Model Identification
Model Identification for a Parameter
m = Model
d = DataSimulator.simulate(m0)
for ( m : ModelGenerator.generate (m0) ) {
l = LHood ( d with model m )
list.add( l );
}
Valid ID
- Model has ID iff, l is different for every m
- MLE is viable if mle of repeated data d includes m0 within 6-sigma
Output
- m0
- Plot of MLE. Ave. mle & standard error. The particular plot to choose depends on the model parameter under investigation (and also the model simulator) can be decided at the job level.
Input
- Initial model m0
- Data simulator algorithm (dynamic)
- Model generator algorithm (specific to parameter) (dynamic)
- LHood algorithm (dynamic)