-- begin inclusion --- I'm running a Tobit model but convergence can not be reached within 30 iterations. Is there anyway I can change the max number of iterations? Thanks. --- end inclusion --- "Tobit" is simply a linear model with censored data. You don't say how you are fitting this, but I'll assume you are using survreg fit <- survreg(Surv(time, status) ~ x1 + x2, dist='gaussian',..) with appropriate additional arguments to the Surv function if the data is left or interval censored. If survreg doesn't converge in 30 iterations it likely won't converge in 100 or more. The Newton-Raphson algoritm has gotton lost. Data sets with a very large fraction of censored observations can be numerically challenging. help(survreg.control) will tell you all the necessary details however. Over the years I have accumulated a few data sets that were very difficult maximizations for survreg, and led to further tuning of the underlying algorithm. Yours would be the first new one in a while; if you are willing to share it that would help me track down the issue. You likely will need to use specific starting estimates. If you are not using survreg, try it. Perhaps it is already robust enough for your data. Terry Therneau
number of iterations in a Tobit model
1 message · Terry Therneau