Let "lik" be the likelihood of an invidual observation.
Doing some replication work, the other guy (using an
inferior package) encountered a problem with log(lik)
when lik is close to zero. Using S-Plus to replicate,
I had no such problem and so did not use the
following lines from the other guy's code:
b = lik < 0.1^(10) (a dummy variable)
lik = lik*(1-b) + b*0.1^(10)
L = log(lik)
Clearly this is not a good thing to do.
I ran the code on S-Plus both with and without
these lines, and got two radically different answers.
Question: does anyone know of a published
reference that disabuses people of this errant
practice or its cousin: replacing values that
are zero with a very small number?
Many thanks,
Bruce
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