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

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auctor21
Posts: 13
Joined: Wed Nov 16, 2016 6:36 am

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

Post by auctor21 » Fri Aug 03, 2018 6:30 am

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 16 times
Is the solution increase the number of iteraton? Or Is there basical method?

Thank you for your help at all times.

ChrisCharlton
Posts: 1018
Joined: Mon Oct 19, 2009 10:34 am

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

Post by ChrisCharlton » Fri Aug 03, 2018 8:58 am

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/.

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