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02/02/08 12:33pm

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 !

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Author Date Posted
Maximum Likelihood and Mathematica snowrain 02/02/08 12:33pm
Re: Maximum Likelihood and Mathematica Stephen 11/06/08 10:55pm
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