Optimizer settings [Software]

posted by Helmut Homepage – Vienna, Austria, 2014-10-09 16:08 (3859 d 22:13 ago) – Posting: # 13680
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Dear Yung-jin,

❝ Have you ever tried to add/change options of MAXITER (default is only 50; may consider to increase this value) and / or MAXFUNC (default is 150) with PROC MIXED when getting convergence failure for ABE?


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In Phoenix the default maximum iterations are also 50. Increasing doesn’t help, since I never have seen more than seven for datasets ending up with a warning:

Newton's algorithm converged with a modified Hessian, indicating that the model may be over-specified. The output is suspect. The algorithm con­verged, but not at a local minimum. It may be in a trough, at a saddle point, or on a flat surface.


❝ No starting value can be set up with either PROC MIXED of SAS or lme() from package nlme of R.


Datasets failing to converge in Phoenix:

Initial variance matrix is not positive definite. This indicates an invalid starting point for the algorithm.

However, initial values in Phoenix REML are obtained by the Method of Mo­ments (MoM). It is not possible to set them “manually”.

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