Re: [R] Maximum Likelihood Estimation in R

Thank you! Best Regards Henrik -- View this message in context: http://r.789695.n4.nabble.com/Maximum-Likelihood-Estimation-in-R-tp2018822p2022832.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list h

Re: [R] Maximum Likelihood Estimation in R

Abhishek: Thank you! Thomas: that worked out well, thank you again! I also tried to use lm, and as expected in this case, I almost got the same estimates of the parameters as in the MLE-case. Best Regards Henrik -- View this message in context: http://r.789695.n4.nabble.com/Maximum-L

Re: [R] Maximum Likelihood Estimation in R

that worked out well, thank you again! I also tried to use lm, and as expected in this case, I almost got the same estimates of the parameters as in the MLE-case. Best Regards Henrik -- View this message in context: http://r.789695.n4.nabble.com/Maximum-Likelihood-Estimation-in-R-tp201882

Re: [R] Maximum Likelihood Estimation in R

Thank you Thomas. (a) an embarrassing mistake by me. Of course it should be squared. Thank you for pointing that out. (b) Do you possibly have any suggestions on how to solve this issue? I presume that there is no reason in trying to create a lagged "vector" manually? Best Regards Henrik --

[R] Maximum Likelihood in R

Dear R-Help, my name is Henrik and I am currently trying to solve a Maximum Likelihood optimization problem in R. Below you can find the output from R, when I use the "BFGS" method: The problem is that the parameters that I get are very unreasonable, I would expect the absolute value of each p

[R] Maximum Likelihood Estimation in R

Dear R-Help, I also send the following post by e-mail to you, however I try to post it here aswell. My name is Henrik and I am currently trying to solve a Maximum Likelihood optimization problem in R. Below you can find the output from R, when I use the "BFGS" method: The problem is that the p