PROC GEE (or proc GENMOD) does not converge

[niam]

Hi I have a binary outcome variable and a binary predictor. Observations are grouped at DRIVERID level. 

When I run the model with using DIST=BIN and LINK=LOGIT, the model does not converge, however, if I just run the model without these two options, the model runs and gives me results. 

Can you please let me know why the model fails to converge when I specify that the DV is binary?

The following model runs:

proc gee data=ANALYSIS2 descend;
   class  DRIVERID ;
   model effct=TREATMENT ;
   repeated  subject=DRIVERID  / CORR=IND;
run;

This one does not run:

proc gee data=ANALYSIS2 descend;
   class  DRIVERID ;
   model effect=TREATMENT /dist=bin link=logit;
   repeated  subject=DRIVERID  / CORR=IND;
run;

Here is the error message I get:

The generalized Hessian matrix is not positive definite. Iteration will be terminated.

[niam]

Hi All, any help will be greatly appreciated

[niam · Accepted solution]

The answer is here:

https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/PROC-GEE-does-not-converge/m-p/54021...