[R] Optim

[Ravi Varadhan]

Let us first assume that you have enumerated all the local maxima, which is
by no means a trivial thing to assure.  How different are the likelihood
values?  If they are significantly different, then take the parameter
estimates corresponding to the largest likelihood.  If they are not
"significantly" different but the corresponding parameter estimates differ
widely, then you may have identifiability issues.  

Ravi.

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Ravi Varadhan, Ph.D.

Assistant Professor, The Center on Aging and Health

Division of Geriatric Medicine and Gerontology 

Johns Hopkins University

Ph: (410) 502-2619

Fax: (410) 614-9625

Email: rvaradhan at jhmi.edu

Webpage:  http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html

 

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-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Wassim Kamoum
Sent: Thursday, May 10, 2007 3:46 PM
To: r-help at stat.math.ethz.ch
Subject: [R] Optim

Hello, 
  I'm maximizing a likelihood function with the function "optim", but for
different intial parameters (in the input of the optim funtion) , I found
different value for the likelihood function and the parameters estimates,
the causes is that the algorithm has not found the global maximum for the
function but only a local maximum. What must I do to obtain the global
maximum for the likelihood function?
  Thanks

 		
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