Michael
2012-Mar-09 19:00 UTC
[R] what does "rlm" do if it fails to converge within iteration limits?
Hi all, In using "rlm" I've got a bunch of warnings... "failed to converge in 20 steps", etc. My question is: what are the results then after the failure? Will "rlm" automatically downgrade back to "lm" upon failure? Thanks a lot! [[alternative HTML version deleted]]
Berend Hasselman
2012-Mar-09 19:21 UTC
[R] what does "rlm" do if it fails to converge within iteration limits?
On 09-03-2012, at 20:00, Michael wrote:> Hi all, > > In using "rlm" I've got a bunch of warnings... "failed to converge in 20 > steps", etc. > > My question is: > > what are the results then after the failure? >They haven't converged. So inaccurate. Maybe your model is badly formulated or ill conditioned.> Will "rlm" automatically downgrade back to "lm" upon failure? >Help says nothing about that so most likely no. Why don't you try and raise maxit? Use maxit=40 in the call of rlm. And see what happens. Berend