topic Re: PROC NLIN failed to converge in SAS Programming

PROC NLIN failed to converge

LOLO12 — Wed, 28 Jun 2023 17:52:05 GMT

Hi All,

PROC NLIN failed to converge, I'm fitting around 500 model and this is expected. I want to have missing values where it fil to converge or just don't get this warning at all.

Re: PROC NLIN failed to converge

ballardw — Wed, 28 Jun 2023 18:06:47 GMT

To help us help you it is generally a good idea to at least include the code you are currently running. Better would be to include a LOG entry including the code an all of the messages from the log.

Where do you want to have "missing values"? This is not an obvious, at least to me, requirement.

Re: PROC NLIN failed to converge

LOLO12 — Wed, 28 Jun 2023 18:19:25 GMT

in the estimates variables. it is still generating results in the estimate when the model didn't converge.

Re: PROC NLIN failed to converge

LOLO12 — Wed, 28 Jun 2023 18:31:54 GMT

Please have the log attachment.

Here is the SAS code

PROC NLIN DATA=slope1 ;

PARAMETERS L=1 to 3 U=3 to 16 R=.5;

Zl=(parcat3n < R)*(R - parcat3n);

MODEL aval=L + U*(Zl);

BY USUBJID TRTA PARAMN AVISION;

Output out=result parms=L parms=U parms=R

predicted=predicted

residual=residual

sse=sumofsq_err

stdr = standarderr;

run;

Re: PROC NLIN failed to converge

PGStats — Wed, 28 Jun 2023 18:39:21 GMT

The variable _STATUS_ in the OUTEST= dataset tells you which estimates are final (properly converged) or not.

Re: PROC NLIN failed to converge

Rick_SAS — Thu, 29 Jun 2023 15:05:05 GMT

Take a look at the article, "Monitor convergence during simulation studies in SAS." It explains how to monitor convergence. You can use post-processing to set the predicted value to missing for models that did not converge.

Note that you cannot suppress WARNINGS, but you can use OPTIONS NONOTES to suppress the NOTEs.

It also might be worth investigating WHY these models are not converging. For example, some BY groups might have an insufficient number of valid observations (eg, only 2 data points). You can pre-process the data to exclude those situations.

Re: PROC NLIN failed to converge

LOLO12 — Thu, 29 Jun 2023 15:17:44 GMT

I know why it is not converging for some of the data because some of formula that I'm using doesn't fit all observation. I want to know which data is not coversiong so I can use the right algorithm.