Re: [R] maxNR in maxLik package never stops

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 yes

Re: [R] maxNR in maxLik package never stops

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 a

[R] maxNR in maxLik package never stops

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 respectiv