[R] what does "rlm" do if it fails to converge within iteration limits?

[Berend Hasselman]

On 09-03-2012, at 20:00, Michael wrote:

> Hi all,
> 
> In using "rlm" I've got a bunch of warnings... "failed to converge in 20
> steps", etc.
> 
> My question is:
> 
> what are the results then after the failure?
> 

They haven't converged. So inaccurate. Maybe your model is badly formulated or ill conditioned.

> Will "rlm" automatically downgrade back to "lm" upon failure?
> 
Help says nothing about that so most likely no.

Why don't you try and raise maxit? Use maxit=40 in the call of rlm. And see what happens.

Berend