The GLIMMIX Procedure
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Overview
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Getting Started
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SyntaxPROC GLIMMIX StatementBY StatementCLASS StatementCODE StatementCONTRAST StatementCOVTEST StatementEFFECT StatementESTIMATE StatementFREQ StatementID StatementLSMEANS StatementLSMESTIMATE StatementMODEL StatementNLOPTIONS StatementOUTPUT StatementPARMS StatementRANDOM StatementSLICE StatementSTORE StatementWEIGHT StatementProgramming StatementsUser-Defined Link or Variance Function
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DetailsGeneralized Linear Models TheoryGeneralized Linear Mixed Models TheoryGLM Mode or GLMM ModeStatistical Inference for Covariance ParametersDegrees of Freedom MethodsEmpirical Covariance (Sandwich) EstimatorsExploring and Comparing Covariance MatricesProcessing by SubjectsRadial Smoothing Based on Mixed ModelsOdds and Odds Ratio EstimationParameterization of Generalized Linear Mixed ModelsResponse-Level Ordering and ReferencingComparing the GLIMMIX and MIXED ProceduresSingly or Doubly Iterative FittingDefault Estimation TechniquesDefault OutputNotes on Output StatisticsODS Table NamesODS Graphics
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ExamplesBinomial Counts in Randomized BlocksMating Experiment with Crossed Random EffectsSmoothing Disease Rates; Standardized Mortality RatiosQuasi-likelihood Estimation for Proportions with Unknown DistributionJoint Modeling of Binary and Count DataRadial Smoothing of Repeated Measures DataIsotonic Contrasts for Ordered AlternativesAdjusted Covariance Matrices of Fixed EffectsTesting Equality of Covariance and Correlation MatricesMultiple Trends Correspond to Multiple Extrema in Profile LikelihoodsMaximum Likelihood in Proportional Odds Model with Random EffectsFitting a Marginal (GEE-Type) ModelResponse Surface Comparisons with Multiplicity AdjustmentsGeneralized Poisson Mixed Model for Overdispersed Count DataComparing Multiple B-SplinesDiallel Experiment with Multimember Random EffectsLinear Inference Based on Summary Data
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Iteration History
The “Iteration History” table describes the progress of the estimation process. In singly iterative methods, the table displays the following:
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the iteration count,
Iteration -
the number of restarts,
Restarts -
the number of function evaluations,
Evaluations -
the objective function,
Objective -
the change in the objective function,
Change -
the absolute value of the largest (projected) gradient,
MaxGradient
Note that the change in the objective function is not the convergence criterion monitored by the GLIMMIX procedure. PROC GLIMMIX tracks several convergence criteria simultaneously; see the ABSCONV=, ABSFCONV=, ABSGCONV=, ABSXCONV=, FCONV=, or GCONV= option in the NLOPTIONS statement.
For doubly iterative estimation methods, the “Iteration History” table does not display the progress of the individual optimizations; instead, it reports on the progress of the outer iterations. Every row of the table then corresponds to an update of the linearization, the computation of a new set of pseudo-data, and a new optimization. In the listing, PROC GLIMMIX displays the following:
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the optimization count,
Iteration -
the number of restarts,
Restarts -
the number of iterations per optimization,
Subiterations -
the change in the parameter estimates,
Change -
the absolute value of the largest (projected) gradient at the end of the optimization,
MaxGradient
By default, the change in the parameter estimates is expressed in terms of the relative PCONV criterion. If you request an absolute criterion with the ABSPCONV option of the PROC GLIMMIX statement, the change reflects the largest absolute difference since the last optimization.
If you specify the ITDETAILS option in the PROC GLIMMIX statement, parameter estimates and their gradients are added to the “Iteration History” table. For ODS purposes, the name of the “Iteration History” table is “IterHistory.”