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STAT_BOOT  April 2008, Week 1

STAT_BOOT April 2008, Week 1

Subject:

Section5.7.R

From:

Chris Bilder <[log in to unmask]>

Reply-To:

Bootstrap course listserv <[log in to unmask]>

Date:

Thu, 3 Apr 2008 16:44:36 -0500

Content-Type:

text/plain

Parts/Attachments:

Parts/Attachments

text/plain (24 lines)

Bootstrap students,

In class today, I found a small problem in the code on the bottom of p. 5.45.  
The way that I was finding the starting values for the parameters was 
incorrect.  Below is the correct code for the find.est() function.  

 find.est<-function(data, maxiter = 10000) {
     kappa.mom<-mean(data)^2/var(data) 
     mu.mom<-mean(data)  
     par.gam<-c(kappa.mom, mu.mom) 
     save<-optim(par = log(par.gam), fn = gammaLoglik, data = data,
                 control=list(trace = 0, maxit = maxiter), method = "BFGS", 
                 hessian = FALSE)
     c(exp(save$par), save$convergence)
   }

Since the problem was only in the starting values, this has very little effect on 
the parameter estimates.  For example, mu_hat1 = 108.417124 for the first 
simulated data set from population #1 on p. 5.46.  Now, it is equal to 
108.417116.  

The program on the course website has been changed to reflect this change.  

Chris

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