Greetings,
I use maxNR function under maxLik package to find the REML estimates of the
parameters of variance components in heteroskedastic linear regression models.
I assume that in the model there is additive/multiplicative/mixed
heteroskedasticity and I need estimate the respective parameters of
additive/multiplicative/mixed variance components.
For my research purposes I make a batch of simulations and estimate for the
given design matrix but different (simulated) response vectors the variance
component parameters. However, it happens very frequently, usually after the
first simulation that the log-likelihood function maximization step (for which
maxNR is used) R "freezes". It appears nothing wrong with R, it is working but
the maximization never stops (frankly, I cannot say that it is really "never",
I did not allow it more time than one day). Therefore, my simulations crash - I
cannot even perform one simulation.
I see two possible solutions:
1. Using some additional parameters of maxNR (such as number of iterations or
something).
2. Using some function that could help me control the length of the
maximization step - if it were to take to long, it would be evaluated as an
unsuccessful simulation.
Since I do not have much experience with R, it is clear to me that I cannot
resolve the thing myself. Maybe there are other viable solutions.
I shall be much obliged for your help and advice.
Martin BoÄa
(Matej Bel University / Faculty of Natural Sciences / Banská Bystrica /
Slovakia).
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