The DMREG Procedure
NLOPTIONS Statement
Specifies options for nonlinear optimizations. These options only apply to logistic regression
models.
NLOPTIONS nonlinear-option(s);
Nonlinear-Options
ABSCONV= number
Specifies an absolute function convergence criterion. ABSCONV= is a function of the
log-likelihood for the intercept-only model. The optimization is to maximize the log-likelihood.
Default:__Range:___number'>Default:
The default value is 1e-3 times the log-likelihood of the null model
(intercept-only model).
Range:
number > 0
ABSFCONV= number
Specifies an absolute function convergence criterion.
Default:
times the log-likelihood of the intercept-only model
Range:
number > 0
ABSGCONV= number
Specifies the absolute gradient convergence criterion.
Default:
1E-5
Range:
number > 0
ABSXCONV= number
Specifies the absolute parameter convergence criterion.
Default:
1E-8
Range:
number > 0
DAMPSTEP= number
Specifies that the initial step size value for each line search used by the QUANEW, CONGRA, or
NEWRAP techniques cannot be larger than the product of number and the step size value used in
the previous iteration.
Default:
2
Range:
number > 0
DIAHES
Forces the optimization algorithm (TRUREG, NEWRAP, or NRRIDG) to take advantage of the
diagonality.
FCONV= number
Specifies a function convergence criterion.
Default:
, where FDIGITS is the value of the FDIGITS= option.
Range:
number > 0
FCONV2= number
Specifies another function convergence criterion.
Default:
Range:
number > 0
FDIGITS= number
Specifies the number of accurate digits in evaluations of the objective function.
Default:
, where is the machine precision.
Range:
number > 0
FSIZE= number
Specifies the parameter of the relative function and relative gradient termination criteria.
Default:
0
Range:
number 0
GCONV= number
Specifies the relative gradient convergence criterion.
Default:
Range:
number > 0
GCONV2= number
Specifies another relative gradient convergence criterion.
Default:
0
Range:
number > 0
HESCAL= 0 | 1 | 2 |3
Specifies the scaling version of the Hessian or cross-product Jacobian matrix used in NRRIDG,
TRUREG, LEVMAR, NEWRAP, or DBLDOG optimization.
Default:
1 - for LEVMAR minimization technique
0 - for all others
INHESSIAN= number
Specifies how to define the initial estimate of the approximate Hessian for the quasi-Newton
techniques QUANEW and DBLDOG.
Range:
number 0
Default:
The default is to use a Hessian based on the initial estimates as the initial
estimate of the approximate Hessian. When r=0, the initial estimate of the
approximate Hessian is computed from the magnitude of the initial gradient.
INSTEP= number
Specifies a larger or smaller radius of the trust region used in the TRUREG, DBLDOG, and
LEVMAR algorithms.
Default:
1
Range:
number > 0
LINESEARCH= number
Specifies the line-search method for the CONGRA, QUANEW, and NEWRAP optimization
techniques.
Default:
2
Range:
1 number 8
LSPRECISION= number
Specifies the degree of accuracy that should be obtained by the second and third line-search
algorithms.
Default:
Table of Line-Search Precision Values
TECHNIQUE= UPDATE= LSPRECISION
VALUE
QUANEW
DBFGS,
BFGS
0.4
QUANEW
DDFP,
DFP
0.06
CONGRA
all
0.1
NEWRAP
no update
0.9
Range:
number > 0
MAXFUNC= number
Specifies the maximum number of function calls in the optimization process. The objective
function that is minimized is the negative log-likelihood.
Default:
125 for TRUREG, NRRIDG, and NEWRAP.
500 for QUANEW and DBLDOG.
1000 for CONGRA.
Range:
number > 0
MAXITER= number
Specifies the maximum number of iterations in the optimization process.
Default:
50 for TRUREG, NRRIDG and NEWRAP
200 for QUANEW and DBLDOG
400 for CONGRA
Range:
number > 0
MAXSTEP= number
Specifies the upper bound for the step length of the line-search algorithms.
Default:
The largest double precision value
Range:
number > 0