[ADMB Users] all point estimates are reasonable although the objective function fails to be calculated

John Sibert sibert at hawaii.edu
Wed May 18 20:55:15 PDT 2011

You should be deeply suspicious.

Even though the point estimates look "reasonable" (agree with your 
preconceptions), you will never be able to do any rigorous statistical 
testing such as likelihood ratio tests against alternative hypotheses. 
Or even a simple AIC comparison.

Are you sure the std and cor files came from the same fit as the nan? 
Delete them and run the model again.

Where did the nan come from? Check for divide by zero.


On 05/18/2011 05:04 PM, Saang-Yoon wrote:
> Dear all.
> I have interesting results where although the ultimate objective
> function (i.e., negative loglikelihood) is nan (i.e., failure), all
> point estimates of parameters look very reasonable, and interestingly
> correlation and standard deviation outputs (i.e., xxx.cor, xxx.std)
> are also generated.    Under the circumstance (i.e., f = nan), are
> reliable those point estimates and their standard deviation
> estimates?    I am very interested in learning your ideas.
> Saang-Yoon
> _______________________________________________
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> Users at admb-project.org
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John Sibert
Emeritus Researcher, SOEST
University of Hawaii at Manoa

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