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numerical_analysis
2011 Dec 15
2
fundamental guide to use of numerical optimizers?
I was in a presentation of optimizations fitted with both MPlus and
SAS yesterday. In a batch of 1000 bootstrap samples, between 300 and
400 of the estimations did not converge. The authors spoke as if this
were the ordinary cost of doing business, and pointed to some
publications in which the nonconvergence rate was as high or higher.
I just don't believe that's right, and if some