Re: [R] MLE maximum number of parameters

From: Roger D. Peng <rdpeng_at_gmail.com>
Date: Mon 19 Jun 2006 - 23:03:09 EST

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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Received on Mon Jun 19 23:06:30 2006

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