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Hey Matt, What's your log-likelihood function? I got the same error message, until I put the equation for the log-likelihood all on one line. (Something to do with rounding?) Best, Sana On 4/11/07, *Matt Chingos* <chingos at fas.harvard.edu <mailto:chingos at fas.harvard.edu> <mailto:chingos at fas.harvard.edu>> wrote: My optim() function appears to be getting most of the way before it quits with a "non-finite finite-difference value" error message. Any ideas? > res2 <- optim(par=c(rep(2,ncol(X)+1)), fn = negbin.ll , method = "BFGS", lower = -Inf, upper = Inf, + control = list(fnscale = -1, trace = 1, REPORT = 1), y = y, X = X, hessian=T) initial value 3825.883917 iter 2 value 3070.049345 iter 3 value 2257.365356 iter 4 value 1342.955268 iter 5 value 1136.816221 iter 6 value 928.124126 iter 7 value 606.046863 iter 8 value 603.483548 iter 9 value 602.867409 iter 10 value 599.973412 iter 11 value 593.069402 iter 12 value 590.469328 iter 13 value 580.699935 iter 14 value 571.674717 iter 15 value 570.774623 iter 16 value 547.129119 iter 17 value 545.433919 iter 18 value 540.568033 iter 19 value 539.096883 iter 20 value 536.156018 iter 21 value 534.616860 iter 22 value 532.889720 iter 23 value 530.834047 iter 24 value 530.333352 iter 25 value 529.790616 iter 26 value 529.180387 iter 27 value 529.037447 Error in optim(par = c(rep(2, ncol(X) + 1)), fn = negbin.ll, method = "BFGS", : non-finite finite-difference value [4] Justin Ryan Grimmer wrote: > Hey Maya, > > Looking at your start values, you have no. of indep variable 0's (which is > something like 7 0's in this example). Don't forget there is one extra > paramter, a disperion parameter that needs a starting value as well, so > try > > par=rep(0, (ncol(indep) + 1)) > > cheers! > Justin > > On Wed, 11 Apr 2007, Katy Backes Kozhimannil wrote: > >> Hi Maya, >> >> I got the same message when I started with zeros as start values for the >> parameters with the negative binomial, as that causes the denominatory of the >> likelihood to be zero. I was able to run mine with a starting value of 2 for >> all parameters. >> >> Hope this helps! >> >> Katy >> >> On 4/11/2007 1:16 PM, mastrangelo, paolo wrote: >> >>> in my understanding, vmmin complains when it has to compare infinite values. >>> So I think you either have a problem with your function or your zero starting >>> values. >>> that's all i can come up with! >>> >>> >>> >>> -----Original Message----- >>> From: gov2001-l-bounces at lists.fas.harvard.edu >>> <mailto:gov2001-l-bounces at lists.fas.harvard.edu> <mailto:gov2001-l-bounces at lists.fas.harvard.edu> on behalf of Maya Sen >>> Sent: Wed 4/11/2007 1:00 PM >>> To: gov2001-l at lists.fas.harvard.edu >>> <mailto:gov2001-l at lists.fas.harvard.edu> <mailto:gov2001-l at lists.fas.harvard.edu> >>> Subject: [gov2001-l] error message with optim >>> >>> Hi everyone, >>> >>> I'm struggling with the negative binomial from part 2. Basically, I have a >>> function, which I'm pretty sure is okay (or at least close to okay). When I >>> run optim using the following specs, however, I get the following error >>> message: >>> >>> >>> >>>> optim.negbin <- optim(par = rep(0, ncol(indep)), fn = negative.binary, >>>> >>>> >>> method = "BFGS", control = list(fnscale = -1, trace = 1, REPORT = 1), y = >>> pset7$groups, X = indep, hessian = TRUE) >>> Error in optim(par = rep(0, ncol(indep)), fn = negative.binary, method = >>> "BFGS", : >>> initial value in 'vmmin' is not finite >>> >>> I've tried several combinations and nothing seems to work. The same >>> configuration works when I run it using my poisson function in part #1. Is >>> this basically telling me that my function is wrong? >>> >>> thanks for any help in deciphering this error message, >>> Maya >>> >>> >>> >>> ------------------------------------------------------------------------ >>> >>> _______________________________________________ >>> gov2001-l mailing list >>> gov2001-l at lists.fas.harvard.edu >>> <mailto:gov2001-l at lists.fas.harvard.edu> <mailto:gov2001-l at lists.fas.harvard.edu> >>> http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l >>> >>> >> -- >> Katy Backes Kozhimannil, M.P.A. >> Ph.D. Program in Health Policy >> Resident Tutor, Adams House >> Harvard University >> >> 474 Adams Mail Center Cambridge, MA 02138 kbackes at fas.harvard.edu <mailto:kbackes at fas.harvard.edu> >> >> > _______________________________________________ > gov2001-l mailing list > gov2001-l at lists.fas.harvard.edu <mailto:gov2001-l at lists.fas.harvard.edu> <mailto:gov2001-l at lists.fas.harvard.edu> > http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l > _______________________________________________ gov2001-l mailing list gov2001-l at lists.fas.harvard.edu <mailto:gov2001-l at lists.fas.harvard.edu> http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l ------------------------------------------------------------------------ _______________________________________________ gov2001-l mailing list gov2001-l at lists.fas.harvard.edu <mailto:gov2001-l at lists.fas.harvard.edu> http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l