Linear Mixed Models Estimation

Method. Select the maximum likelihood or restricted maximum likelihood estimation.

Iterations: The following options are available:

  • Maximum iterations. Specify a non-negative integer.
  • Maximum step-halvings. At each iteration, the step size is reduced by a factor of 0.5 until the log-likelihood increases or maximum step-halving is reached. Specify a positive integer.
  • Print iteration history for every n step(s). Displays a table containing the log-likelihood function value and parameter estimates at every n iteration beginning with the 0th iteration (the initial estimates). If you choose to print the iteration history, the last iteration is always printed regardless of the value of n.

Log-likelihood Convergence. Convergence is assumed if the absolute change or relative change in the log-likelihood function is less than the value specified, which must be non-negative. The criterion is not used if the value specified equals 0.

Parameter Convergence. Convergence is assumed if the maximum absolute change or maximum relative change in the parameter estimates is less than the value specified, which must be non-negative. The criterion is not used if the value specified equals 0.

Hessian Convergence. For the Absolute specification, convergence is assumed if a statistic based on the Hessian is less than the value specified. For the Relative specification, convergence is assumed if the statistic is less than the product of the value specified and the absolute value of the log-likelihood. The criterion is not used if the value specified equals 0.

Maximum scoring steps. Requests to use the Fisher scoring algorithm up to iteration number n. Specify a non-negative integer.

Singularity tolerance. This value is used as the tolerance in checking singularity. Specify a positive value.

Specifying Estimation Criteria for Linear Mixed Models

This feature requires the Advanced Statistics option.

  1. From the menus choose:

    Analyze > Mixed Models > Linear...

  2. Optionally, select subjects and repeated variables, and then click Continue.
  3. In the Linear Mixed Models dialog box, click Estimation.
  4. Select the estimation criteria that you want.