[ADMB Users] Problems estimating variance component(s)

[H. Skaug]

> As for the commented-out code:
> totL += -.5*norm2(u);
> e=tau*u;
> I found it a bit confusing as well, but this is how it is listed in the
> ADMB-RE .pdf manual that I downloaded.

Correct, the relative order of these 2 lines does not matter, but you
have used "e" above
in your code where it has not been assigned a value. This is the
reason why this formulation does not work for you.


> "nan", and never recovers).  Thus, my question persists.  Is there a way to
> control ADMB's evaluations of the random effects vectors such that I can
> limit its search for estimates of the "e" vector?

Not anything built in (there may be a random_effects_bounded_vector
floating around, but I do not think it works).

Some suggestons:
- find the range of tau values for which you model works, and restrict
yourself to this range. The range
  in itself provides some useful information about the problem.
- use mfexp() rather than exp(). This may help.
- Transform e via a logistic transformation to provide a bounded
random effect. This may not solve the problem,
  it may have undesired effects.

Im am not sure if any of these will get you somewhere.

Hans