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Newton-Raphson maximisation - Initial value out of range [ Reply ]
By: Rachel Yeoh on 2022-01-25 13:29
[forum:49275]

echocardiogram.txt (6) downloads
Hi anyone can help with the code below. I cannot obtain the MLE estimate as it always shows the error "Initial value out of range".

data<- read.table("C:/Users/USER/Desktop/echocardiogram.txt", header=TRUE)
library(maxLik)
LLF <- function(para) {
t<-data$MONTHS
s_i<-data$CENSOR
x<-data$AGE
b0<-para[1]
b1<-para[2]
beta <- para[3]
z<-exp(-b0-b1*x)
m<-z*(1-exp(t^beta))
e<-s_i*(log(z*beta*t^(beta-1))+(t^beta)+m)+(1-s_i)*z
f<- sum(e)
return(f)
}
mle<- maxLik(LLF, start=c(b0=0.04,b1=0.2,beta=0.5))
summary(mle)
b0hat <- mle$estimate[1]
b1hat<- mle$estimate[2]
betahat <- mle$estimate[3]

I've attached the data to run.

Thanks to:
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