Laurence, The easiest way to do this is to pass the second (or any other) argument directly to optim, but not as a parameter to be optimized over. A (hopefully) helpful example: # # define function (one parameter mu, 2 data vectors) fkt <- function(mu,x,y){min((y-x*mu)^2)} # create data x <- rnorm(20) y <- rnorm(20) # optimize wrt to parameter, pass x and y as data out <- optim(.5,fkt,x=x,y=y,method="BFGS",control=list (trace=T,REPORT=1)) $par [1] 0.444578 Hope this helps. Notice: Since x and y are passed optim recognizes that the optimization must be wrt mu (the missing argument for which no data is supplied). Jens From: gov2001-l-bounces at lists.fas.harvard.edu [mailto:gov2001-l-bounces at lists.fas.harvard.edu] On Behalf Of Laurence Tai Sent: Wednesday, March 05, 2008 5:41 PM To: gov2001-l at lists.fas.harvard.edu Subject: [gov2001-l] using optim for functions with multiple arguments I am curious to know what, if any, the syntax for optim is if I have a function with multiple arguments and I want to maximize over just the first argument. My previous attempts have resulted in program errors. Thanks, Laurence _______________________________________________ gov2001-l mailing list gov2001-l at lists.fas.harvard.edu http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l