[ADMB Users] "Hessian does not appear to be positive definite"

[dave fournier]

I think we should keep this on the list as these are issures whihc may
interest other users.  If the data are perfect then  the residuals are
amost zero and the estimate for the standard deviation is almost zero so
you get a

             0/0

situation. very unlikely that this will occur with real data.

If you are moving on to random effects you should first civilize the
model a bit.  In somethng like

    exp( a(1) + a(2)*v + a(3)*v^2 )

you should at least center v as in

          w = v -mean(v)

          mfexp( a(1) + a(2)*w + a(3)*w^2 )

The use of mfexp is to avoid overflow.

also you might fit a(1) first as in

       PARAMETER_SECTION

           init_number a1                    // fit in phase 1
           init_vector a(2,3,2)              .. fit in phase 2



     mfexp( a1 + a(2)*w + a(3)*w^2 )






Thanks guys. It runs well now with both methods you mentioned. I seems
like it is not good to have perfect data! I gonna try the random effect
module now...

Cheers,

Sylvain

2009/4/9 Mark Maunder <mmaunder at iattc.org>

    I see that Dave found that it was related to having no error in the
simulated data. I guess if you fixed the standard deviation (use a
negative phase) it might work without adding error.



    Mark



    From: Sylvain Bonhommeau [mailto:sylvain.bonhommeau at gmail.com]
    Sent: Thursday, April 09, 2009 8:39 AM
    To: Mark Maunder
    Subject: Re: [ADMB Users] "Hessian does not appear to be positive
definite"



    Hi Mark,

    Thanks for your answer.
    I simulated the data with R (code below). There is no error added to
data for now but that is the aim of today. I specified a pin file and
the initial conditions are not (but close to) the "known" parameters.

    Thanks,

    Sylvain


-- 
David A. Fournier
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