[ADMB Users] Discrepancy between MLEs in the .std and .rep files

H. Skaug hskaug at gmail.com
Mon Mar 16 01:41:23 PDT 2009


Russel and Anders,

I have not noticed this before, and unfortunately I can not tell why it
happens.

Hans

On Mon, Mar 16, 2009 at 9:27 AM, Anders Nielsen <anders at nielsensweb.org>wrote:

> 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
> >
> > _______________________________________________
> > Users mailing list
> > Users at admb-project.org
> > http://lists.admb-project.org/mailman/listinfo/users
>
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