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WARNING: IGLS algorithm failed to converge. Increase the number of iteration option

Posted: Fri Aug 03, 2018 6:30 am
by auctor21
Sincerely ask for help

When I run the runmlwin with stata and mlwin for analysis mcmc model,
I got the message like file the above Subject.
WARNING: IGLS algorithm failed to converge. Increase the number of iteration option

And continually I got the message like file
Error message
problem.png
problem.png (19.03 KiB) Viewed 3857 times
Is the solution increase the number of iteraton? Or Is there basical method?

Thank you for your help at all times.

Re: WARNING: IGLS algorithm failed to converge. Increase the number of iteration option

Posted: Fri Aug 03, 2018 8:58 am
by ChrisCharlton
The usual cause of this message is that the starting values for one or more of the higher level co-variance matrices are non-positive-definite (i.e. cannot be inverted). As these are used as priors this prevents the estimation from continuing. The most likely solution would be to specify your own starting values for this co-variance matrix, for examples of how to do this see chapter 5 of the MCMC manual replication materials at http://www.bristol.ac.uk/cmm/software/r ... /examples/.