% % Plot the likelihood contours and maximum likelihood value for the practically nonidentifiable % model in Example 2.5. % clear all close all % dt1 = 0.1; dt2 = 0.1; theta1 = 1:dt1:3; theta2 = 1:dt2:3; nt1 = length(theta1); nt2 = length(theta2); theta1_val = 2.0; theta2_val = 2.0; [Theta1,Theta2] = meshgrid(theta1,theta2'); %t = 0:1:10; eta = 1e-3; n = 11; %t = 1 - eta*(n-1)/2:eta:1 + eta*(n-1)/2; %t = -eta*(n-1)/2:eta:eta*(n-1)/2; %t = 1:eta:1+eta*(n-1); t = 0:eta:eta*(n-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 - (A*t(j) + ones(size(theta1'))*theta2)).^2; 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 % figure(1) c = gray; c = c(1:30,:); c = flipud(c); 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_ci