Hello forum,
I am using proc mixed with follow code.
Proc mixed data=test;
class diet drug pup_id rat_id;
model tg=diet drug diet*drug/ ddfm=bw;
random int/ sub=pup_id(rat_id);
run;
When I remove ddfm=bw, the hessian matrix is not positive defnite.
Can someone explain anout hessian matrix, positive defiteness, and algorithm involved in it?
Thanks !!!
The Hessian matrix is a matrix of partial second derivatives of the objective function. If it is positive definite (all positive eigenvalues) then the point is a local minimum. The idea behind maximum likelihood is to find the point where this occurs. For more on this, check out the Details>Mixed Models Theory in the PROC MIXED documentation. From there, you can find references to texts that go into this in much more detail.
Steve Denham
The Hessian matrix is a matrix of partial second derivatives of the objective function. If it is positive definite (all positive eigenvalues) then the point is a local minimum. The idea behind maximum likelihood is to find the point where this occurs. For more on this, check out the Details>Mixed Models Theory in the PROC MIXED documentation. From there, you can find references to texts that go into this in much more detail.
Steve Denham
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