feglm Control ParametersSet and change parameters used for fitting feglm.
Note: feglm.control is deprecated and will be removed soon.
feglmControl(
dev.tol = 1e-08,
center.tol = 1e-08,
iter.max = 25L,
limit = 10L,
trace = FALSE,
drop.pc = TRUE,
keep.mx = TRUE,
conv.tol = NULL,
rho.tol = NULL,
pseudo.tol = NULL,
step.tol = NULL
)feglm.control(...)
The function feglmControl returns a named list of control
parameters.
tolerance level for the first stopping condition of the maximization routine. The
stopping condition is based on the relative change of the deviance in iteration \(r\)
and can be expressed as follows:
\(|dev_{r} - dev_{r - 1}| / (0.1 + |dev_{r}|) < tol\).
Default is 1.0e-08.
tolerance level for the stopping condition of the centering algorithm.
The stopping condition is based on the relative change of the centered variable similar to
felm. Default is 1.0e-08.
unsigned integer indicating the maximum number of iterations in the maximization
routine. Default is 25L.
unsigned integer indicating the maximum number of iterations of
theta.ml. Default is 10L.
logical indicating if output should be produced in each iteration. Default is FALSE.
logical indicating to drop observations that are perfectly classified/separated and hence
do not contribute to the log-likelihood. This option is useful to reduce the computational costs of
the maximization problem and improves the numerical stability of the algorithm. Note that dropping
perfectly separated observations does not affect the estimates. Default is TRUE.
logical indicating if the centered regressor matrix should be stored. The centered regressor
matrix is required for some covariance estimators, bias corrections, and average partial effects. This
option saves some computation time at the cost of memory. Default is TRUE.
deprecated; step-halving is now similar to glm.fit2.
deprecated; use center.tol instead.
deprecated; termination conditions is now similar to glm.
arguments passed to the deprecated function feglm.control.
feglm