Lag Time Problem
From: peter.bonate@quintiles.com
Subject: Lag Time Problem
Date: Wed, 4 Apr 2001 12:04:19 -0500
I am having a problem with ADVAN4 TRANS4. I am running a 2-compartment model with proportional error model. Up to this point, everything has been running smooth. When I add a lagtime (ALAG1) to the model, I get the following error message:
MONITORING OF SEARCH:
0PROGRAM TERMINATED BY OBJ
ERROR IN CELS WITH INDIVIDUAL 1 ID= .10000000E+01
WEIGHTED SUM OF "SQUARED" INDIVIDUAL RESIDUALS IS INFINITE
MESSAGE ISSUED FROM ESTIMATION STEP
AT 0TH ITERATION, UPON EVALUATION OF GRADIENT
So what I did next was to add an additive error term to make an additive and proportional error model. The model converges with a decrease in the objective function of 13 points, but with R-matrix singularity - the additive EPS(2) term is 1E-13.
So next I tried fixing the EPS(2) term to a very small value, 0.0001. I still get R-matrix singularity.
Can anyone suggest something here.
Thanks.
Peter Bonate