Dear Members,

Attached is the SAS XPORT file that I have imported into R using following code

library(foreign)

mydata<-read.xport("C:\\ctf.xpt")

print(mydata)

I am trying to maximize logL in order to find Maximum Likelihood Estimate (MLE) of 5 parameters (alpha1, beta1, alpha2, beta2, p) using NLM function in R as follows.

# Defining Log likelihood – In the function it is noted as logL

> library(stats)

> loglike1<- function(x)

+ {

+ alpha1<-x[1]

+ beta1<-x[2]

+ alpha2<-x[3]

+ beta2<-x[4]

+ p<-x[5]

+ n<- mydata[3]

+ e<-mydata[4]

+ f1<- ((1+beta1/e)^(-n))*((1+e/beta1)^(-alpha1))*gamma(alpha1+n)/(gamma(n+1)*gamma(alpha1))

+ f2<- ((1+beta2/e)^(-n))*((1+e/beta2)^(-alpha2))*gamma(alpha2+n)/(gamma(n+1)*gamma(alpha2))

+ logL=sum(log(p*f1+(1-p)*f2))

+ logL<- -logL

+ }

# Supplying starting parameter values

> theta<-c(.2041,.0582, 1.4150, 1.8380,0.0969)

# Calculating MLE using NLM function

> result<- nlm(loglike1, theta, hessian=TRUE, print.level=1)

Now the problem is, this is not working as there is no improvement in final parameter estimate over starting values and NLM just stops just after 1 iteration with gradient value of all the 5 parameters as zero. I have tried other set of starting values, but then also I am getting final parameter estimates similar to starting values and iteration stops just after one step. When I check for warnings, R displays following kind of warnings:

• NA/Inf replaced by maximum positive value
• value out of range in 'gammafn'

Please suggest what I should do. I am expecting the final MLE of alpha1, alpha2, beta1 and beta2 greater than 0 and P should lie between 0 to 1.