Remarks on the Existence of CML Estimates for the PCM by means of the R Package eRm

In this article, the main focus is on the PCM; the above-mentioned JML non-existence configurations for this model will be the starting point. A class of counter examples is illustrated, which leads to “false” CML estimates with the eRm package, i.e., values that appear to be estimates but, through a more accurate analysis of the maximization function, they are rather a clear signal of non-existence. Moreover, the obtained results emphasize the presence of additional CML non-existence configurations, compared to those valid in the JML case.