Hi,
sure, maxNR uses 'iterlim' (or was it 'maxIter'?) where you can specify
the max # of iterations. The default was 100 iterations, AFAIK.
There was a bug in one of the previous versions which lead to infinite
loops of constrained maximization. Do you use constrained or
unconstrained?
and
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De : Arne Henningsen [mailto:arne.henning...@googlemail.com]
Envoyé : mardi 11 mai 2010 08:25
À : Achim Zeileis; RATIARISON Eric; r-help@r-project.org; Ott-Siim Toomet
Objet : Re: [R] Robust SE Heteroskedasticity-consistent estimation
On 11 May 2010 00:52, Achim Zeileis achim.zeil
Hi Mark,
why do you need that? If your task is to estimate how much your y changes
if x change, why not use simple OLS? (Well, right, you should be able to
use sampleSelection as well).
It shouldn't probably be hard to compute it -- it is just OLS marginal
effect + som kind of derivative of
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