Re: LogL Converged, Parameter Not Converged

Dear Subash,
Further to Brian's comments:

1) Having run 100 iterations, if you increase MAXIT to 300 but
otherwise leave the job unchanged, the first 100 iterations of the new
run will usually be identical to the first run (except the STEPSIZE
might be slightly different).

However, with !CONTINUE, ASReml reads back the .rsv file and so
starts the second run from where the first finished. Brian alluded to
the fact that for some XFA models with PSI going to the boundary,
CONTINUE can allow those PSI to be formally fixed at zero which may help
the rest of the iteration.

2) The message 'LogL Converged, Parameters Not converged' arises when
the likelihood value is changing very slightly (less than the
convergence criterion' but when ASReml looks at the % change of the
parameters, some have changed more than 1 %.

So, When I see that message, I do two things:
a) I look for which parameter has not converged: it will have % value
greater than zero in the variance component table of the .asr file.
Typically it is a very small component which is effectively zero.
b) Occasionally it is a pair of terms and the parameter estimates are
oscillating. This can be recognised by looking at the parameter history
reported in the .res file.

3) Failure to converge quickly occurs sometimes with US variance
structures when they are constrained Positive Definite, but the maximum
of the REML likelihood function occurs at a point outside the
constrained parameter space. Then ASReml will use EM steps to approach
the constrained REML solution, but this is notoriously slow.

4) XFA2 and XFA3 models are also sometimes slow to converge.

5) I do not just increase MAXIT unless I can see the job is converging
and just needs some more iterations. Often I will decide that while it
has not converged according to the criterian written into the program,
it has converged sufficient for my purposes.

6) If a few more iterations are required, I would use !CONTINUE
rather than waiting for ASReml to repeat a whole lot of work it has
already done once.

I trust this helps
 
On Sun, 2009-10-11 at 20:43 +1100, brian.cullis_at_INDUSTRY.NSW.GOV.AU
wrote:
>
> Dear subash
> I am trying to fit a linear mixed model for a Group Unbalanced Block
> design, and I get a warning message in the .ASR file as “LogL
> Converged, Parameters Not converged”. I increased the number of
> iterations from 30 to 100 and still got the same warning message.
> Then, I changed it to 300 and the model converged. So I thought it is
> safe to use a big number for !MAXIT and changed it to 500. I got the
> same warning message which, I thought, doesn’t make any sense for
> parameters to converge at 300 iterations but, not with 500 iterations.
> What could be the reason? The other question I had is, Should I use !
> CONTINUE option instead of increasing the number of iterations. How is
> it different from increasing the number of iterations using !MAXIT?
> What impact does it have on the run time?
>
> 1. This message prints out in some situations when a parameter may be
> small or poorly estimated - in the sense that the data may not support
> the model you are fitting. If you would like to sanitise the data for
> confidentiality reasons I would be most happy to try to run it for you
> to see what I can make of it
> 2. continue is often a more reasonable way to achieve convergence as
> some parameters may get fixed at boundary values etc
>
>
> warm regards
>
> Brian Cullis|Research Leader, Biometrics &
> Senior Principal Research Scientist |
> Industry & Investment NSW | Wagga Wagga Agricultural Institute | Pine
> Gully Road | Wagga Wagga NSW 2650 |
> PMB | Wagga Wagga NSW 2650
> T: 02 6938 1855 | M: 0439 448 591 | F: 02 6938 1809 | E:
> brian.cullis_at_industry.nsw.gov,au
> W: www.industry.nsw.gov.au |
>
> Visiting Professorial Fellow
> School of Mathematics and Applied Statistics
> Faculty of Informatics
> University of Wollongong
>
> Professor,
> Faculty of Agriculture, Food & Natural Resources
> The University of Sydney
>
> Adjunct Professor
> School of Computing and Mathematics
> Charles Sturt University
>
>
>
>
>
>
> This message is intended for the addressee named and may contain confidential information. If you are not the intended recipient, please delete it and notify the sender. Views expressed in this message are those of the individual sender, and are not necessarily the views of their organisation.

-- 
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Adjunct Professor
School of Computing and Mathematics
Charles Sturt University
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