NOBOUND [Software]

posted by Helmut Homepage – Vienna, Austria, 2014-02-03 23:08 (4095 d 23:40 ago) – Posting: # 12328
Views: 28,019

Hi Yung-jin,

❝ Sorry but I think it should be NOBOUND option with Proc MIXED.


Absolutely right – I dabble in SAS. I just have the 6.3-Manual (a verbose 8,640 pages):

NOBOUND

requests the removal of boundary constraints on covariance parameters. For example, variance components have a default lower boundary con­straint of 0, and the NOBOUND option allows their estimates to be neg­a­tive.


Parameter Constraints

By default, some covariance parameters are assumed to satisfy certain bound­ary constraints during the Newton-Raphson algorithm. For example, variance components are constrained to be nonnegative […]. You can re­move these constraints […] with the NOBOUND option in the PROC MIXED statement, but this can lead to estimates that produce an infinite likeli­hood. […]
For some data sets the final estimate of a parameter might equal one of its boundary constraints. This is usually not a cause for concern, but it might lead you to consider a different model. For instance, a variance com­­po­nent estimate can equal zero; in this case, you might want to drop the cor­re­spond­ing random effect from the model. However, be aware that changing the model in this fashion can affect degrees-of-freedom cal­cu­la­tions.


Convergence Problems

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