关键词:统计技术;优化;陷阱
摘 要:Many statistical techniques involve optimization. The path from a set of data to a statisticalestimate often lies through a patch of code whose purpose is to find the minimum (ormaximum) of a function. Likelihood-based methods (such as structural equation modeling, orlogistic regression) and least squares estimates all depend on optimizers for their estimatesand for certain goodness-of-fit tests. Base-R offers the optim function for general-purposeoptimization. Through a conversation with John Nash, author and maintainer of optim and thenewer optimx, learn about the pitfalls of optimization and some of the tools that R offers.