Re[2]: offsets

From: KENNETH.G.KOWALSKI@monsanto.com Subject: Re[2]: offsets Date: 03 Mar 1999 08:51:10 -0600 Joseph, My experience is in direct contrast to what Vladimir has suggested. When estimates of the thetas for Eq [1] or [2] are numerically stable, both should lead to identical fits (same minimum value of ELS) since they are just two different parameterizations of the same model. However, when there is some numerical instability due to high correlations among the estimates of the thetas then centering (as in your Eq [1]) or scaling (dividing the covariate by some scale factor when covariates are included in a multiplicative form) should reduce the correlation among the estimates and lead to faster convergence. You might try fitting both parameterizations and see which converges more quickly. Of course, to make it a valid comparison, you need to set the starting values for THETA(1) and THETA(2) for the two parameterizations such that they yield the same value for ELS at the 0-th iteration. Ken