Re: convergence question

From: Arthur Gilmour <arthur.gilmour_at_AGRIC.NSW.GOV.AU>
Date: Thu, 9 Dec 2004 11:03:01 +1100

Dear Annette,

You can look in the .res file to see a little clearer what might be
as the sequence of parameter values should be reported there, and you
get some extra decimal places on the LogL.

You might well conclude that the analysis has effectively converged
given the large amount of data, even though it has not passed the test in

In the next version, big LogL values are reported with an offset so that
extra precision is visible.

Best wishes in the Name of Christ Jesus,
the Saviour of all who believe.

Arthur Gilmour PhD
Principal Research Scientist (Biometrics)
NSW Department of Primary Industries
Orange Agricultural Institute, Forest Rd, ORANGE, 2800, AUSTRALIA
fax: 02 6391 3899; 02 6391 3922 Australia +61
telephone work: 02 6391 3815; home: 02 6364 3288;
mobile: 04 2764 3288 (no reception at home)

ASREML website:
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Annette Winkelman <awinkelman_at_LIC.CO.NZ>
Sent by: ASReml users discussion group <ASREML-L_at_AGRIC.NSW.GOV.AU>
09/12/2004 09:58 AM
Please respond to ASReml users discussion group

        Subject: convergence question

ASReml Users,

I am running RR analyses of test day records and have found that the
log-likelihood is not converging. The data set contains 170,000+ cows and
650,000+ records. The manual indicates that convergence is presumed when
the log-likelihood changes less than 0.002* current iteration number and
the individual variance parameter estimates change less than 1%.

After 10 iterations the LogL did not converge so the analysis was
using the 'C' option on the command line. After ten more iterations the
output again contained the message: "Warning: LogL not converged".
However, the output showed no change in the LogL after these 10 additional

 Restarting iteration from previous solution
   1 LogL=-738973. S2= 1.6643 636602 df
   2 LogL=-738973. S2= 1.6643 636602 df
   3 LogL=-738973. S2= 1.6643 636602 df
   4 LogL=-738973. S2= 1.6643 636602 df
   5 LogL=-738973. S2= 1.6643 636602 df
   6 LogL=-738973. S2= 1.6643 636602 df
   7 LogL=-738973. S2= 1.6643 636602 df
   8 LogL=-738973. S2= 1.6643 636602 df
   9 LogL=-738973. S2= 1.6643 636602 df
  10 LogL=-738973. S2= 1.6643 636602 df

Additionally, the % change in parameters at the last iteration was 0 for
all parameter estimates.

Is a convergence criterion of "0.002* current iteration number"
given the size of the likelihoods shown above?


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Received on Thu Dec 09 2004 - 11:03:01 EST

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