1
$\begingroup$

I would like first to state that it is beyond my capability to identify whether this is a BFGS issue or a R package problem.

I've been doing some mixed logit regression using the R package "mlogit". In total I have 32 random parameters and one fixed parameter to be estimated. Correlations are allowed among random parameters. With BFGS method, the code stopped after 13 iteration. Judging from the Chi-square value, it is far from converge. With BHHH method, however, it usually converge (although very slowly). Is this a package problem? or is it BHHH method more appropriate than BFGS in my context?

I doubt if it is related to the step size, but it's only my doubt. The code and data I've used are here.

$\endgroup$
  • 4
    $\begingroup$ welcome to scicomp! it's always best to include more information with your question(problem details, BFGS/BHHH convergence plots, chi-square values, etc.), instead of asking people to download and read through a data file... $\endgroup$ – GoHokies Dec 20 '17 at 14:01

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.