To specify the parameters for minimizing the objective function, select Iteration under Fit in the left pane of the model window.

Figure 47.35 Model Estimation Iteration

This right pane has the following controls and fields:

Method: options

specifies the Gauss method or Marquardt method. Gauss is the default.

For the Gauss method, the Gauss-Newton parameter-change vector for a system is computed at the end of each iteration. The objective function is then computed at the changed parameter values at the start of the next iteration. For the Marquardt method, at each iteration, the objective function is evaluated at the parameters changed by the Marquardt-Levenberg parameter-change vector. For more information about available methods of parameter estimation, see Chapter 18, "The MODEL Procedure" (SAS/ETS User’s Guide).

Maximum Iterations:

specifies the maximum number of Newton iterations performed at each observation and each replication of Monte Carlo simulations.

Maximum number of step halvings:

specifies the maximum number of subiterations allowed for an iteration. For the Gauss method, this value limits the number of step halvings. For the Marquardt method, this value limits the number of times step parameter can be increased. The default is MAXSUBITER=30. See Chapter 18, "The MODEL Procedure" (SAS/ETS User’s Guide), for more information.

Minimization Tuning

specifies the Convergence Criteria and Singularity Criteria.