Programming the statistical procedures from SAS

Convergence warning when running proc hpgenselect

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Convergence warning when running proc hpgenselect

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I am running a generalized linear model using hpgenselect. Since I have too many parameters to estimate, I chose Techqniue=QUANEW to reduce the run time. While the model converged fine with the default NRRIDG, Quasi Newton did not converge and gave a warning message that the maximum number of iteration has met before convergence. My question is I still have estimates in the output log and ODS ParameterEstimate table. Does anybody know where these estimates are from? Are they from the previous iteration? Thank you in advance. 


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‎07-17-2017 12:46 PM
SAS Employee
Posts: 228

Re: Convergence warning when running proc hpgenselect

They're from the last iteration.

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Solution
‎07-17-2017 12:46 PM
SAS Employee
Posts: 228

Re: Convergence warning when running proc hpgenselect

They're from the last iteration.

Occasional Contributor
Posts: 5

Re: Convergence warning when running proc hpgenselect

Thanks so much!

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