Re: LogL Converged, Parameter Not Converged

Dear Dr Gilmour,

I am still trying to understand how this !CONTINUE works and I apologize, if in the process, I am asking the same questions over and over.

It seems to me that for the qualifier !CONTINUE to work, the .rsv file must be sitting there. Does this mean that I have to run the program twice each time I see this message of Parameter Not Converged? If that is the case, is there a way to tell ASREML to do this automatically.

Also, is it safe to use the outputs like the Least Squared Means (BLUPS), standared erros of the LSM (BLUPS) etc., with this warning message?

Best regards,

-Subash
314-694-6364
 

-----Original Message-----
From: ASReml users discussion group [mailto:ASREML-L_at_DPI.NSW.GOV.AU] On Behalf Of Arthur Gilmour
Sent: Tuesday, October 13, 2009 12:15 AM
To: ASREML-L_at_DPI.NSW.GOV.AU
Subject: Re: LogL Converged, Parameter Not Converged

Dear Subash,

!CONTINUE means CONTINUE from the point were the last run terminated
by retrieving the variance parameters held in the .rsv file and using
them
as initial values.

!CONTINUE does not change anything else.

If you had !MAXIT 300 and iteration stopped at some point before 300
iterations, then I would expect it would stop at the same point if you
had !MAXIT 500 if that was the ONLY change to the code.

However, if you had !MAXIT 300 and it stopped after 300 iterations,
I would suspect it stopped because it reached 300, in which case if you
had !MAXIT 500, it would keep going.

The default value of the stepsize parameter does depend slightly on the
MAXIT parameter so there is a small chance that the iteration sequence
might be slightly different.

I am surprised that the example below would take more than 300
iterations to converge. It seems to be 2 reps of 26 treatments
divided into 2 groups, in which case it would be fairly orthogonal.
And there is no other random term for REP.GROUP1 to oscillate with,
especially when REP gets fixed!

But it is a case where the variance component is small (Comp/SE is .32)
so a small change can represent a largish %change.

On Mon, 2009-10-12 at 09:55 -0500, KRISHNAMURTHY, SUBASH [AG/1000]
wrote:
> Dear Dr. Gilmour,
>
> This certainly helps.
>
> How long does ASREML continue to iterate with the !CONTINUE qualifier? The % change for one of the parameters was -1 as shown below;
>
> Source Model terms Gamma Component Comp/SE % C
> REP 2 2 0.101193E-06 0.310276E-07 0.00 0 B
> REP.GROUP1 4 4 0.485443E-01 0.148846E-01 0.32 -1 P
> Variance 52 27 1.00000 0.306618 3.50 0 P
>
> For this dataset the model parameters converged with the !CONTINUE qualifier, as confirmed by Dr Cullis.
>
> I am still confused with the fact that the model parameters converged with 300 iterations and not with 500 iterations.
>
> Best Regards,
> -Subash
> 314-694-6364
>
>
> -----Original Message-----
> From: ASReml users discussion group [mailto:ASREML-L_at_DPI.NSW.GOV.AU] On Behalf Of Arthur Gilmour
> Sent: Sunday, October 11, 2009 5:03 PM
> To: ASREML-L_at_DPI.NSW.GOV.AU
> Subject: 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.

-- 
Best Wishes,
Arthur Gilmour
Adjunct Professor
School of Computing and Mathematics
Charles Sturt University
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