Hi Martin! Which version of maxLik do you use? (You can figure this out, e.g. by typing 'help( package = "maxLik" )' at the R prompt.)
If you are not using version 0.8-0, please upgrade to the latest version. You can get more information on the optimization process by adding "print.level=4" as argument of maxLik() or maxNR(). You could send us also an example which allows us to replicate your problem. Best wishes, Arne On 29 August 2010 01:06, "Martin Boďa" <h...@azet.sk> wrote: > > > > > > > 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 Boďa > > (Matej Bel University / Faculty of Natural Sciences / Banská Bystrica / > Slovakia). > > > > > > [[alternative HTML version deleted]] > > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > > -- Arne Henningsen http://www.arne-henningsen.name ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
