[R] Constrained non linear regression using ML
ggrothendieck at gmail.com
Wed Mar 17 15:23:12 CET 2010
For specific questions on the betareg package contact the maintainer.
If the likelihood based approaches are giving too much difficulty try
moving to a Bayesian framework (WinBUGS/R2WinBUGS, JAGS/r2jags, etc.)
On Wed, Mar 17, 2010 at 10:03 AM, Corrado <ct529 at york.ac.uk> wrote:
> Dear Arne, Gabor,
> I solved the problem with betareg (downloaded the package). I run it on my
> data, and unfortunately the constraint is definitively active, if I remove
> the active variables, I then remove the most significant variables!
> Of course the error is important, not the distribution of the variable.
> In this case, one of the assumptions is that the error may be distributed ~
> beta. I think that betareg makes this assumption, am I right?
> I am finding it difficult to solve two problems:
> 1) write the maximum likelihood function (what do you suggest?)
> 2) deal with the fact that a few factors actually have values of y (the
> response) at the extremes: that is 0 and 1. But that mean that the link
> function returns Infinite values in that case ....
> 3) the error is dependent on E(y).
> PS: Additional silly question: what is the discrete equivalent of beta?
> Arne Henningsen wrote:
>> On 17 March 2010 14:22, Gabor Grothendieck <ggrothendieck at gmail.com>
>>> Contact the maintainer regarding problems with the package. Not sure
>>> if this is acceptable but if you get it to run you could consider just
>>> dropping the variables from your model that correspond to active
>>> Also try the maxLik package. You will have to define the likelihood
>>> yourself but it does support constraints.
>> Yes. And specifying the likelihood function is probably (depending on
>> your distributional assumptions) not too complicated.
>> BTW: Even if your y follows a beta distribution, it does not mean that
>> your error term also follows a beta distribution. And it the
>> distribution of the error term which is crucial for specifying the
>> likelihood function.
> Corrado Topi
> PhD Researcher
> Global Climate Change and Biodiversity
> Area 18,Department of Biology
> University of York, York, YO10 5YW, UK
> Phone: + 44 (0) 1904 328645, E-mail: ct529 at york.ac.uk
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