • Organization: The Math Forum

I am doing MLE with Mathematica. When I put the parameters estimated from concentrated loglikelihood function into the gradient, the value is not close to zero. The command I used was "NMaximize". Does it only look for local maximum ? 
When I estimate unconcentrated loglikelihood function, it shows error information that the loglikelihood is a complex number. There must be something wrong with the command that I am using since the concentrated and unconcentrated loglikehood functions should lead to the same estimate. 
I found there is a package "Global Optimization" by Mathematica. Do I have to purchase and use it to find global optimization? And, why do I have different answers from the two loglikelihood functions? How can I check the steps/process of how Mathematica estimates the parameters? Thanks a lot !


  • Prev by Date: Re: Accessing the contents of the clipboard
  • Next by Date: Re: Possible bug in ListAnimate[] or Manipulate[] v6.0
  • Previous by thread: Re: Fourier Series Expansions and it's Coefficients question revised
  • Next by thread: Re: Maximum likelihood and Mathematica