topic Re: Proc glimmix not converging in Statistical Procedures

Proc glimmix not converging

Demographer — Mon, 09 Sep 2024 14:56:43 GMT

Hi,

I want to build a model predicting the occupation in 4 categories (occ_reduced: high skilled, medium-skilled, low-skilled, unemployed) with individuals characteristics (edu, sex, agegr) and the demand for High-skilled jobs (norm_demH ) and for low and medium-skilled jobs (norm_demML), which are year- and country-specific variables. The dataset combines surveys from different countries and different years. Each survey is identified by the variable "strate".

I first built a multiniomal logit model with proc logistic that gives consistent parameters:

proc logistic data=lab.sample outmodel=lab.occup_model2;
class edu(ref='2') imm_var(ref='0') sex / param = ref;
model occ_reduced(ref='UNEM')=edu sex agegr norm_demH norm_demML / link = glogit;
weight weight_samp /norm;
where labour=1;
run;

However I feel I should use a multilevel model since norm_demH and norm_demML are survey-specific variables. I tried several options in proc glimmix but the model never not converge. The last one looks like this:

proc glimmix data=lab.sample INITGLM;
class occ_reduced agegr SEX strate ;
model occ_reduced(ref='UNEM') =edu sex agegr norm_demH norm_demML/ solution dist=MULTINOMIAL link=glogit;
random intercept / subject=strate GROUP=occ_reduced;
weight weight_samp;
where labour=1;
NLOPTIONS TECH=NRRIDG MAXITER=100 ;
run;

I'm not so used to this kind of multilevel model so maybe there is something I'm missing. Any tips?

Re: Proc glimmix not converging

jiltao — Mon, 09 Sep 2024 15:12:01 GMT

What happens if you add METHOD=QUAD or METHOD=LAPLACE option in the PROC GLIMMIX statement?

If that does not help, what non-converging messages did you get previously and after adding one of these options?

Thanks,

Jill

Re: Proc glimmix not converging

ballardw — Mon, 09 Sep 2024 15:56:27 GMT

TIP: Include the entire LOG the attempt. Often SAS provides information that will let someone familiar with the procedure point in a direction for resolution. Copy the entire text from the LOG of the code and all the notes, messages, warnings and details. Then on the forum open a text box using the </> icon that appears above the message window and paste the text.

The text box will preserve the formatting of the text from the log and visually set the details apart from the discussion or question and answer text. Note: sometimes we find code in the LOG not to be the same as shared with the problem description which is why we ask for the entire code from the log.

Re: Proc glimmix not converging

Demographer — Tue, 10 Sep 2024 07:56:13 GMT

110  proc glimmix data=lab.sample;
111  title "Random intercept";
112  class occ_reduced agegr SEX strate  ;
113  model occ_reduced(ref='UNEM') =edu sex agegr rdemH rdemM rdemL/ solution dist=MULTINOMIAL
113! link=glogit;
114  random intercept / subject=strate GROUP=occ_reduced;
115  weight weight_samp;
116  where labour=1;
117  run;



NOTE: Some observations are not used in the analysis because of: zero or negative weight (n=112144),
      missing weight (n=10511).
NOTE: PROC GLIMMIX is fitting a model for nominal (unordered) data. This type of model contrasts each
      response level against a reference level (occ_reduced='UNEM').
NOTE: Did not converge.
NOTE: PROCEDURE GLIMMIX used (Total process time):
      real time           25:38.21
      cpu time            25:37.26

Re: Proc glimmix not converging

Demographer — Tue, 10 Sep 2024 08:56:32 GMT

I get this error message.

118  proc glimmix data=lab.sample METHOD=QUAD;
119  title "Random intercept";
120  class occ_reduced agegr SEX strate  ;
121  model occ_reduced(ref='UNEM') =edu sex agegr rdemH rdemM rdemL/ solution dist=MULTINOMIAL
121! link=glogit;
122  random intercept / subject=strate GROUP=occ_reduced;
123  weight weight_samp;
124  where labour=1;
125  run;



NOTE: Some observations are not used in the analysis because of: zero or negative weight (n=112144),
      missing weight (n=10511).
NOTE: PROC GLIMMIX is fitting a model for nominal (unordered) data. This type of model contrasts each
      response level against a reference level (occ_reduced='UNEM').
ERROR: Infeasible parameter values for evaluation of objective function with 1 quadrature point.
NOTE: PROCEDURE GLIMMIX used (Total process time):
      real time           2:52.39
      cpu time            2:50.72

Re: Proc glimmix not converging

Season — Tue, 10 Sep 2024 10:08:14 GMT

What is the sample size of your entire data? I saw plenty of observations excluded from analysis due to zero, negative or missing weights. You could alternatively provide the size of the sample eventually used by the GLIMMIX procedure.

Re: Proc glimmix not converging

Demographer — Tue, 10 Sep 2024 11:44:56 GMT

The sample size of valid observations is 1,156,858.

Number of Observations Read	1279513
Number of Observations Used	1156858

Response Profile
Ordered Value	occ_reduced	Total Frequency
1	HIGH	418183
2	LOW	95326
3	MED	553169
4	UNEM	90180
In modeling category probabilities, occ_reduced='UNEM' serves as the reference category.

Dimensions
G-side Cov. Parameters	3
Columns in X	57
Columns in Z per Subject	3
Subjects (Blocks in V)	189
Max Obs per Subject	27313

Optimization Information
Optimization Technique	Dual Quasi-Newton
Parameters in Optimization	54
Lower Boundaries	3
Upper Boundaries	0
Fixed Effects	Not Profiled
Starting From	GLM estimates

The initial estimates did not yield a valid objective function.

Re: Proc glimmix not converging

jiltao — Tue, 10 Sep 2024 13:38:05 GMT

You might add PARMS statement to provide your own starting values for the covariance parameter estimates. It might take several trial and error....

Re: Proc glimmix not converging

Season — Tue, 10 Sep 2024 14:30:30 GMT

I am also curious on two issues of provision of starting values by the user.

(1) I remember that maximum likelihood is the method used here. Theoretically, if identifiability holds, then the maximum likelihood estimator should be unique. So is it useful to try different starting values?

(2) I had personally tried providing starting values in the NLMIXED procedure and had noted the effect of the provision of starting values. This could have a bearing on the ultimate parameter estimates (contradicting the theoretical result I stated in the last paragraph, which is also something about which I am puzzled). So would not it be subjective if we arbitrarily provide starting values?

Re: Proc glimmix not converging

Demographer — Tue, 10 Sep 2024 14:37:32 GMT

I tried to add parms but still no convergence.


135  proc glimmix data=lab.sample;
136  class occ_reduced agegr SEX strate  ;
137  model occ_reduced(ref='UNEM') =edu sex agegr rdemH rdemM rdemL/ solution dist=MULTINOMIAL
137! link=glogit;
138  random intercept / subject=strate GROUP=occ_reduced;
139  weight weight_samp;
140  where labour=1;
141  parms;
142  run;



NOTE: Some observations are not used in the analysis because of: zero or negative weight (n=112144),
      missing weight (n=10511).
NOTE: PROC GLIMMIX is fitting a model for nominal (unordered) data. This type of model contrasts each
      response level against a reference level (occ_reduced='UNEM').
NOTE: Did not converge.
NOTE: PROCEDURE GLIMMIX used (Total process time):
      real time           25:50.28
      cpu time            25:47.21

Re: Proc glimmix not converging

Season — Tue, 10 Sep 2024 14:43:44 GMT

The PARMS statement is used for providing starting values of parameters for iterations that estimate the parameters (e.g., regression coefficients). With no starting values provided, the simple inclusion of "PARMS;" in the code does not help.

Re: Proc glimmix not converging

Demographer — Tue, 10 Sep 2024 14:43:31 GMT

How choosing the starting value? Should I just pick a random number?

Re: Proc glimmix not converging

Season — Tue, 10 Sep 2024 14:51:14 GMT

As @jiltao has mentioned, it (or maybe them) is (are) provided with trial and error. I comprehend it as providing it (them) arbitrarily.

If the current step of providing starting values is among one of the many steps in your entire analytic process and that the starting values to be provided can be estimated from the preceding step, then you can set values of the estimated parameter obtained in the preceding step as the starting values of the current step. This is a practice adopted in Amazon.com: SAS for Mixed Models, Second Edition: 9781590475003: Littell Ph.D., Ramon C., Milliken Ph.D., George A., Stroup Ph.D., Walter W., Wolfinger Ph.D., Russell D., Schabenberger Ph.D., Oliver: Books.

Re: Proc glimmix not converging

jiltao — Tue, 10 Sep 2024 15:09:54 GMT

sample syntax:

parms (2) (3) (0.5) (1);

But the values would depend on your data so you need to make appropriate changes.

One approach is to fit a simpler model and hopefully it will converge. Then you can use the estimated values as the starting values for your model. For example,

proc glimmix data=lab.sample method=laplace; class occ_reduced ; model occ_reduced(ref='UNEM') =/ solution dist=MULTINOMIAL link=glogit; random intercept / subject=strate GROUP=occ_reduced; where labour=1; run;

Thanks,

Jill

Re: Proc glimmix not converging

Demographer — Fri, 13 Sep 2024 10:04:31 GMT

Thanks for the advice. I tried a model with no covariate, but it still does not converge.


183  proc glimmix data=lab.sample;
184  class occ_reduced agegr SEX strate  ;
185  model occ_reduced(ref='UNEM') =/*edu sex agegr rdemH rdemM rdemL*// solution dist=MULTINOMIAL
185! link=glogit;
186  random intercept / subject=strate GROUP=occ_reduced;
187  weight weight_samp;
188  where labour=1;
189  parms /*(2) (3) (0.5) (1)*/;
190  run;



NOTE: Some observations are not used in the analysis because of: zero or negative weight (n=112144),
      missing weight (n=10511).
NOTE: PROC GLIMMIX is fitting a model for nominal (unordered) data. This type of model contrasts each
      response level against a reference level (occ_reduced='UNEM').
WARNING: Pseudo-likelihood update fails in outer iteration 3.
NOTE: Did not converge.
NOTE: PROCEDURE GLIMMIX used (Total process time):
      real time           1:54.29
      cpu time            1:51.84

Re: Proc glimmix not converging

Season — Fri, 13 Sep 2024 13:01:48 GMT

Two issues:

(1) I saw a PROC LOGISTIC code preceding the PROC GLIMMIX code. So your analytic process falls into the scenario I mentioned days ago. You can set the parameter estimates of the LOGISTIC procedure as the starting values of the GLIMMIX procedure. You do not necessarily need to follow the exact code of @jiltao, as that was used as an example. In addition, the four numbers in parentheses are flanked by "*/" or "/*", which essentially nullify them by setting them as appendices. Refer to SAS Help to see the exact method of specifying starting values.
(2) How many categories are there in your dependent variable? How many observations fall into each category? You can show this in a one-way table easily get by PROC FREQ.

Re: Proc glimmix not converging

Demographer — Fri, 13 Sep 2024 12:57:53 GMT

1-Sorry I'm not sure what do you mean exactly by "You can set the parameter estimates of the LOGISTIC procedure as the starting values of the GLIMMIX procedure." Do you mean that if the intercepts of the model without covariate are for 0.5 0.2 0.3, I should use parms (0.5) (0.2) (0.3)?

2-4 categories

occ_reduced	Frequency	Percent	Cumulative Frequency	Cumulative Percent
HIGH	467666	36.55	467666	36.55
LOW	107108	8.37	574774	44.92
MED	601957	47.05	1176731	91.97
UNEM	102782	8.03	1279513	100.00

Re: Proc glimmix not converging

Season — Mon, 16 Sep 2024 09:30:15 GMT

@Demographer wrote:

1-Sorry I'm not sure what do you mean exactly by "You can set the parameter estimates of the LOGISTIC procedure as the starting values of the GLIMMIX procedure." Do you mean that if the intercepts of the model without covariate are for 0.5 0.2 0.3, I should use parms (0.5) (0.2) (0.3)?

Yes, that is what I mean. You can also additionally set the starting values of other parameters (e.g., regression coefficients of the variables in the model other than the intercept) as the estimates obtained from the previous LOGISTIC procedure call.

@Demographer wrote:
2-4 categories

occ_reduced Frequency Percent Cumulative
Frequency Cumulative
Percent

HIGH 467666 36.55 467666 36.55

LOW 107108 8.37 574774 44.92

MED 601957 47.05 1176731 91.97

UNEM 102782 8.03 1279513 100.00

In fixed effects logistic regression models, when one category of a categorical indepenent variable has too few observations or even zero observation, complete or quasi-complete separation can result, which means that the maximum likelihood estimator does not exist. When running SAS programs, this may be exemplified by failure of convergence. I could not remember if the same applies to the dependent variable as well and am also not that sure if such phenomena can be directly carried over to mixed effects model. But I saw that the second and fourth category of the dependent variable in your model both contain less than 10% of the entire observations in the dataset. Given that your log mentioned plenty of amount of removal of observations in model building process, it might be the case that too few observations whose dependent variable fall into the second and fourth category are eventually utilized. You can verify my conjecture on your own.

So, if probable, you may try to combine the second and fourth category and build the model again. If that still does not work or combining categories is not permitted, look through the independent variables to see if variables with categories having little or zero data points exist. If that still does not work, look through the independent variables to see if any continuous ones exist. If so, you might try categorizing them (e.g., transform the continuous variable of age into elderly vs. not elderly). If that still does not work... then I am sorry that I have no idea how to tackle this problem in this case.