In a several cases where I used GLIMMIX the iteration process seems to have converged, judged by monitoring the estimates using ITDETAILS, but in the end GLIMMIX returns saying “Did not converge”. See the example below:
WARNING: Pseudo-likelihood update fails in outer iteration 18.
NOTE: Did not converge.
I have tried changing the convergence criterion, but need to relax it to PCONV=0.1 for GLIMMIX to finish the optimization ‘normally’ (i.e. without the “Did not converge” notice), but then the actually estimate it returns is 0.5604.
Two questions that I wonder anyone can help me with:
- How come that requiring PCONV=0.01 does not result in stopping the optimization process in a normal way even though the parameter estimates do not change any more?
- What do the columns “Change”, “Max Gradient” and “Gradient1” actually mean?
- What other options exist to tweak convergence?