Re: [R] Finding MLE

I think I made an error in my funciton. Now it works. library(stats4) n <- 8 ll<- function(a,b,x){ -sum(log(gamma((n-1)/2+a-1)/(gamma((n-1)/2)*gamma(a))*1/(2*b^a)*(x/2)^((n-1)/2-1)*(1/b+x/2)^(-((n-1)/2+a-1} fit <- mle(ll, start=list(a=3, b=1), fixed=list(x=c(2,3))) 2014-11-02 22:04 GMT-0

Re: [R] Finding MLE

Thanks Bert for the reply. I still get a message when adding the start argument. > n <- 8 > x0 <- c(2,3) > > ll<- function(a,b,x=x0,size=n){ + -sum(log(gamma((n-1)/2+a-1)/(gamma((n-1)/2)*gamma(a))*1/(2*b^a)*(x/2)^((n-1)/2-1)*(1/b+x/2)^(-((n-1)/2+a-1} > > fit <- mle(ll, start=list(a=3, b=1),

Re: [R] Finding MLE

You do not appear to provide initial values for a and b , i.e. the "start" argument for mle. Cheers, Bert Bert Gunter Genentech Nonclinical Biostatistics (650) 467-7374 "Data is not information. Information is not knowledge. And knowledge is certainly not wisdom." Clifford Stoll On Sun, Nov

[R] Finding MLE

Hi all, I am trying to use the mle function in R to find the maximum likelihood estimator. The ll function below is the negative of the log likelihood. Suppose x0 is the observed values, I want to find the maximum likelihood for a and b. After running the code below, I get the error message "Erro