The failure to converge indicates a relatively flat response surface.
I've not used PROC MI, but have used the underlying EM algorithm on a flat surface and gotten this problem. There may not be a solution beyond re-programming using another search algorithm (I ended up with Newton-Raphson; it's much more "brute force", but will converge to a proper answer with a fine enough grid.).
I'd be interested to here if there are other approaches that allow a solution within MI.
Doc Muhlbaier
Duke
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