[R] MLE maximum number of parameters
Roger D. Peng
rdpeng at gmail.com
Mon Jun 19 15:03:09 CEST 2006
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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