Hi Igors On 13 September 2011 13:27, Igors <igors.lahanc...@gmail.com> wrote: > Any success in finding possible solutions for my problem?
Somewhat. The calculation of the log-likelihood values is numerically much more robust/stable now. The log-likelihood contributions of some individuals became minus infinity in your model. This was caused by rounding errors as illustrated in the following simplified example: log( exp( a ) + exp( b ) ) If a and b become smaller than approximately -800, exp( a ) and exp( b ) are rounded to zero and the log of their sum (zero) is minus infinity. I have solved this problem by replacing the above calculation by log( exp( a - c ) + exp( b - c ) ) + c with c = max( a, b ) The source code of the improved censReg package is available on R-Forge [1]; R packages will be available on R-Forge [2] probably within one day. [1] https://r-forge.r-project.org/scm/?group_id=256 [2] https://r-forge.r-project.org/R/?group_id=256 Unfortunately, the calculation of the gradients is still not robust but I expect that I can solve this problem in a similar way as I used to solve the problem with the likelihood function itself. I will continue working on this. > I have tried to experiment with size of sample and I get really bad picture. > I can't get it work even if sample is ~ 1000 obs. And it is way less than I > would like to see working, taking into account my full sample size ~ 540 000 > obs. I hope that you have a very fast computer -- or a lot of time for waiting many days or even a few weeks. /Arne -- Arne Henningsen http://www.arne-henningsen.name ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
