nt assumptions about the covariate effect.</p>
<p>Note if you get a <code>numerical overflow</code> error, this may be solved by normalising the optimisation using <code>msm(..., control=list(fnscale=4000))</code>, as described at the end of Chapter 2, noting that the -2 log-likelihood being optimised in this example takes a value of around 4000.</p>
<p>If you get a “iteration limit exceeded” error, use <code>msm(..., control=list(maxit=10000), ...)</code> or some other large number for <code>maxit</cod