minimum objective function

From: Lewis Sheiner <76135.526@compuserve.com> Subject: minimum objective function Date: Wed, 2 Dec 1998 16:38:25 -0500 I assume you mean that you have a model & data that are fixed, and that OF1 is the min OF when theta(2) is fixed to 0 but all other parameters are free; OF2 is the min OF when theta(1) is fixed to zero but all other parameters are free; and OF3 is the min OF when all parameters are free. If that is so, then indeed it must be the case that OF3 is less than either OF1 or OF2. If you think that this been violated, look carefully to be sure there is no abnormal termination, or that constrants on parameters have not also changed, or in the OF3 case, one of either theta(1) or theta(2) is going towards zero, and is bounded at zero, or some such situation that makes the model/data change from case to case other than just through fixing certain parameters. LBS.