New Contributor
Posts: 2

Problem in Proc NLIN: The (approximate) Hessian is singular

Hi everyone,

Hope I can find a solution for this! I am fitting models to my data mostly broken-line and curvilinear plateau by Proc NLIN procedure. In some models there is a note: Convergence criterion met but a note in the log indicates a possible problem with the model! But it makes the model and gives the estimates but then I have no Std error for my estimates and no 95% confidence limits!

In log I have: (I think my initial parameters are correct)

DER.L not initialized or missing. It will be computed automatically.

NOTE: DER.V not initialized or missing. It will be computed automatically.

NOTE: DER.R not initialized or missing. It will be computed automatically.

NOTE: PROC NLIN grid search time was  0: 0: 0.

NOTE: Convergence criterion met.

NOTE: The (approximate) Hessian is singular.

NOTE: The data set WORK.PPP has 507 observations and 3 variables.

And in some models I have a very big 95% confidence limits which my papers reviewer ask why!?!?

Any idea and comment??

My SAS syntax for model:

proc nlin data=one; *straight broken-line;

parameters L=0.70 U=-1.4 R=0.80;

z1=(x<R)*(R-x);

model y = L + U*(z1);

output out=ppp p=pred;

run;

proc gplot;

title2 '2 linear broken lines';

goptions hpos=35 vpos=35 ftext=swiss;

symbol1 v=dot c=black;

symbol2 i=join v=none c=black;

plot y*x pred*x/overlay;

run;

and results:

 Parameter Estimate Approx Std Error Approximate 95% Confidence Limits L 0.69 0.00949 0.6637 0.7163 U -0.9 0.2324 -1.5452 -0.2548 R 0.8 . . .
Posts: 2,655

Re: Problem in Proc NLIN: The (approximate) Hessian is singular

A singular hessian often means that the model is overspecified, but here I think it is because the broken stick model does not have continuous derivatives at the break point.  You may have to specify the derivatives (in DER. statements) to get around this.

Steve Denham

New Contributor
Posts: 2

Re: Problem in Proc NLIN: The (approximate) Hessian is singular

Dear Steve,

Thank you very much for your help. Just I have no DER. statement in my SAS syntax! do you mean initial parameters?

Also do you have any idea what is the reason to have quite large confidence limits?

Many thanks again

Posts: 2,655