
I thought it was going to the r-list.







 

> Date: Wed, 13 Feb 2013 11:33:13 -0500
> From: bbolker@gmail.com
> To: likhonnaser@hotmail.com
> Subject: Re: [R] standard error very high in maximum liklihood fitting
> 
>   I can't respond to e-mails off-list.  Please follow up on r-help.
> 
>   cheers
>     Ben Bolker
> 
> On 13-02-13 09:46 AM, Abu Naser wrote:
> > Thank you Ben for responding my email. I tried with the small data set.
> > It was the same:
> > 
> > fit1=fitdistcens(dr8, "gumbel", start=list(a=170, b=1), optim.method=
> > "L-BFGS-B", lower = 0.0, upper = Inf)
> > 
> > estimate Std. Error
> > a 169.9770615  43631.070
> > b   0.4807869   2053.354
> > Loglikelihood:  -1.340523e-09   AIC:  4   BIC:  9.08659
> > Correlation matrix:
> >            a          b
> > a  1.0000000 -0.9574057
> > b -0.9574057  1.0000000
> > 
> > I think censoring causing the problem. The following was my data:
> > 
> >    left right
> > 1    NA   200
> > 2    NA   184
> > 3    NA   185
> > 4    NA   212
> > 5    NA   181
> > 6    NA   188
> > 7    NA   184
> > 8    NA   195
> > 9    NA   181
> > 10   NA   183
> > 11   NA   191
> > 12   NA   214
> > 13   NA   183
> > 14   NA   193
> > 15   NA   182
> > 16   NA   194
> > 17   NA   188
> > 18   NA   202
> > 19   NA   186
> > 20   NA   185
> > 21   NA   215
> > 22   NA   183
> > 23   NA   184
> > 24   NA   184
> > 25   NA   186
> > 26   NA   183
> > 27   NA   196
> > 28   NA   195
> > 29   NA   197
> > 30   NA   181
> > 31   NA   193
> > 32   NA   183
> > 33   NA   187
> > 34   NA   192
> > 35   NA   186
> > 36   NA   186
> > 37   NA   187
> > 38   NA   182
> > 39   NA   203
> > 40   NA   182
> > 41   NA   181
> > 42   NA   183
> > 43   NA   189
> > 44   NA   185
> > 45   NA   183
> > 46   NA   193
> > 47   NA   186
> > 48   NA   182
> > 49   NA   198
> > 50   NA   189
> > 51   NA   187
> > 52   NA   190
> > 53   NA   181
> > 54   NA   192
> > 55   NA   185
> > 56   NA   190
> > 57   NA   196
> > 58   NA   181
> > 59   NA   186
> > 60   NA   182
> > 61   NA   213
> > 62   NA   181
> > 63   NA   184
> > 64   NA   189
> > 65   NA   187
> > 66   NA   182
> > 67   NA   223
> > 68   NA   184
> > 69   NA   185
> > 70   NA   185
> > 71   NA   222
> > 72   NA   188
> > 73   NA   187
> > 74   NA   196
> > 75   NA   194
> > 76   NA   181
> > 77   NA   193
> > 78   NA   185
> > 79   NA   181
> > 80   NA   181
> > 81   NA   182
> > 82   NA   184
> > 83   NA   193
> > 84   NA   209
> > 85   NA   181
> > 86   NA   183
> > 87   NA   184
> > 88   NA   186
> > 89   NA   196
> > 90   NA   198
> > 91   NA   182
> > 92   NA   202
> > 93   NA   197
> > 94   NA   217
> > 
> >  
> > 
> > 
> >> To: r-help@stat.math.ethz.ch
> >> From: bbolker@gmail.com
> >> Date: Tue, 12 Feb 2013 16:13:27 +0000
> >> Subject: Re: [R] standard error very high in maximum liklihood fitting
> >>
> >> Abu Naser <likhonnaser <at> hotmail.com> writes:
> >>
> >> > I have been trying to fit my data (only right censored)
> >> > with gumbel distribution using fitdistrplus. I am
> >> > getting very high standard error. I have been wondering why.
> >> > The followings are the outputs:
> >> >
> >> > fit1=fitdistcens(dr0, "gumbel", start=list(a=99, b=0.6),
> >> > optim.method= "L-BFGS-B", lower = 0.0,
> >> > upper = Inf)
> >> > > summary(fit1)
> >>
> >> [snip]
> >>
> >> > estimate Std. Error
> >> > a 97.8260371 3115.09
> >> > b 0.1115094 173.79
> >> > Loglikelihood: -9.749883e-10 AIC: 4 BIC: 21.21178
> >>
> >> [snip]
> >>
> >> Impossible to say without a reproducible example. It seems
> >> very suspicious that your log-likelihood is almost exactly zero.
> >> Do you have a very small data set?
> >>
> >> ______________________________________________
> >> R-help@r-project.org mailing list
> >> https://stat.ethz.ch/mailman/listinfo/r-help
> >> PLEASE do read the posting guide
> > http://www.R-project.org/posting-guide.html
> >> and provide commented, minimal, self-contained, reproducible code.
> 
 		 	   		  
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