[ADMB Users] Discrepancy between MLEs in the .std and .rep files
Anders Nielsen
anders at nielsensweb.org
Mon Mar 16 01:27:34 PDT 2009
Dear Russel,
I think that only Dave or Hans is able to tell you why exactly
this happens, but I noticed something slightly related at one
point, which is that the 'max gradient component' in the par
file did not match the one in the screen output. In that case
it helped if I used the -noinit flag when I ran the program.
Cheers,
Anders.
On Mon, 2009-03-16 at 19:48 +1300, r.millar at auckland.ac.nz wrote:
> Dear ADMB'ers,
>
> First, I'd like to give my thanks to the ADMB foundation team for making
> ADMB freeware. Also, I'm really appreciative to Jon Schnute for the
> PBSadmb package and the excellent installation instructions. I gave them
> to a grad student a few days ago, and he was able to get ADMB up and
> running without any further input from me (a first!).
>
> In fact, I've been enjoying ADMB-RE so much that I might have come across
> a little glitch. It is that the .std and .rep file will return slightly
> different values for the std error of a random effect vector. For example,
> in the orange tree example (obtained from ADMB webpages), I added a few
> lines to the REPORT section. The .std file looks like
>
> index name value std dev
> 1 beta 5.3157e-02 1.5658e+01
> 2 beta 1.9063e+00 3.5249e+01
> 3 beta -7.9269e+00 2.7080e+01
> 4 log_sigma 2.0596e+00 1.2910e-01
> 5 log_sigma_u 3.4561e+00 3.2412e-01
> 6 u -2.9564e+01 1.4740e+01
> 7 u 3.1730e+01 1.4742e+01
> 8 u -3.7196e+01 1.4759e+01
> 9 u 4.0227e+01 1.4768e+01
> 10 u -5.1974e+00 1.4700e+01
>
> and the .rep file produces (with my obvious addition of code)
>
> log_sigma = 2.05962
> log_sigma_u = 3.45462
> sigma = 7.84301
> sigma_u = 31.6463
>
> Note that log_sigma_u's are different between the two files. The
> difference is not much here, but it is clearly not round-off error. I had
> earlier been running a linear normal one-way RE model and the relative
> difference was much greater. I also had the MLE from R function lmer, and
> can say that unfortunately it is the .std file that is in error (as is the
> .cor file). Also, I've found that changing the bounds on the parameter
> specification (but keeping them inactive) of log_sigma_u altered its value
> in the .std file, but not the .rep file.
>
> Any ideas?
>
> Regards,
>
> Russell
>
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