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<p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";
color:#1F497D'><o:p> </o:p></span></p>
<p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";
color:#1F497D'><o:p> </o:p></span></p>
<p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";
color:#1F497D'>I think Dave probably means his trick where you assume that the
random effect is N(0,1) and when you use it you multiply it by the sd<o:p></o:p></span></p>
<p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";
color:#1F497D'><o:p> </o:p></span></p>
<p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";
color:#1F497D'>Pred=mu+y*sd<o:p></o:p></span></p>
<p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";
color:#1F497D'>g=</span>0.5*norm2(y)<span style='font-size:11.0pt;font-family:
"Calibri","sans-serif";color:#1F497D'><o:p></o:p></span></p>
<p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";
color:#1F497D'><o:p> </o:p></span></p>
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color:#1F497D'> </span><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";
color:#1F497D'><o:p></o:p></span></p>
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<p class=MsoNormal><b><span style='font-size:10.0pt;font-family:"Tahoma","sans-serif"'>From:</span></b><span
style='font-size:10.0pt;font-family:"Tahoma","sans-serif"'>
users-bounces@admb-project.org [mailto:users-bounces@admb-project.org] <b>On
Behalf Of </b>Ian Fiske<br>
<b>Sent:</b> Saturday, March 20, 2010 7:53 AM<br>
<b>To:</b> users@admb-project.org<br>
<b>Subject:</b> Re: [ADMB Users] non-convergence and "inner maxg = 0"<o:p></o:p></span></p>
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<p class=MsoNormal><o:p> </o:p></p>
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<p class=MsoNormal>but anyway I think the sign is wrong. I think it should
be <o:p></o:p></p>
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margin-left:4.8pt;margin-right:0in'>
<p class=MsoNormal>g = nroute*log_sigma_mu +
0.5*norm2(mu_r)/mfexp(2*log_sigma_mu); <o:p></o:p></p>
</blockquote>
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margin-left:4.8pt;margin-right:0in'>
<p class=MsoNormal>g += nobs*log_sigma_y+0.5*norm2(y -
Ey)/mfexp(2*log_sigma_y); <o:p></o:p></p>
</blockquote>
<p class=MsoNormal style='margin-bottom:12.0pt'><br>
Thanks, Dave! How embarrassing, given the emphasis on "ADMB does
minimization" throughout the docs.<o:p></o:p></p>
<p class=MsoNormal>Also it is better to handle the std dev parameterization
differently.<o:p></o:p></p>
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<p class=MsoNormal><o:p> </o:p></p>
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<p class=MsoNormal>Is it better to put std dev inside the norm like the
following?<o:p></o:p></p>
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<p class=MsoNormal> 0.5*norm2((y - Ey)/exp(log_sigma_y))<o:p></o:p></p>
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<p class=MsoNormal><o:p> </o:p></p>
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<p class=MsoNormal>Thanks,<o:p></o:p></p>
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<p class=MsoNormal>Ian<o:p></o:p></p>
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