Specifies the method used for handling infinite estimates.
An int scalar indicating which method to use for handling infinite estimates.
The value of InfiniteEstimateMethod is interpreted as follows:
InfiniteEstimateMethod |
Method |
|---|---|
| 0 | Remove a right or left-censored observation from the log-likelihood whenever the probability of the observation exceeds 0.995. At convergence, use linear programming to check that all removed observations actually have an estimated linear response that is infinite. Set ExtendedLikelihoodObservations[i] for observation i to 2 if the linear response is infinite. If not all removed observations have infinite linear response, recompute the estimates based upon the observations with estimated linear response that is finite. This option is valid only for censoring codes 1 and 2. |
| 1 | Iterate without checking for infinite estimates. |
By default InfiniteEstimateMethod = 1.
| Exception Type | Condition |
|---|---|
| ArgumentException | is thrown when InfiniteEstimateMethod is less than 0 or greater than 1 |
CategoricalGenLinModel Class | Imsl.Stat Namespace