[R] MLE maximum number of parameters

Roger D. Peng rdpeng at gmail.com
Mon Jun 19 15:03:09 CEST 2006


It really depends on how well-behaved your objective function is, but I've been 
able to fit a few models with 10--15 parameters.  But I felt like I was 
stretching the limit there.

-roger

Federico Calboli wrote:
> Hi All,
> 
> I would like to know, is there a *ballpark* figure for how many  
> parameters the minimisation routines can cope with?
> 
> I'm asking because I was asked if I knew.
> 
> Cheers,
> 
> Federico
> 
> --
> Federico C. F. Calboli
> Department of Epidemiology and Public Health
> Imperial College, St. Mary's Campus
> Norfolk Place, London W2 1PG
> 
> Tel +44 (0)20 75941602   Fax +44 (0)20 75943193
> 
> f.calboli [.a.t] imperial.ac.uk
> f.calboli [.a.t] gmail.com
> 
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-- 
Roger D. Peng  |  http://www.biostat.jhsph.edu/~rpeng/



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