Dear Steve Denham, I can not figure it out that what is causing such a large change with use of these two techniques. I think you are the best person to understand it. Therefore, i am sending code, model information, dimensions, Optimization Information, LOG etc. Interestingly, When i remove intercept, the NRRIDG technique does not work and following error is reported ERROR: "NRRIDG Optimization cannot be completed. Optimization routine cannot improve the function value" whereas in same condition i.e. without intercept, QUANEW technique works and it converges. A) CODE (NRRIDG with random intercept) proc glimmix data=data2 ORDER=Data ; class id sex age xtime; model vas = time time*time sex age sex*age sex*time age*time sex*age*time sex*time*time age*time*time sex*age*time*time / ddfm=kr s cl ; random int time time*time/ subject=id type=un v; random _residual_ / sub=id type=sp(pow)(xtime); nloptions tech= NRRIDG; run; Model Information Data Set WORK.DATA2 Response Variable VAS Response Distribution Gaussian Link Function Identity Variance Function Default Variance Matrix Blocked By ID Estimation Technique Restricted Maximum Likelihood Degrees of Freedom Method Kenward-Roger Fixed Effects SE Adjustment Kenward-Roger Dimensions G-side Cov. Parameters 6 R-side Cov. Parameters 2 Columns in X 27 Columns in Z per Subject 3 Subjects (Blocks in V) 280 Max Obs per Subject 12 Optimization Information Optimization Technique Newton-Raphson with Ridging Parameters in Optimization 7 Lower Boundaries 4 Upper Boundaries 1 Fixed Effects Profiled Residual Variance Profiled Starting From Data Iteration History Objective Max Iteration Restarts Evaluations Function Change Gradient 0 0 4 30662.837656 . 8506.067 1 0 2 29840.553145 822.28451046 4711.142 2 0 2 29369.643328 470.90981779 3582.741 3 0 2 28916.249747 453.39358027 3044.089 4 0 3 28783.541782 132.70796514 2944.675 5 0 2 28280.91676 502.62502243 8416.694 6 1 5 28751.288165 -470.3714047 7813.525 Convergence criterion (XCONV=0) satisfied. Covariance Parameter Estimates Standard Cov Parm Subject Estimate Error UN(1,1) ID 52.0689 . UN(2,1) ID 1.0951 . UN(2,2) ID 25.7652 . UN(3,1) ID -2.3731 . UN(3,2) ID -10.2573 . UN(3,3) ID 12.3989 . SP(POW) ID 0.5592 0.03979 Residual 280.30 32.7243 LOG NOTE: Convergence criterion (XCONV=0) satisfied. NOTE: At least one element of the gradient is greater than 1e-3. NOTE: PROCEDURE GLIMMIX used (Total process time): real time 10.49 seconds cpu time 10.43 seconds B) CODE (NRRIDG without random intercept) proc glimmix data=data2 ORDER=Data ; class id sex age xtime; model vas = time time*time sex age sex*age sex*time age*time sex*age*time sex*time*time age*time*time sex*age*time*time / ddfm=kr s cl ; random time time*time/ subject=id type=un v; random _residual_ / sub=id type=sp(pow)(xtime); nloptions tech= NRRIDG; run; Model information remains same Dimensions G-side Cov. Parameters 3 R-side Cov. Parameters 2 Columns in X 27 Columns in Z per Subject 2 Subjects (Blocks in V) 280 Max Obs per Subject 12 Optimization Information Optimization Technique Newton-Raphson with Ridging Parameters in Optimization 4 Lower Boundaries 3 Upper Boundaries 1 Fixed Effects Profiled Residual Variance Profiled Starting From Data Iteration History Objective Max Iteration Restarts Evaluations Function Change Gradient 0 0 4 29327.32795 . 11583.9 1 0 2 33917.845247 -4590.517296 11739.39 Optimization routine cannot improve the function value. Covariance Parameter Estimates Standard Cov Parm Subject Estimate Error UN(1,1) ID 17.6726 . UN(2,1) ID 1.4510 . UN(2,2) ID 33.5211 . SP(POW) ID 0.9000 . Residual 1415.97 . LOG ERROR: NRRIDG Optimization cannot be completed. NOTE: Optimization routine cannot improve the function value. NOTE: PROCEDURE GLIMMIX used (Total process time): real time 1.43 seconds cpu time 1.37 seconds C) CODE (Dual Quasi-Newton with random intercept) proc glimmix data=data2 ORDER=Data ; class id sex age xtime; model vas = time time*time sex age sex*age sex*time age*time sex*age*time sex*time*time age*time*time sex*age*time*time / ddfm=kr s cl ; random int time time*time/ subject=id type=un v; random _residual_ / sub=id type=sp(pow)(xtime); run; Model information remains same Dimensions G-side Cov. Parameters 6 R-side Cov. Parameters 2 Columns in X 27 Columns in Z per Subject 3 Subjects (Blocks in V) 280 Max Obs per Subject 12 Optimization Information Optimization Technique Dual Quasi-Newton Parameters in Optimization 7 Lower Boundaries 4 Upper Boundaries 1 Fixed Effects Profiled Residual Variance Profiled Starting From Data Iteration History Objective Max Iteration Restarts Evaluations Function Change Gradient 0 0 4 30662.837656 . 8506.067 1 0 5 28668.856677 1993.9809793 2199.816 2 0 58 26208.493502 2460.3631744 263595.8 3 0 5 26208.485885 0.00761685 270900.4 4 0 3 26188.347277 20.13860824 308956.5 5 0 4 26158.678073 29.66920398 616998 6 0 5 26140.803057 17.87501606 654371.3 7 0 5 26124.120621 16.68243649 688251 8 0 5 26107.310639 16.80998203 722089.4 9 0 5 26090.520122 16.79051661 755560.3 10 0 5 26073.888382 16.63173957 788085.5 11 0 5 26057.541672 16.34671061 818876.5 12 0 5 26041.594314 15.94735789 846943.3 13 0 5 26026.150001 15.44431333 871095.6 14 0 5 26011.302731 14.84726934 889940.6 15 0 2 25964.073338 47.22939308 11515841 16 1 20 25867.099209 96.97412875 635971.6 17 1 3 25828.607906 38.49130370 51872.11 18 1 11 25635.995456 192.61245002 6136433 19 1 7 25632.646006 3.34945002 13163228 20 1 6 25628.79396 3.85204595 13931469 21 1 3 25605.60941 23.18454998 10127958 22 1 3 25568.842337 36.76707290 4627900 . . . . 80 2 5 23953.312146 0.00000207 63380.05 81 2 4 23953.311488 0.00065810 59514.87 82 2 3 23953.311486 0.00000236 53165.53 Convergence criterion (GCONV=1E-8) satisfied. Estimated G matrix is not positive definite. Covariance Parameter Estimates Standard Cov Parm Subject Estimate Error UN(1,1) ID 9.86E-22 . UN(2,1) ID -3.9026 0.8652 UN(2,2) ID 2.4122 0.2092 UN(3,1) ID 0.2268 0.06188 UN(3,2) ID -0.1050 0.008000 UN(3,3) ID 7.877E-8 . SP(POW) ID 0.09958 0.01372 Residual 140.27 4.8014 LOG NOTE: Convergence criterion (GCONV=1E-8) satisfied. NOTE: At least one element of the gradient is greater than 1e-3. NOTE: Estimated G matrix is not positive definite. NOTE: PROCEDURE GLIMMIX used (Total process time): real time 25.57 seconds cpu time 25.30 seconds D) CODE (Dual Quasi-Newton without random intercept) proc glimmix data=data2 ORDER=Data ; class id sex age xtime; model vas = time time*time sex age sex*age sex*time age*time sex*age*time sex*time*time age*time*time sex*age*time*time / ddfm=kr s cl ; random time time*time/ subject=id type=un v; random _residual_ / sub=id type=sp(pow)(xtime); run; Model information remains same Dimensions G-side Cov. Parameters 3 R-side Cov. Parameters 2 Columns in X 27 Columns in Z per Subject 2 Subjects (Blocks in V) 280 Max Obs per Subject 12 Optimization Information Optimization Technique Dual Quasi-Newton Parameters in Optimization 4 Lower Boundaries 3 Upper Boundaries 1 Fixed Effects Profiled Residual Variance Profiled Starting From Data Iteration History Objective Max Iteration Restarts Evaluations Function Change Gradient 0 0 4 29327.32795 . 11583.9 1 0 5 29281.411327 45.91662314 12868.42 2 0 5 29240.295101 41.11622587 14297.88 3 0 70 26042.998139 3197.2969629 5.6897E9 4 0 4 25979.595376 63.40276297 9.877E8 5 0 3 25957.25277 22.34260529 1.139E10 6 0 3 25939.317553 17.93521689 1.29E10 7 0 18 25841.391645 97.92590789 7.1394E8 8 0 11 25819.989261 21.40238439 9.1343E8 9 0 10 25767.475697 52.51356388 1.5118E9 10 0 6 25765.64274 1.83295751 2.6814E9 11 0 4 25735.316611 30.32612824 3.7442E9 12 0 2 25707.023322 28.29328991 7.3018E9 13 0 2 25665.354323 41.66899876 1.3357E9 14 0 5 25649.042009 16.31231406 5.624E9 15 0 4 25599.39337 49.64863832 1.5771E9 16 0 3 25591.215318 8.17805200 4.4921E9 17 0 4 25575.47631 15.73900814 1.106E10 18 0 2 25550.179798 25.29651182 3.693E9 19 0 5 25522.241508 27.93829080 6.2534E9 20 0 3 25496.791043 25.45046438 6.5937E9 21 0 2 25471.721861 25.06918217 2.1984E9 22 0 9 25439.671707 32.05015405 2.8937E9 . . . 130 0 2 24125.065516 22.98137596 1.1381E8 131 0 3 24112.207432 12.85808339 1.2729E8 132 0 5 24107.301953 4.90547927 55729947 133 0 3 24106.054818 1.24713534 50910488 134 0 3 24105.477952 0.57686577 9767172 135 0 3 24105.407721 0.07023051 993324.6 136 0 3 24105.40601 0.00171169 106808.8 137 0 3 24105.405963 0.00004618 89331.43 Convergence criterion (GCONV=1E-8) satisfied. Estimated G matrix is not positive definite. LOG NOTE: Convergence criterion (GCONV=1E-8) satisfied. NOTE: At least one element of the gradient is greater than 1e-3. NOTE: Estimated G matrix is not positive definite. NOTE: PROCEDURE GLIMMIX used (Total process time): real time 29.81 seconds cpu time 29.12 seconds I hope my presentation of above facts is clear. Please let me know if i can provide any additional information. Thanks. Regards, Sandhu
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