On 06 Jan 2017, at 15:08 , Vanessa Romero <vanrom...@gmail.com> wrote:
> BHHH maximisation, 150 iterations > Return code 4: Iteration limit exceeded. > Log-likelihood: -66915.77 on 10 Df > > How can I calculate McFadden's adjusted R2 in R? Google gets you there soon enough (e.g., "mcfadden r2 in r tobit"). One of the hits point to a Stata FAQ, explaining why McF's R^2 is nonsensical for tobit models.... > How could I reduce iteration? Better starting values? In the absences of that, I think you want to _increase_ the limit, so that you are more sure that the procedure has converged. Also, a logSigma of -5.4 suggests that you are working with small numbers -- it sometimes helps to scale things by a factor of 100 or 1000. -pd -- Peter Dalgaard, Professor, Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Office: A 4.23 Email: pd....@cbs.dk Priv: pda...@gmail.com ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
