Oh Hi Arne, You may recall we visited with this before. I do not believe the problem is algorithm specific. The algorithms I use the most often are BFGS and BHHH (or maxBFGS and maxBHHH). For simple econometric models such as probit, Tobit, and evening sample selection models, old and new versions of R work equally well (I write my own programs and do not use ones from AER or sampleSekection). For more complicated models the newer R would converge with not-so-nice gradients while R-3.0.3 would still do nicely (good gradient). I use numerical graduent of course. I wonder whether numerical gradient routine were revised at the time of transition from R-3.0.3 to newer. Not knowing how different your versions of maxLik are between, I will try as I said I would, that is, use new version of maxLik from old R and vice versa, and see what happens.
Sent from my iPhone Beware: My autocorrect is crazy > On Oct 9, 2020, at 4:28 AM, Arne Henningsen <arne.henning...@gmail.com> wrote: > > Hi Steven > > Which optimisation algorithms in maxLik work better under R-3.0.3 than > under the current version of R? > > /Arne > >> On Thu, 8 Oct 2020 at 21:05, Steven Yen <st...@ntu.edu.tw> wrote: >> >> Hmm. You raised an interesting point. Actually I am not having problems with >> aod per se—-it is just a supporting package I need while using old R. The >> essential package I need, maxLik, simply works better under R-3.0.3, for >> reason I do not understand—specifically the numerical gradients of the >> likelihood function are not evaluated as accurately in newer versions of R >> in my experience, which is why I continue to use R-3.0.3. Because I use this >> older version of R, naturally I need to install other supporting packages >> such as aod and AER. >> Certainly, I will install the zip file of the older version of maxLik to the >> latest R and see what happens. Thank you. >> >> I will install the new maxLik in old R, and old maxLik in new R, and see >> what happens. >> >> Sent from my iPhone >> Beware: My autocorrect is crazy >> >>>> On Oct 9, 2020, at 2:17 AM, Richard M. Heiberger <r...@temple.edu> wrote: >>> >>> I wonder if you are perhaps trying to solve the wrong problem. >>> >>> If you like what the older version of the aod package does, but not >>> the current version, >>> then I think the solution is to propose an option to the aod >>> maintainer that would restore your >>> preferred algorithm into the current version, and then use the current R. >>> >>> A less good, but possibly workable, option is to compile the old >>> version of aod into the current R. ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
