Fix RUV to zero in FOCE

Estimation
1

Hello. Is there a way to fix residue unexplained variability (sigma) to zero in FOCE?

2

It’s a parameter like any other so you can restrict it with the constantcoef keyword argument. However, restricting it to zero doesn’t really make sense for a statistical model and it would make the almost certainly make the optimization fail since the resulting likelihood would be infinite for almost all parameter values.

2 Likes
3

Hello Shli,

Instead of fixing your sigma to 0, you can try with a lower value. you can fix the value using the code below.

fit(Model, data, Param, Pumas.FOCE(), constantcoef=(σ_add =0.0001,))