[R] Finding MLE

[li li]

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), nobs = length(x0))
Error in validObject(.Object) :
  invalid class “mle” object: invalid object for slot "fullcoef" in class
"mle": got class "list", should be or extend class "numeric"
>
>






2014-11-02 14:57 GMT-05:00 Bert Gunter <gunter.berton at gene.com>:

> 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 2, 2014 at 10:36 AM, li li <hannah.hlx at gmail.com> wrote:
> > 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 "Error
> > in eval(expr, envir, enclos) : argument is missing, with no default".
> >   Could anyone familiar with this function give some suggetion? Thanks
> very
> > much!
> >      Hanna
> >
> >> 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, nobs = length(x0))
> >
> >         [[alternative HTML version deleted]]
> >
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>

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