In many applications we need to fit flexible
parametric models to observed data. However, for some combinations
of model and data we obtain unstable parameter estimates because one
or more estimates are forced to their boundary. The concept of
embedded model provides a solution to this problem.
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Many of the embedded model techniques developed have been
implemented in the BurrliOZ
software package developed by CMIS Environmetrics.
For more information
Quanxi Shao
Ph: +61-(0)8-9333-6613 Fax: +61-(0)8-9333-6121
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Profile likelihood showing a numerically
unstable optimisation problem. |
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