Tell me more ×
Cross Validated is a question and answer site for statisticians, data analysts, data miners and data visualization experts. It's 100% free, no registration required.

I want to find ML estimates of a model using mle2 in bbmle package. When I insert new parameters (for new covariates) in model the log-likelihood value does not change and the estimated value is exactly the initial value that I determined. What's the problem? This is the code and the result:

    library(GB2)
    library(bbmle)

    lgb1=function(a,b0,b2,b3,b4,p,q){
    xb=b0+b2*fsex1[,2]+b3*fvtype1[,2]+b4*fvuse1[,2]
    ll=sum(log(dgb2(loss1,a,exp(xb),p,q)))
    return(-ll)
    }

    start=list(a=3.1,b0=2.5,
    b2=.2,b3=1,b4=-.5,
    p=7.2,q=.3)

    mle2(lgb1,start)->fit1
    summary(fit1)
Maximum likelihood estimation

Call:
mle2(minuslogl = lgb1, start = start)

Coefficients:
      Estimate  Std. Error     z value     Pr(z)    
a   3.0747e+00  6.4741e-01  4.7492e+00 2.042e-06 ***
b0  2.5327e+00  4.6887e-01  5.4016e+00 6.605e-08 ***
b2  2.0000e-01  3.9686e-11  5.0396e+09 < 2.2e-16 ***
b3  1.0000e+00  7.6565e-12  1.3061e+11 < 2.2e-16 ***
b4 -5.0000e-01  1.5312e-11 -3.2653e+10 < 2.2e-16 ***
p   7.1281e+00  8.0269e+00  8.8800e-01    0.3745    
q   3.5098e-01  8.6902e-02  4.0388e+00 5.372e-05 ***
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 

-2 log L: 10137.56

As you see the estimated values for b2 , b3 and b4 are the initial values of them. The log-likelihood value did not change!

share|improve this question

Know someone who can answer? Share a link to this question via email, Google+, Twitter, or Facebook.

Your Answer

 
discard

By posting your answer, you agree to the privacy policy and terms of service.

Browse other questions tagged or ask your own question.