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

Russell Millar r.millar at auckland.ac.nz
Tue Mar 17 17:35:54 PDT 2009

Dear ADMB'ers,

Please note that the error in the .std file can be of reasonable magnitude.
For example, for the estrone data in Chap 9 of Pawitan's book ("In all
likelihood") a one-way random effects ANOVA gives the between person
var comp as 1.395. The ADMB-RE estimate varies according to bounding,
but in one case it was 1.486 (see below). Note that the variance
component is a dependent variable since the init parameter is on the
log scale, so both the estimate and std dev of the var comp are affected.

Dave - what do you recommend to users? My experimenting suggests that
the error is "not-so-much" when the last parameter has no explicit
bounding (see below). I guess another approach would be to incorporate
an additional throw-away parameter (e.g., parameter v makes
contribution of pow(v,2) to objective function) that appears last
in the init parameter list - but this does seem very klugey.



True var comp (this is always reported correctly in .rep file)
Random effects:
 Groups   Name        Variance
 person   (Intercept) 1.39546

ADMB-RE estimates in .std file
 init_bounded_number log_sigma_b(-100,100,2) // log(person effect s.e)
    10   sigmab2      1.4860e+00 9.5351e-01

 init_bounded_number log_sigma_b(-5,5,2) // log(person effect s.e)
    10   sigmab2      1.3999e+00 8.9825e-01

 init_number log_sigma_b(2) // log(person effect s.e)
    10   sigmab2      1.3960e+00 8.9580e-01

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