Re: Negative objective functions
From: LSheiner <lewis@c255.ucsf.edu>
Subject: Re: Negative objective functions
Date: Fri, 30 Oct 1998 14:28:56 -0800
Right. As the ELS obj fn has been defined, the "scale" I mentioned in my note is indeed as Ken gives it. I was simply making the point that a likelihood (of which the ELS obj fn is an example) is equal to a probability only up to a proportionality constant which may be a function of the data (as for ELS: N is a data-determined quantity). Likelihoods are defined for ML estimation, and an extremum of a function does not change when the scale of the function changes.