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Re: Maximum likelihood and Mathematica

  • To: mathgroup at smc.vnet.net
  • Subject: [mg85324] Re: Maximum likelihood and Mathematica
  • From: Robert Dodier <robert.dodier at gmail.com>
  • Date: Wed, 6 Feb 2008 01:25:18 -0500 (EST)
  • References: <fo6hup$rdn$1@smc.vnet.net>

snowrain wrote:

> 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.

> When I estimate unconcentrated loglikelihood function, it shows error
> information that the loglikelihood is a complex number.

It's more or less impossible for someone else to tell what is going
on here. To resolve this problem, I think you really need to be more
specific. What is your model, what is your Mathematica input,
what are some typical data, etc.

If the model in question was invented by someone else and described
in papers or books, chances are good that someone else has already
written some code to find maximum likelihood estimates.
Look in the library of user-contributed functions of the statistical
system "R". See: http://www.r-project.org

HTH

Robert Dodier


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