Hi,
I am running proc logistics with backward selection. I am getting warning that Ridging has failed.
Can anyone explain what the warning means and some solution.
I appreciate all your help.
Thanks,
Amit
CODE:
proc logistic data=out.train1 NAMELEN=32;
model del123_target (event = '1') = &VarName
/ selection=backward fast sls=0.1;
run;
LOG:
NOTE: PROC LOGISTIC is modeling the probability that del123_target=1.
WARNING: Ridging has failed to improve the loglikelihood in Step 0. You may want to
use a different ridging technique (RIDGING= option), or switch to using
linesearch to reduce the step size (RIDGING=NONE), or specify a new set of
initial estimates (INEST= option).
WARNING: The LOGISTIC procedure continues in spite of the above warning. Results
shown are based on the last maximum likelihood iteration. Validity of the
model fit is questionable.
NOTE: Convergence criterion (GCONV=1E-8) satisfied in Step 1.
NOTE: There were 1315176 observations read from the data set OUT.TRAIN1.
NOTE: PROCEDURE LOGISTIC used (Total process time):
real time 8:19.57
cpu time 4:52.89
... View more
