R-help, I'm trying to estimate some parameters using the Maximum Likehood method. The model describes fish growth using a sigmoidal-type of curve:
fn_w <- function(params) { Winf <- params[1] k <- params[2] t0 <- params[3] b <- params[4] sigma <- params[5] what <- Winf * (1-exp(- k *(tt - t0)))^b logL <- -sum(dnorm(log(wobs),log(what),sqrt(sigma),TRUE)) return(logL) } tt <- 4:14 wobs <- c(1.545, 1.920, 2.321 ,2.591, 3.676, 4.425 ,5.028, 5.877, 6.990, 6.800 ,6.900) An then the optimization method: OPT <-optim(c(8, .1, 0, 3, 1), fn_w, method="L-BFGS-B" ,lower=c(0.0, 0.001, 0.001,0.001, 0.01), upper = rep(Inf, 5), hessian=TRUE, control=list(trace=1)) which gives: $par Winf k t0 b sigma [1] 24.27206813 0.04679844 0.00100000 1.61760492 0.01000000 $value [1] -11.69524 $counts function gradient 143 143 $convergence [1] 0 $message [1] "CONVERGENCE: REL_REDUCTION_OF_F <= FACTR*EPSMCH" $hessian [,1] [,2] [,3] [,4] [,5] [1,] 1.867150e+00 1.262763e+03 -7.857719 -5.153276e+01 -1.492850e-05 [2,] 1.262763e+03 8.608461e+05 -5512.469266 -3.562137e+04 9.693180e-05 [3,] -7.857719e+00 -5.512469e+03 41.670222 2.473167e+02 -5.356813e+01 [4,] -5.153276e+01 -3.562137e+04 247.316675 1.535086e+03 -1.464370e-03 [5,] -1.492850e-05 9.693180e-05 -53.568127 -1.464370e-03 1.730462e+04 after iteration number 80. >From the biological point of view Winf =24(hipothesized asimptotical maximum >weight) makes no sense while the b parameter is no nearly close to b=3 leading to a non-sigmoidal curve. However using the least-squares method provide with more sensible parameter estimates $par Winf k t0 b [1] 10.3827256 0.0344187 3.1751376 2.9657368 $value [1] 2.164403 $counts function gradient 48 48 $convergence [1] 0 $message [1] "CONVERGENCE: REL_REDUCTION_OF_F <= FACTR*EPSMCH" Is there anything wrong with my MLE function and parameters? I have tried with distinct initial parameters also. Can anyone give me a clue on this? Thanks in advance. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.