[R-sig-ME] stuck with maximum likelihood problem

[Murray Jorgensen]

Have you considered doing the math needed to solve the score equation? 
You will need to solve a single nonlinear equation

        g(theta) = 0

If you cant do this analytically you should be able to transform it to 
the form

        theta = h(theta)

and then iterate on h or h-inverse from a suitable starting value to 
find a fixed point.

Murray Jorgensen

On 14/08/10 2:22 PM, Michael Larkin wrote:
> I know this is a mixed effect model email list and I apologize if I annoy
> anyone.  I figured since I was already a member of this list I could try my
> question here first.  Also, I have received VERY helpful responses from this
> list in the past and I am hoping to repeat this.
>
>
>
> Here is my situation in a simple description:
>
> I have an equation that has one parameter and 3 data variables.  I need to
> get R to determine the parameter value that maximizes the sum calculated
> from the equation.
>
>
>
> I know this is simple problem but my search into functions of R got me
> confused.  I think I should use the optim function but I also read about the
> trust function.  I found some very useful examples for the optim function
> but they related to specific distributions (i.e. normal, poisson)
>
>
>
> Any advice would be greatly appreciated.
>
>
>
> Mike
>
>
> 	[[alternative HTML version deleted]]
>
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-- 
Dr Murray Jorgensen      http://www.stats.waikato.ac.nz/Staff/maj.html
Department of Statistics, University of Waikato, Hamilton, New Zealand
Email: maj at waikato.ac.nz  majorgensen at ihug.co.nz        Fax 7 838 4155
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