[R] [External] Re: unable to access index for repository...

Steven Yen @tyen @end|ng |rom ntu@edu@tw
Thu Oct 8 23:39:48 CEST 2020

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.henningsen using 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 <styen using 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 <rmh using 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.

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