A newbie question: I'm trying to decide whether to run a maximum likelihood estimation in R or Stata and am wondering if the R mle routine is reasonably robust. I'm fairly certain that, with this data, in Stata I would get a lot of complaints about non-concave functions and unproductive steps attempted, but would eventually have a successful ML estimate. I believe that, with the 'unproductive step' at least, Stata gets around the problem by switching to some alternative estimation method in difficult cases. Does anyone know how robust mle is in R?
Thanks, Peter ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
