Iteration Criteria for NLR (NLR command)

The NLR procedure uses an adaptation of subroutine LMSTR from the MINPACK package by Garbow et al. Because the NLR algorithm differs substantially from CNLR, the CRITERIA subcommand for NLR has a different set of keywords.

NLR computes parameter estimates by using the Levenberg-Marquardt method. At each iteration, NLR evaluates the estimates against a set of control criteria. The iterative calculations continue until one of five cutoff points is met, at which point the iterations stop and the reason for stopping is displayed.

The CRITERIA subcommand has the following keywords when used with NLR:

ITER n. Maximum number of major and minor iterations allowed. Specify any positive integer for n. The default is 100 iterations per parameter. If the search for a solution stops because this limit is exceeded, NLR issues a warning message.

SSCON n. Convergence criterion for the sum of squares. Specify any non-negative number for n. The default is 1E-8. If successive iterations fail to reduce the sum of squares by this proportion, the procedure stops. Specify 0 to disable this criterion.

PCON n. Convergence criterion for the parameter values. Specify any non-negative number for n. The default is 1E-8. If successive iterations fail to change any of the parameter values by this proportion, the procedure stops. Specify 0 to disable this criterion.

RCON n. Convergence criterion for the correlation between the residuals and the derivatives. Specify any non-negative number for n. The default is 1E-8. If the largest value for the correlation between the residuals and the derivatives equals this value, the procedure stops because it lacks the information that it needs to estimate a direction for its next move. This criterion is often referred to as a gradient convergence criterion. Specify 0 to disable this criterion.

Example

MODEL PROGRAM A=.5 B=1.6.
COMPUTE PRED=A*SPEED**B.
NLR STOP /CRITERIA=ITER(80) SSCON=.000001.
  • CRITERIA changes two of the five cutoff values affecting iteration, ITER and SSCON, and leaves the remaining three, PCON, RCON, and CKDER, at their default values.