RE: Re: Initial estimates query

From: "Bachman, William" bachmanw@globomax.com Subject: RE: [NMusers] Re: Initial estimates query Date: Thu, October 16, 2003 11:26 am How dependent should a model be on the value of the initial estimates? ideally not at all! (however, that glib response does not reflect reality) You are putting too much importance in the objective function value. Also consider goodness of fit (your "realistic estimates"?) and the magnitude of the variance estimates. It is possible to have a higher objective function value for a run with "realistic estimates" than a run with "non-realistic estimates", particularly if NEITHER represents the global minimum. I would approach this conundrum by trying multiple sets of initial estimates to try to hone in on the global minimum. Depending on the nature of your data, it is possible to have a relatively "flat", featureless or just plain bizarre response surface that makes it more or less impossible to achieve a global minimum. At that point, take into consideration the intended use of your model and then, if allowable as determined by the model use, go with the "best" parameter estimates you obtained. If the use does not permit this "relaxed" approach, you are just out of luck. Do a new study, get better data. Bill