Different Alpha & Beta Values Post-Calibration


Why is there a difference in the values of alphas and betas in the model after I calibrate?


Calibration finds the optimal values for a model's parameters.

As a result, the found values are dependent on the initial values, the tolerance setting, and the max number of iterations.

The key questions to ask of your found values are:

  • Do the new values give the desired model?
  • Is the model's fit (LLF/AIC, etc.) better or worse?


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