topic Proc Autoreg with hetero statement, convergence error in Statistical Procedures

Proc Autoreg with hetero statement, convergence error

GlenGold — Tue, 03 Jan 2012 17:09:20 GMT

I am getting this error with one of my data sets, it is much larger than the others sets. I was told that it may work with more iterations but cannot find the /option for doing so.

Code:

proc autoreg Data= Temp_1; model AdjWPricePerLb = prop qsize StoreBrand

RegularType Boneless Dressed Smoked RemainingType

Fillet Piece Whole Sliced Nugget Tail Portion RemainingForm RegularForm

Salmon Tilapia Catfish Cod Flounder Pollock Tuna

Crawfish MahiMahi Swordfish Haddock OceanPerch Gefilte

OrangeRoughy Halibut Perch Sole RemainingProduct NovaSalmon Smelt Grouper

Swai Trout Snapper SeaBass Herring Croaker RedSnapper Whitefish

Fish SeaTrout SalmonGefilte RainbowTrout Rockfish Basa Mackerel

ChannelCatfish Hoki Lutefisk KingSalmon Shark Barramundi Porgy Walleye

Hake LoxSalmon

CMAS LENT OS; hetero qsize; run;

I get this error in the output, right after the OLS estimates:

ERROR: Convergence not attained in 50 iterations. Interpret the

estimates with care.

Proc Autoreg with hetero statement, convergence error

SteveDenham — Tue, 03 Jan 2012 17:36:57 GMT

You need an NLOPTIONS statement.

Something like NLOPTIONS MAXITER=1000; should give you sufficient iterative ability to fit this.

Also, if you are running under SAS v 9.3, PROC AUTOREG has an experimental CLASS statement, which might make sense to try and might make the interpretation a little easier, given the number of fish types you are looking at

Steve Denham

Proc Autoreg with hetero statement, convergence error

GlenGold — Tue, 03 Jan 2012 18:31:08 GMT

Thanks Steve-

/MAXITER = 1000; at the end of the model statement did it.