[ADMB Users] a difference in estimates between versions?
Saang-Yoon
shyunuw at gmail.com
Tue Oct 4 19:07:11 PDT 2011
For example, the difference in estimate of the standard error of a
parameter estimate is about in order of 10 (ten). I can name more
examples. The difference magnitude is NOT about decimal points. The
"64bit" ADMB is somewhat suspicious.
On Oct 4, 9:15 pm, Derek Seiple <dseipl... at gmail.com> wrote:
> What do you mean by "small but obvious" can you give an example?
>
> If by small you mean they are the same out to say 7 decimal places,
> this is to be somewhat expected. In moving from version 9 to version
> 10 several of the mathematical functions had to be changes for
> licensing reasons. Having slightly different algorithms could result
> in slightly different round off, and as Ian said a slightly different
> path through the likelihood surface. If that is the case then I'm not
> sure you could say one is more reliable than the other, per say.
>
> If they are big changes, then that might be worth looking into.
>
> Derek
>
>
>
>
>
> On Tue, Oct 4, 2011 at 7:24 PM, Saang-Yoon <shyu... at gmail.com> wrote:
> > Ian.
> > Thank you very much for your prompt response. It is always nice to
> > hear from acquaintace from a long distance. Getting back to the
> > inquiry topic, then which version is more reliable? The difference
> > is small but obvious. Especially the difference in estimates of
> > 'standard errors' are more obvious.
> > Saang-Yoon
>
> > On Oct 4, 7:09 pm, Ian Taylor <Ian.Tay... at NOAA.gov> wrote:
> >> Hi Saang-Yoon,
> >> It sounds from your email like you're changing versions AND changing
> >> from 32bit to 64bit. I've found that 32 and 64 provide very slightly
> >> different results, which I presume is due to small differences in the
> >> precision of the derivative calculations and thus a different path
> >> through the likelihood surface and a slightly different point when the
> >> convergence criterion gets met.
>
> >> You might try comparing 32 to 32 between versions or 32 to 64 within one
> >> version to check whether this is a factor in the change you've observed.
> >> -Ian
>
> >> On 10/04/2011 03:51 PM, Saang-Yoon wrote:
>
> >> > Hello, all.
>
> >> > I would like to report differences in estimates between the latest
> >> > version (admb-ide-452-1 (64bit)) and the previous version (admb-
> >> > ide-450-1). Today I found differences in estimates between versions
> >> > from my class where I used the latest version and the other folks all
> >> > used the previous version. Applying the same TPL and DAT files, my
> >> > results (e.g., STD file) are slightly but obviously different from the
> >> > others whose values are the same among them. In the two versions,
> >> > estimation were all successful including Hessian matrix elements.
>
> >> > I wonder about why. More importantly I wonder which version is
> >> > reliable.
>
> >> > If you are skeptical of our finding, then please apply a DAT file and
> >> > a TPL file that has a "non" linear model to the different versions, or
> >> > request me to send you the DAT and TPL files.
>
> >> > Thank you,
>
> >> > Saang-Yoon
> >> > _______________________________________________
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>
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