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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
ExampleMLE.m
Description: Text Data