Using the REITERATE Algorithm Option |
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.