[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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