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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.
- Tags:
- proc gee
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I found the answer myself. I explain it below and hope it can help someone else with the same problem:
In my case, the dependent variable is binary, so is the independent variable. However, the DV is equal to one only when the IV is one. In other words, I do not have any variation in my DV when the IV is equal to one. This will make it impossible to have a maximum likelihood estimator, and therefore the algorithm does not converge. The fix is to manually change the DV from 1 to 0 in just one observation in which the IV is 1.
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I found the answer myself. I explain it below and hope it can help someone else with the same problem:
In my case, the dependent variable is binary, so is the independent variable. However, the DV is equal to one only when the IV is one. In other words, I do not have any variation in my DV when the IV is equal to one. This will make it impossible to have a maximum likelihood estimator, and therefore the algorithm does not converge. The fix is to manually change the DV from 1 to 0 in just one observation in which the IV is 1.
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Dear Paige,
Thanks for your reply. Mine is a bit different as my independent variable (physical activity) has 3 categories (1=active, 2=moderate, 3=nactive).
Would please help me with this?
All the best,
Tola