% % Plot the likelihood contours for the identifiable parameters in Example 2.4. % clear all close all % dt1 = 0.1; dt2 = 0.1; theta1 = 0:dt1:4; theta2 = 0:dt2:4; nt1 = length(theta1); nt2 = length(theta2); theta1_val = 2.0; theta2_val = 2.0; [Theta1,Theta2] = meshgrid(theta1',theta2'); t = 0:0.1:1; nt = length(t); sigma = 0.1; sigma2 = sigma^2; ve = sigma*randn(1,nt); ss1 = zeros(size(Theta1)); for j = 1:nt y = ones(nt1,nt2)*(theta1_val*t(j) + theta2_val + ve(j)); ss1 = ss1 + (y - (Theta1*t(j) + Theta2)).^2; end likelihood = exp(-(1/2*sigma2)*ss1); maxval = max(max(likelihood)); [xval,yval] = find(likelihood==maxval); % % Plot contours % c = gray; % c = c(1:40,:); c = c(1:50,:); c = flipud(c); figure(1) contour(Theta1,Theta2,likelihood,15,'linewidth',2) colormap(c) axis('equal') hold on plot(theta1(yval),theta2(xval),'bx','linewidth',8) hold off set(gca,'Fontsize',[24]); xlabel('\theta_1') ylabel('\theta_2') print -depsc likelihood_a