What does the warning mean?
Also I believe the algorithm could have found a local optimum rather than a global optimum.
Does it mean the response does not fit the specified distribution or is it something else. I am not sure I understand 'Lack of convergence.'
Lack of convergence means that the g'H{inverse}g/abs(f) is not less than the tolerance set, which seems to be 1e-4 in this case. There are a lot of issues that can cause this - model misspecification relative to the data at hand, getting stuck in a local extremum (minimum or maximum) or even running up against a default number of iterations. I can't really tell from that particular output table, so a bit more info would help - the code for the PROC you are using and the LOG file, if there are any ERRORs, WARNINGs or NOTEs that relate to this.
SteveDenham
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