[R] How robust is mle in R?
peterm at andrew.cmu.edu
Sun Jul 13 16:55:04 CEST 2003
A newbie question: I'm trying to decide whether to run a maximum likelihood
estimation in R or Stata and am wondering if the R mle routine is reasonably
robust. I'm fairly certain that, with this data, in Stata I would get a lot
of complaints about non-concave functions and unproductive steps attempted,
but would eventually have a successful ML estimate. I believe that, with
the 'unproductive step' at least, Stata gets around the problem by switching
to some alternative estimation method in difficult cases. Does anyone know
how robust mle is in R?
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