You can use the REITERATE a-option to perform additional iterations when PROC TRANSREG stops before the data have adequately converged. For example, suppose that you execute the following step:

proc transreg data=a;
   model mspline(y) = mspline(x1-x5);
   output out=b coefficients;
run;

If the transformations do not converge in the default 30 iterations, you can perform more iterations without repeating the first 30 iterations, as follows:

proc transreg data=b reiterate;
   model mspline(y) = mspline(x1-x5);
   output out=b coefficients;
run;

Note that a WHERE statement is not necessary to exclude the coefficient observations. They are automatically excluded because their _TYPE_ value is not SCORE.

You can also use the REITERATE a-option to specify starting values other than the original values for the transformations. Providing alternate starting points might help avoid local optima. Here are two examples:

proc transreg data=a;
   model rank(y) = rank(x1-x5);
   output out=b;
run;

proc transreg data=b reiterate;
   /* Use ranks as the starting point. */
   model mspline(y) = mspline(x1-x5);
   output out=c coefficients;
run;

data b;
   set a;
   array tx[6] ty tx1-tx5;
   do j = 1 to 6;
      tx[j] = normal(7);
   end;
run;

proc transreg data=b reiterate;
   /* Use a random starting point. */
   model mspline(y) = mspline(x1-x5);
   output out=c coefficients;
run;

Note that divergence with the REITERATE a-option, particularly in the second iteration, is not an error since the initial transformation is not required to be a valid member of the transformation family. When you specify the REITERATE a-option, the iteration does not terminate when the criterion change is negative during the first 10 iterations.