convergence question

From: Annette Winkelman <awinkelman_at_LIC.CO.NZ>
Date: Thu, 9 Dec 2004 11:58:51 +1300

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 continued
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
iterations:

 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" appropriate
given the size of the likelihoods shown above?

Anne

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Received on Thu Dec 09 2004 - 11:58:51 EST

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