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This question is a continuation of this one. By guesswork, I found out that $\vec{\theta}=(5.2,5.3,1.0)=$ $(A,B,C)$ was a good guess that made my model

$$y_i=A\sin\left(\frac{x_i}{B}\right)+C\epsilon_i,\tag1$$

fit the $(x_i,y_i)$ points pretty well. This should mean that if I compute the log-likelihood function $\ell(\vec{\theta})$ at the particular values of $\vec{\theta}$ that I guessed, I should come close to the maximum value. In my other question I obtained the likelihood function

$$L(A,B,C | x_i,y_i)= \prod_{i=1}^n \phi\left(\frac{y_i - A \sin(x_i/B)}{C}\right).\tag2$$

Since the standard normal density is $\phi(x)=\frac{1}{\sqrt{2\pi}}e^{-x^2/2}$ I have

$$ \begin{align} L(A,B,C | x_i,y_i) &= \frac{1}{(\sqrt{2\pi})^{23}}\prod_{i=1}^{23}\exp{\left(-\frac{1}{2}\left(\frac{y_i-A\sin\left(\frac{x_i}{B}\right)}{C}\right)^2\right)}\tag3\\ &=\frac{1}{(\sqrt{2\pi})^{23}}\exp\left(-\frac{1}{2C^2}\sum_{i=1}^{23}\left(y_i-A\sin\left(\frac{x_i}{B}\right)\right)^2\right)\tag4 \end{align} $$

Taking the logarithm yields the log-likelihood function $\ell$ to be \begin{align} \ell(A,B,C|x_i,y_i)&=\ln\left(\frac{1}{(\sqrt{2\pi})^{23}}\right)+\ln\left(\exp\left(-\frac{1}{2C^2}\sum_{i=1}^{23}\left(y_i-A\sin\left(\frac{x_i}{B}\right)\right)^2\right)\right)\tag5\\ &= \ln\left(\frac{1}{(\sqrt{2\pi})^{23}}\right)-\frac{1}{2C^{2}}\sum_{i=1}^{23}\left(y_i-A\sin\left(\frac{x_i}{B}\right)\right)^2.\tag6 \end{align}

I used R to compute $\ell(\hat{\theta})$ at $\hat{\theta}=(5.2,5.3,1.0)$ and found that the result was $\approx-43.42094$, however, computing the same function at $\hat{\theta}=(12,12,8)$ gave me $\approx -35.60867.$

This should not be since i should get very close to the maximum using the guessed values. This leads me to believe that I've calculated my log-likelihood function incorrectly, or my code is incorrect, or I've just misunderstood the entire assignment.

Can anyone help me finding out which it is?

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  • $\begingroup$ @Xi'an - Are you sure? In which step? I don't see why it should be $1/c^23$ $\endgroup$ – Parseval Dec 6 '18 at 10:50
  • $\begingroup$ @Xi'an - I've checked it for 3 hours since I saw your comment. I honestly don't see why $C$ should be raised tot the 23:d power anywhere :S I must be blind to something. $\endgroup$ – Parseval Dec 6 '18 at 15:39
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If$$y_i=A\sin\left(\frac{x_i}{B}\right)+C\epsilon_i,\tag1$$then the density of $y_i$ is$$\frac{1}{C}\varphi\left(\left\{y_i-A\sin\left(\frac{x_i}{B}\right)\right\}/C\right)$$

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  • $\begingroup$ So this means that the guy in the other thread got the density wrong? $\endgroup$ – Parseval Dec 6 '18 at 16:10

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