I believe that message is essentially saying that none of the replicate models converged. I suspect you probably have some sort of separation in your model, leading to non-covergence. Most likely the interaction is perfectly predicting the response--you could try running a Proc FREQ with
tables R_SMKCUR*R_RaceEthnicities*R_DSTRS30;
to diagnose it, or remove the interaction from the model and see if the problem goes away.
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