fminserch does not converge for every variable

Hi,

I'm doing a longitudinal simulation study to check if my modeling approach could give the correct parameter estimate. To do this, I use fminsearch function to find the MLE.

The code is:
options = optimset('MaxFunEvals',100000,'MaxIter',100000,'TolFun',1.e-6,'TolX', 1.e-6);
[x0new,fval]=fminsearch(@loglike,x0,options,Y,t);

where X0 is a vector of 17 parameters' true values and t is the time points.

The problem is, for different generated data, either 14 parameter estimates could be correctly found whereas the other 3 (always the same 3) could not be, or the algorithm can not converge.

So could it because that my likelihood function is intrinsically too hard to be handled by simplex?

Thanks in advance!

yaoli
.