I am optimizing the Bernoulli log-likelihood function using PROC NLP. After running, I do not receive errors, but I do encounter this note:
The specification of SIGSQ= is not valid for this type of covariance
matrix and is used only for the default of the VARDEF= option.
I have double and triple checked my code. SAS documentation states that with MAX=, I need to specify SIGSQ=1 and can use any COV= option. Any ideas?