[R-sig-Geo] geoR's Sigma-sq and Tau-sq
Ruben Roa
RRoa at fisheries.gov.fk
Fri Apr 29 18:55:53 CEST 2005
Hi:
By using
>likfitobject$info.minimisation.function
after fitting data using likfit one can see
that the hessian has 2 dimensions less than the
number of parameters reported in
>summary(likfitobject)
I already know that beta is computed from
the other parameters. The remaining
'missing' dimension must be because
the optimization routine actually estimates
the ratio between sigma-sq and tau-sq rather
than each one separately. So how does geoR
recover the values of sigma-sq and tau-sq reported
in the summary? I have tried multiplying the estimated
ratio and the total variance in the original data (transformed
with the mle of lambda) but that does not give
me the mles of sigma-sq and tau-sq reported in
summary.
Thanks for clarifications
Ruben
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