"Matt J" wrote in message <j074at$6rd$1@newscl01ah.mathworks.com>...
> "lucie " <luciedeng@163.com> wrote in message <j070kp$oof$1@newscl01ah.mathworks.com>...
> >
> > So there is 30 parameter estimation for B, and one for sigma and lamda respectively.
> > I try to estimate the function using fminsearch, or fminunc but no results returned, I wonder if I used the right technique to solve this kind of problem?
> =====================
>
> FMINSEARCH probably isn't a good choice considering the large number of variables.
>
> Other than that, elaborate on "no results returned". For example, the following statement returns no results either, but that shouldn't be a surprise.
>
> >>exp(1:5);
Thanks, but what technique I can use to solve this kind of problem? I checked the Maximum Likelihood estimation(MLE), it only provides estimation on the parameters such as sigma, roh of a vector, but in the situation y=Xb+u, if the distribution of the disturbance 'u' is known, say in my case, normal half normal distribution, and I know its log likelihood function, what is the typical way to derive the estimation on the bs, as well as the other parameters say sigma and lamda, etc.
hope to hear from you soon,
Regards,
Lucie
