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Re: Maximum likelihood and Mathematica

  • To: mathgroup at smc.vnet.net
  • Subject: [mg85312] Re: Maximum likelihood and Mathematica
  • From: snowrain <anne_xuetulip at hotmail.com>
  • Date: Tue, 5 Feb 2008 19:45:13 -0500 (EST)

The error info I got from estimating unconcerntrated loglikelihood function is as below: 
NMaximize::nrnum: The function value 377046.+157.08 \[ImaginaryI] is \
not a real number at {s11,s12,s13,s22,s23,s33,Subscript[b, \
11],Subscript[b, 111],Subscript[b, 112],Subscript[b, 113],<<18>>} = \
{0.304936,0.266141,0.365626,0.132704,0.870404,0.952376,-0.523097,0.\
275125,-0.797803,0.291049,<<18>>}. >>

How can now check where does the imaginary number come from? I was thinking to put the estimated parameter values back to the loglikelihood function. But Mathematica does not give me a complete list of of estimates for parameters (18 of them were not shown in the output as above). How to check then?
I have used options for NMaximize to check the procedures of estimation. Should I change AccuracyGoal and WorkingPrecision? I am not sure what changes these two options are gonna cause.    
thanks a lot !


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