[R] using near-zero probabilities in optimization

Benedikt Gehr benedikt.gehr at ieu.uzh.ch
Tue Mar 9 16:21:56 CET 2010


Hi there

I am using mle2 for a multinomial likelihood optimization problem. My 
function works fine when I'm using simulated data, however my cell 
probabilities of the true data for the multinomial likelihood are 
sometimes very small (in some cases <0.00...) and the estimated point 
estimates fit the true vlaues quite poorly. Is there a way how to handle 
near zero probabilities in maximum likelihood optimization?

Thanks a lot for the help

best wishes

Benedikt



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