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Re: poisson_rnd() excruciatingly slow


From: Michael Creel
Subject: Re: poisson_rnd() excruciatingly slow
Date: Thu, 07 Oct 2004 09:34:05 +0200
User-agent: KMail/1.7

On Thursday 07 October 2004 05:53, Paul Kienzle wrote:

> trust in this code.  Test showing that the resulting
> numbers are indeed Poisson would be appreciated.
>
>

The output of the attached .m file is this
***********************************************
Poisson MLE trial

MLE Estimation Results
BFGS convergence: Normal convergence

Average Log-L: -3.163318
Observations: 1000

         estimate     st. err      t-stat     p-value  
beta1       1.021       0.018      58.298       0.000
beta2       2.013       0.016     122.575       0.000
beta3       2.957       0.018     165.733       0.000

Information Criteria 
CAIC : 6350.3600      Avg. CAIC:   6.3504
 BIC : 6347.3600       Avg. BIC:   6.3474
 AIC : 6332.6368       Avg. AIC:   6.3326
***********************************************

Since the estimated coefficients are very close to the true coefficients 
(1,2,3) , it seems that the data is in fact distributed Poisson.

Michael

Attachment: ExampleMLE.m
Description: Text Data


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