Proc Autoreg with hetero statement, convergence error

[GlenGold]

I am getting this error with one of my data sets, it is much larger than the others sets.  I was told that it may work with more iterations but cannot find the /option for doing so.

Code:

proc autoreg Data= Temp_1; model AdjWPricePerLb = prop qsize StoreBrand

RegularType Boneless Dressed Smoked RemainingType

Fillet Piece Whole Sliced Nugget Tail Portion RemainingForm RegularForm

Salmon Tilapia Catfish  Cod Flounder Pollock Tuna

  Crawfish MahiMahi Swordfish Haddock OceanPerch Gefilte

  OrangeRoughy Halibut Perch Sole RemainingProduct NovaSalmon Smelt Grouper

  Swai Trout Snapper SeaBass Herring Croaker RedSnapper Whitefish

  Fish SeaTrout  SalmonGefilte RainbowTrout Rockfish Basa  Mackerel

  ChannelCatfish Hoki Lutefisk KingSalmon  Shark Barramundi Porgy Walleye

  Hake LoxSalmon 

CMAS LENT OS; hetero qsize; run;

I get this error in the output, right after the OLS estimates:

ERROR: Convergence not attained in 50 iterations. Interpret the

                estimates with care.

[SteveDenham · Accepted solution]

You need an NLOPTIONS statement.

Something like NLOPTIONS MAXITER=1000; should give you sufficient iterative ability to fit this. 

Also, if you are running under SAS v 9.3, PROC AUTOREG has an experimental CLASS statement, which might make sense to try and might make the interpretation a little easier, given the number of fish types you are looking at

Steve Denham

[GlenGold]

Thanks Steve-

/MAXITER = 1000; at the end of the model statement did it.