Statistical Procedures

Programming the statistical procedures from SAS
BookmarkSubscribeRSS Feed
🔒 This topic is solved and locked. Need further help from the community? Please sign in and ask a new question.
HappySASUE
Quartz | Level 8

Hi, 

I try to compare convergence rate using different model procedure: logistic, genmod, and glimmix.  However each procedure has difference convergence criterion.  I listed some example below.   Are these criterion similar to each other? Can anyone give me advice which one I should use ?  Thanks so much in advance ! 

 

Proc genmod: CICON, CONVH, CONVER, default is 1e-4, INITI

Proc logistic: GCONV : default is 1e-8

proc glimmix:  pconv, default is 1e-4

 

1 ACCEPTED SOLUTION

Accepted Solutions
Rick_SAS
SAS Super FREQ

You probably don't need to worry about the different criteria. Unless you are having convergence problems, you don't need to change the convergence parameters from their default values. If you are having convergence problems, the reason is often that the model does not fit the data. If so, changing the convergence parameters might not lead to convergence.

 

From a practical point of view, if the standard errors for the parameter estimates are much much larger than the convergence criterion, then the criterion doesn't play an important role in the point estimates and inferential statistics.

View solution in original post

2 REPLIES 2
Rick_SAS
SAS Super FREQ

You probably don't need to worry about the different criteria. Unless you are having convergence problems, you don't need to change the convergence parameters from their default values. If you are having convergence problems, the reason is often that the model does not fit the data. If so, changing the convergence parameters might not lead to convergence.

 

From a practical point of view, if the standard errors for the parameter estimates are much much larger than the convergence criterion, then the criterion doesn't play an important role in the point estimates and inferential statistics.

HappySASUE
Quartz | Level 8
That makes sense. Thank you !

sas-innovate-white.png

Join us for our biggest event of the year!

Four days of inspiring keynotes, product reveals, hands-on learning opportunities, deep-dive demos, and peer-led breakouts. Don't miss out, May 6-9, in Orlando, Florida.

 

View the full agenda.

Register now!

What is ANOVA?

ANOVA, or Analysis Of Variance, is used to compare the averages or means of two or more populations to better understand how they differ. Watch this tutorial for more.

Find more tutorials on the SAS Users YouTube channel.

Discussion stats
  • 2 replies
  • 1156 views
  • 2 likes
  • 2 in conversation