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From: "Lizzy " <lizzy1230@gmail.com>
Newsgroups: comp.soft-sys.matlab
Subject: use fminsearch and fmincon to find MLE
Date: Fri, 14 Dec 2012 00:05:25 +0000 (UTC)
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Hi,
I'm trying to estimate coefficients and sigma in a MLE function. I guess sigma is around 9. But when I use fminsearch, the result is very different from when I use fmincon, constrainted sigma to be larger than 0.0000000001, even though I set the same initial value to sigma (set as 9). Can anyone please explain to me why it is like this?