Another(?) ADVAN5 Problem
VAX/VMS is not IEEE-based, that is, the precision of calculations is less than
on other systems. Probably Sun is IEEE-based (as is IBM, for example).
I try to circumvent these kind of errors by trying different sets of initial
estimates for the thetas. After a while iterations start, and one can try to
guess a certain direction.
(I work with the same version of VMS).
I hope this is of some help.