Re: Help! SAS NLMIXED. The final Hessian matrix is not positive definite?

In article <7be73fbf87ed0@uwe>, sphuang via MathKB.com <u39394@uwe> wrote:
Hi, there,
I am currently running sas PROC NLMIXED to analyze my data. My sample are 27
animals. Their running speed were reperatedly measured at 9 temperature
treatments. The running speed is tested whether it can be predicted by
temperatues using a logistic-expotential function. Therefore, the function I
wrote in SAS code is an logistic-expotential.
My sas code is listed as following text(A). The problem I faced is that there
is a warning in log page, which is as following text(B). Could anyone give me
any suggestion to patch it on? any suggestions would be highly appreciated.
many many thanks.

Shu-Ping

<text(A), My sas code:
<proc nlmixed data= sprint_30s method=firo ;
<parms b1=0.04 b6=4.5 b2=0.2 b4=0.2 U1=0 U2=0 VAR=0.1 t11=0.1 t22=0 t12=0;
<bounds VAR>=0;
<LOW=1/(0.015+U1+b6*exp(-b2*(Temp-2))); HIGH=1-exp(b4*(Temp-43.1)+U2);
<pred=b1*LOW*HIGH;
<VAR1=t11*t11;
<cov12=t11*t12;
<VAR2=t12*t12+t22*t22;
<model speed_m~normal (pred,VAR);
<random U1 U2 ~normal ([0,0],[VAR1, cov12,VAR2]) subject=ID;
<run;

<text B:
<WARNING: The final Hessian matrix is not positive definite, and therefore the
<estimated
< covariance matrix is not full rank and may be unreliable. The
<variance of some
< parameter estimates is zero or some parameters are linearly related
<to other
< parameters.

If the Hessian matrix is not positive definite, either
one is at an end point in at least one of the parameters,
or the matrix is singular, which may be due to computer
roundoff, or one is at a stationary point not a maximum
of the likelihood.

It will be necessary for someone who understands the
mathematics involved and has the time to look at the
numbers produced by the routine, and possibly more.
--
This address is for information only. I do not claim that these views
are those of the Statistics Department or of Purdue University.
Herman Rubin, Department of Statistics, Purdue University
hrubin@xxxxxxxxxxxxxxx Phone: (765)494-6054 FAX: (765)494-0558
.

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