Programming the statistical procedures from SAS

Ridging has failed to improve likelihood function: Proc Logistics

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Contributor
Posts: 33

Ridging has failed to improve likelihood function: Proc Logistics

Hi ,

 

I am running Proc Logoctics procedure.I got the message "Ridgin failed to improve the likelihood function". I changed the option ridging = absolute and this also gave the same message.

 

With Ridging = none  , the no. of iteration increased , but still the model ended with same warnning . This time the message was to use halfmax=option and increase no. of steps oe specify a new set of initial parameter estimates using INEST option. What does this mean?.

 

I have 26 predictor variables in the model , is this because of large no. of variables. If so then how do we reduce the variables.

 

Vishal

Super Contributor
Posts: 287

Re: Ridging has failed to improve likelihood function: Proc Logistics

I had same experience in PROC PHREG. Same message: "ridging failed to improve likelihood".
When I wrote "ridging=none" the model converged.
Frequent Contributor
Posts: 108

Re: Ridging has failed to improve likelihood function: Proc Logistics

As per as my thought are concerned it is due to a bad model .You data might have to much of outliers ,super multicollinearity,data not selected correctly ,too many variables and so on ....There is no way machine can fix the issue.
Reduce the variable , do some one to one regression analysis ,check VIF etc . there is no clear cut answer for this as of now at least from my side
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