* 28 **** problem e1 **** * 10 Example Frome '84 pp. 8-10 (Table 2, In-Vitro Dose Response, 192 Ir radiation) * 7 Run 1: calling DGLG with PS = 2 I INITIAL X(I) D(I) 1 .499434E-01 .963E+02 2 .578438E-01 .259E+03 IT NF F RELDF PRELDF RELDX MODEL STPPAR D*STEP NPRELDF 0 1 .486E+03 1 2 .486E+03 .49E-03 .49E-03 .2E-01 G .2E+00 .9E+00 .67E-03 2 3 .486E+03 .13E-03 .14E-03 .2E-01 G .0E+00 .9E+00 .14E-03 3 4 .486E+03 .25E-06 .25E-06 .8E-03 G .0E+00 .3E-01 .25E-06 4 5 .486E+03 .14E-11 .14E-11 .2E-05 G .0E+00 .8E-04 .14E-11 ***** RELATIVE FUNCTION CONVERGENCE ***** FUNCTION .486108E+03 RELDX .201E-05 FUNC. EVALS 5 GRAD. EVALS 5 PRELDF .145E-11 NPRELDF .145E-11 I FINAL X(I) D(I) G(I) 1 .359307E-01 .102E+03 -.165E-07 2 .621812E-01 .259E+03 -.131E-07 3 EXTRA FUNC. EVALS FOR COVARIANCE AND DIAGNOSTICS. 3 EXTRA GRAD. EVALS FOR COVARIANCE AND DIAGNOSTICS. SQRT(RECIPROCAL CONDITION OF F.D. HESSIAN) = AT MOST .20 COVARIANCE = H**-1, WHERE H = FINITE-DIFFERENCE HESSIAN ROW 1 .304E-03 ROW 2 -.990E-04 .472E-04 REGRESSION DIAGNOSTIC = 0.5 * G(I)**T * H(I)**-1 * H * H(I)**-1 * G(I)... .678E-01 .122E-01 .678E-01 .312E-02 .122E-01 .580E-01 .312E-02 .839E-04 .117E-01 .839E-04 .746E-02 .100 .183E-05 .203E-02 .843E-02 .147 .109E-01 .210E-01 .215E-02 .967E-01 DEVIANCE = 12.6690951 * 28 **** problem e2.2 **** * 10 Data for model (2.2) in Frome '84. * 7 Run 2: calling DGLG with PS = 3 I INITIAL X(I) D(I) 1 .353130E+01 .520E+01 2 .359229E+01 .122E+02 3 .227780E+01 .724E+01 IT NF F RELDF PRELDF RELDX MODEL STPPAR D*STEP NPRELDF 0 1 -.865E+04 1 3 -.865E+04 .17E-03 .17E-03 .2E-01 G .5E+00 .1E+01 .29E-03 2 4 -.865E+04 .11E-03 .11E-03 .3E-01 G .0E+00 .3E+01 .11E-03 3 5 -.865E+04 .11E-06 .11E-06 .6E-03 G .0E+00 .5E-01 .11E-06 4 6 -.865E+04 .19E-12 .19E-12 .8E-06 G .0E+00 .9E-04 .19E-12 ***** RELATIVE FUNCTION CONVERGENCE ***** FUNCTION -.865021E+04 RELDX .832E-06 FUNC. EVALS 6 GRAD. EVALS 5 PRELDF .188E-12 NPRELDF .188E-12 I FINAL X(I) D(I) G(I) 1 .285932E+01 .544E+01 -.500E-09 2 .379915E+01 .121E+02 -.624E-09 3 .225735E+01 .713E+01 .240E-09 4 EXTRA FUNC. EVALS FOR COVARIANCE AND DIAGNOSTICS. 4 EXTRA GRAD. EVALS FOR COVARIANCE AND DIAGNOSTICS. SQRT(RECIPROCAL CONDITION OF F.D. HESSIAN) = AT MOST .25 COVARIANCE = H**-1, WHERE H = FINITE-DIFFERENCE HESSIAN ROW 1 .944E-01 ROW 2 -.344E-01 .200E-01 ROW 3 -.271E-02 .455E-02 .215E-01 REGRESSION DIAGNOSTIC = 0.5 * G(I)**T * H(I)**-1 * H * H(I)**-1 * G(I)... .304E-01 .122E-02 .195 .178E-01 .831E-01 .482E-01 .131 .394E-01 .477E-01 .202E-01 .434E-01 .173E-01 .294E-02 .358E-01 .506E-01 .268E-01 .108E-02 .348E-01 1.39 .835E-01 .577E-02 .185 .411E-02 .108E-01 .236E-01 .224 .369E-04 DEVIANCE = 29.9589608 * 28 **** problem e2.6 **** * 10 Data for model (2.6) in Frome '84. * 7 Run 3: calling DGLG with PS = 3 I INITIAL X(I) D(I) 1 .800000E+01 .713E+01 2 .100000E+01 .220E+02 3 .310000E+01 .362E+01 IT NF F RELDF PRELDF RELDX MODEL STPPAR D*STEP NPRELDF 0 1 -.796E+04 1 4 -.820E+04 .30E-01 .30E-01 .2E-01 G .1E+02 .4E+01 .13E+00 2 5 -.860E+04 .47E-01 .57E-01 .1E+00 G .1E+01 .1E+02 .77E-01 3 6 -.863E+04 .27E-02 .40E-02 .1E+00 S .0E+00 .2E+02 .40E-02 4 7 -.865E+04 .27E-02 .34E-02 .6E-01 S .0E+00 .1E+02 .34E-02 5 8 -.865E+04 .23E-03 .18E-03 .2E-01 S .0E+00 .2E+01 .18E-03 6 9 -.865E+04 .19E-04 .17E-04 .6E-02 G .0E+00 .1E+01 .17E-04 7 10 -.865E+04 .59E-06 .58E-06 .1E-02 S .0E+00 .1E+00 .58E-06 8 11 -.865E+04 .15E-08 .14E-08 .5E-04 S .0E+00 .7E-02 .14E-08 9 12 -.865E+04 .31E-11 .31E-11 .2E-05 S .0E+00 .3E-03 .31E-11 ***** RELATIVE FUNCTION CONVERGENCE ***** FUNCTION -.865104E+04 RELDX .222E-05 FUNC. EVALS 12 GRAD. EVALS 10 PRELDF .313E-11 NPRELDF .313E-11 I FINAL X(I) D(I) G(I) 1 .542752E+01 .105E+02 -.756E-05 2 .271635E+00 .295E+02 -.265E-04 3 .740517E+01 .155E+01 .150E-05 4 EXTRA FUNC. EVALS FOR COVARIANCE AND DIAGNOSTICS. 4 EXTRA GRAD. EVALS FOR COVARIANCE AND DIAGNOSTICS. SQRT(RECIPROCAL CONDITION OF F.D. HESSIAN) = AT MOST .37E-01 COVARIANCE = H**-1, WHERE H = FINITE-DIFFERENCE HESSIAN ROW 1 .436E-01 ROW 2 -.114E-01 .469E-02 ROW 3 -.737E-01 -.450E-03 .805 REGRESSION DIAGNOSTIC = 0.5 * G(I)**T * H(I)**-1 * H * H(I)**-1 * G(I)... .485E-03 .145 .945E-02 .175E-01 .452E-01 .833E-03 .124E-01 .268E-02 .283E-01 .105 .219E-02 .755E-02 .578E-02 .174E-01 .455E-01 .352E-01 .669E-03 .868E-01 1.59 .372 .124 .395 .554E-03 .101E-02 .272E-01 .138 .426E-01 DEVIANCE = 28.2983767 * 28 **** problem e2.8 **** * 10 Data for model (2.8) in Frome '84. * 7 Run 4: calling DGLG with PS = 4 I INITIAL X(I) D(I) 1 .300000E+01 .517E+01 2 .200000E+01 .290E+02 3 .100000E+01 .916E+02 4 .300000E+01 .107E+02 IT NF F RELDF PRELDF RELDX MODEL STPPAR D*STEP NPRELDF 0 1 .113E+09 1 3 .105E+09 .72E-01 .74E-01 .6E-02 G .3E+07 .2E+01 .48E+05 2 5 .361E+08 .66E+00 .11E+01 .9E-01 G .2E+06 .2E+02 .44E+05 3 6 .307E+08 .15E+00 .56E+00 .1E+00 S .3E+00 .7E+04 .19E+02 4 8 .178E+08 .42E+00 .32E+00 .4E-01 S .6E+00 .2E+04 .22E+02 5 9 .104E+08 .42E+00 .37E+00 .8E-01 S .4E+00 .3E+04 .13E+02 6 10 .477E+07 .54E+00 .57E+00 .1E+00 S .4E+00 .3E+04 .99E+00 7 11 .262E+07 .45E+00 .31E+00 .3E+00 S .2E-01 .3E+04 .60E+00 8 12 .125E+07 .52E+00 .39E+00 .4E+00 S .6E-02 .3E+04 .45E+00 9 13 .600E+06 .52E+00 .42E+00 .6E+00 S .1E-01 .3E+04 .61E+00 10 14 .295E+06 .51E+00 .37E+00 .4E+00 S .0E+00 .1E+04 .37E+00 11 15 .142E+06 .52E+00 .39E+00 .4E+00 S .0E+00 .2E+04 .39E+00 12 16 .729E+05 .49E+00 .34E+00 .7E-01 S .0E+00 .4E+03 .34E+00 13 17 .390E+05 .47E+00 .32E+00 .1E+00 S .0E+00 .4E+03 .32E+00 14 18 .223E+05 .43E+00 .30E+00 .8E-01 S .0E+00 .2E+03 .30E+00 15 19 .144E+05 .36E+00 .25E+00 .7E-01 S .0E+00 .2E+03 .25E+00 16 20 .108E+05 .25E+00 .18E+00 .6E-01 S .0E+00 .1E+03 .18E+00 17 21 .930E+04 .14E+00 .10E+00 .5E-01 S .0E+00 .8E+02 .10E+00 18 22 .882E+04 .51E-01 .40E-01 .4E-01 S .0E+00 .5E+02 .40E-01 19 23 .872E+04 .12E-01 .99E-02 .4E-01 S .0E+00 .4E+02 .99E-02 20 24 .870E+04 .23E-02 .19E-02 .3E-01 S .0E+00 .3E+02 .19E-02 21 25 .870E+04 .20E-03 .20E-03 .1E-01 G .0E+00 .1E+02 .20E-03 22 26 .870E+04 .13E-04 .15E-04 .4E-02 G .0E+00 .3E+01 .15E-04 23 27 .870E+04 .12E-05 .12E-05 .8E-03 S .0E+00 .6E+00 .12E-05 24 28 .870E+04 .12E-08 .11E-08 .2E-04 S .0E+00 .2E-01 .11E-08 25 29 .870E+04 .13E-11 .14E-11 .5E-06 G .0E+00 .4E-03 .14E-11 ***** RELATIVE FUNCTION CONVERGENCE ***** FUNCTION .869542E+04 RELDX .540E-06 FUNC. EVALS 29 GRAD. EVALS 26 PRELDF .135E-11 NPRELDF .135E-11 I FINAL X(I) D(I) G(I) 1 .337698E+01 .557E+01 .601E-04 2 -.889796E+01 .301E+02 .131E-04 3 .829339E+00 .940E+02 -.623E-04 4 -.870603E+01 .997E+01 -.131E-04 5 EXTRA FUNC. EVALS FOR COVARIANCE AND DIAGNOSTICS. 5 EXTRA GRAD. EVALS FOR COVARIANCE AND DIAGNOSTICS. SQRT(RECIPROCAL CONDITION OF F.D. HESSIAN) = AT MOST .45E-01 COVARIANCE = H**-1, WHERE H = FINITE-DIFFERENCE HESSIAN ROW 1 .322E-01 ROW 2 -.452E-02 .509E-01 ROW 3 .972E-03 -.158E-01 .503E-02 ROW 4 -.260E-02 -.778E-02 .213E-02 .125E-01 REGRESSION DIAGNOSTIC = 0.5 * G(I)**T * H(I)**-1 * H * H(I)**-1 * G(I)... .362E-02 .794E-04 .274E-02 .294 .192 .128E-01 .545E-02 .722E-04 .274E-02 .101 .235E-03 .291E-06 .211 .543E-01 .195 .188E-01 3.72 .229 .246E-03 .185 .146E-05 .779 .825 .148E-01 .208E-02 .201E-02 .283E-02 .210E-01 .213E-01 .805E-03 DEVIANCE = 43.5094306 * 28 **** problem e3.1 **** * 10 Data for model (3.1) in Frome '84. * 7 Run 5: calling DGLG with PS = 2 I INITIAL X(I) D(I) 1 .317714E-01 .157E+03 2 .467588E-02 .550E+04 IT NF F RELDF PRELDF RELDX MODEL STPPAR D*STEP NPRELDF 0 1 .109E+04 1 2 .109E+04 .25E-03 .27E-03 .1E-01 G .1E+00 .9E+00 .28E-03 2 3 .109E+04 .18E-05 .18E-05 .1E-02 G .0E+00 .8E-01 .18E-05 3 4 .109E+04 .20E-10 .20E-10 .4E-05 G .0E+00 .2E-03 .20E-10 ***** RELATIVE FUNCTION CONVERGENCE ***** FUNCTION .108871E+04 RELDX .448E-05 FUNC. EVALS 4 GRAD. EVALS 4 PRELDF .196E-10 NPRELDF .196E-10 I FINAL X(I) D(I) G(I) 1 .266983E-01 .175E+03 -.143E-05 2 .477899E-02 .549E+04 -.527E-06 3 EXTRA FUNC. EVALS FOR COVARIANCE AND DIAGNOSTICS. 3 EXTRA GRAD. EVALS FOR COVARIANCE AND DIAGNOSTICS. SQRT(RECIPROCAL CONDITION OF F.D. HESSIAN) = AT MOST .28E-01 COVARIANCE = H**-1, WHERE H = FINITE-DIFFERENCE HESSIAN ROW 1 .435E-04 ROW 2 -.697E-06 .443E-07 REGRESSION DIAGNOSTIC = 0.5 * G(I)**T * H(I)**-1 * H * H(I)**-1 * G(I)... 9.78 .179 .326E-02 .677 .325 DEVIANCE = 6.03781877 * 28 **** problem e3.3 **** * 10 Data for model (3.3) in Frome '84. * 7 Run 6: calling DGLG with PS = 2 I INITIAL X(I) D(I) 1 .317714E-01 .251E+02 2 .467588E-02 .137E+04 IT NF F RELDF PRELDF RELDX MODEL STPPAR D*STEP NPRELDF 0 1 .171E+04 1 3 .162E+04 .53E-01 .53E-01 .2E+00 G .9E+01 .3E+01 .29E+00 2 5 .128E+04 .21E+00 .20E+00 .8E+00 G .5E+00 .2E+02 .28E+00 3 6 .113E+04 .12E+00 .13E+00 .4E+00 S .9E-01 .3E+02 .15E+00 4 7 .110E+04 .19E-01 .17E-01 .1E+00 S .0E+00 .2E+02 .17E-01 5 8 .110E+04 .10E-02 .95E-03 .3E-01 S .0E+00 .4E+01 .95E-03 6 9 .110E+04 .14E-04 .14E-04 .4E-02 S .0E+00 .6E+00 .14E-04 7 10 .110E+04 .77E-08 .77E-08 .9E-04 S .0E+00 .1E-01 .77E-08 8 11 .110E+04 .44E-13 .44E-13 .2E-06 S .0E+00 .3E-04 .44E-13 ***** RELATIVE FUNCTION CONVERGENCE ***** FUNCTION .110260E+04 RELDX .226E-06 FUNC. EVALS 11 GRAD. EVALS 9 PRELDF .444E-13 NPRELDF .444E-13 I FINAL X(I) D(I) G(I) 1 -.276204E+01 .191E+02 .293E-06 2 .307811E-01 .123E+04 .212E-04 3 EXTRA FUNC. EVALS FOR COVARIANCE AND DIAGNOSTICS. 3 EXTRA GRAD. EVALS FOR COVARIANCE AND DIAGNOSTICS. SQRT(RECIPROCAL CONDITION OF F.D. HESSIAN) = AT MOST .64E-02 COVARIANCE = H**-1, WHERE H = FINITE-DIFFERENCE HESSIAN ROW 1 .162E-01 ROW 2 -.229E-03 .389E-05 REGRESSION DIAGNOSTIC = 0.5 * G(I)**T * H(I)**-1 * H * H(I)**-1 * G(I)... 6.10 8.05 .801 .943 .405 DEVIANCE = 33.8225541 * 28 **** problem e3.5 **** * 10 Model (3.5), p. 25 of Frome '84 * 7 Run 7: calling DGLG with PS = 9 I INITIAL X(I) D(I) 1 .249281E+00 .615E+02 2 -.809728E-01 .391E+02 3 -.683860E-01 .570E+02 4 -.619460E-01 .464E+02 5 -.507099E-01 .382E+02 6 -.167601E-01 .429E+02 7 .218039E-02 .358E+02 8 .302952E-01 .287E+02 9 .629407E-01 .288E+02 IT NF F RELDF PRELDF RELDX MODEL STPPAR D*STEP NPRELDF 0 1 .150E+05 1 4 .143E+05 .49E-01 .49E-01 .1E+00 G .3E+02 .5E+01 .57E+00 2 6 .778E+04 .45E+00 .44E+00 .7E+00 G .9E+00 .6E+02 .55E+00 3 7 .495E+04 .36E+00 .32E+00 .5E+00 G .3E-01 .1E+03 .33E+00 4 8 .433E+04 .12E+00 .10E+00 .3E+00 G .0E+00 .8E+02 .10E+00 5 9 .422E+04 .26E-01 .23E-01 .2E+00 G .0E+00 .5E+02 .23E-01 6 10 .422E+04 .14E-02 .13E-02 .4E-01 G .0E+00 .1E+02 .13E-02 7 11 .422E+04 .49E-05 .49E-05 .2E-02 G .0E+00 .7E+00 .49E-05 8 12 .422E+04 .89E-10 .89E-10 .7E-05 G .0E+00 .3E-02 .89E-10 ***** RELATIVE FUNCTION CONVERGENCE ***** FUNCTION .421723E+04 RELDX .684E-05 FUNC. EVALS 12 GRAD. EVALS 9 PRELDF .893E-10 NPRELDF .893E-10 I FINAL X(I) D(I) G(I) 1 .258357E+01 .447E+02 .219E-06 2 -.361245E+01 .146E+02 .295E-06 3 -.316190E+01 .338E+02 .390E-07 4 -.307284E+01 .277E+02 .242E-07 5 -.297116E+01 .233E+02 .173E-07 6 -.280542E+01 .237E+02 .405E-07 7 -.265190E+01 .226E+02 .247E-07 8 -.241710E+01 .183E+02 .189E-07 9 -.220367E+01 .197E+02 .201E-07 10 EXTRA FUNC. EVALS FOR COVARIANCE AND DIAGNOSTICS. 10 EXTRA GRAD. EVALS FOR COVARIANCE AND DIAGNOSTICS. SQRT(RECIPROCAL CONDITION OF F.D. HESSIAN) = AT MOST .14 COVARIANCE = H**-1, WHERE H = FINITE-DIFFERENCE HESSIAN ROW 1 .491E-02 ROW 2 -.343E-02 .711E-02 ROW 3 -.344E-02 .240E-02 .329E-02 ROW 4 -.326E-02 .228E-02 .229E-02 .347E-02 ROW 5 -.314E-02 .219E-02 .220E-02 .209E-02 .386E-02 ROW 6 -.289E-02 .202E-02 .203E-02 .192E-02 .185E-02 .348E-02 ROW 7 -.293E-02 .205E-02 .206E-02 .195E-02 .188E-02 .173E-02 .371E-02 ROW 8 -.261E-02 .182E-02 .183E-02 .173E-02 .167E-02 .153E-02 .156E-02 .437E-02 ROW 9 -.246E-02 .172E-02 .172E-02 .163E-02 .157E-02 .145E-02 .147E-02 .130E-02 .380E-02 REGRESSION DIAGNOSTIC = 0.5 * G(I)**T * H(I)**-1 * H * H(I)**-1 * G(I)... .172E-06 .329E-04 .320E-01 .621E-03 .982E-02 .665E-02 .285 2.97 .177E-01 .485E-01 .181E-01 .866E-02 .348E-02 .148E-01 .538E-01 .425E-02 2.30 .116 .473E-01 .770E-01 .102E-03 .560E-02 .144E-01 .175E-01 .105 .992 .232 .133E-05 .198E-01 .478E-01 .284E-03 .833E-02 .370E-03 .133E-04 1.31 .112 .180E-03 .296E-01 .101E-01 .130E-02 .113E-02 .146E-01 .132 .308E-02 .110E-01 .159E-03 .638E-02 .241E-01 .994E-02 .193E-01 .378E-01 .105 .238 .199E-02 .287E-01 .619E-01 .382E-01 .320E-01 .658E-01 .488E-01 .631E-02 .149 .104 .163E-01 .124E-03 .116 .136 .607E-02 .279 .335E-01 6.06 .165E-01 DEVIANCE = 133.614611 * 28 **** problem ex1 **** * 10 PRLRT1.DAT: RC3- BIOMETRICS ( 1965 ) P. 613 * 7 Run 8: calling DGLG with PS = 2 I INITIAL X(I) D(I) 1 .157316E+03 .347E+00 2 -.813265E+02 .144E+00 IT NF F RELDF PRELDF RELDX MODEL STPPAR D*STEP NPRELDF 0 1 -.524E+04 1 3 -.524E+04 .29E-04 .29E-04 .1E-01 G .1E-01 .2E+01 .30E-04 2 4 -.524E+04 .12E-05 .12E-05 .3E-02 G .0E+00 .5E+00 .12E-05 3 5 -.524E+04 .87E-11 .87E-11 .6E-05 G .0E+00 .8E-03 .87E-11 ***** RELATIVE FUNCTION CONVERGENCE ***** FUNCTION -.523742E+04 RELDX .587E-05 FUNC. EVALS 5 GRAD. EVALS 4 PRELDF .874E-11 NPRELDF .874E-11 I FINAL X(I) D(I) G(I) 1 .162108E+03 .346E+00 -.670E-09 2 -.920828E+02 .144E+00 -.186E-09 3 EXTRA FUNC. EVALS FOR COVARIANCE AND DIAGNOSTICS. 3 EXTRA GRAD. EVALS FOR COVARIANCE AND DIAGNOSTICS. SQRT(RECIPROCAL CONDITION OF F.D. HESSIAN) = AT MOST .12 COVARIANCE = H**-1, WHERE H = FINITE-DIFFERENCE HESSIAN ROW 1 72.8 ROW 2 -164. 418. REGRESSION DIAGNOSTIC = 0.5 * G(I)**T * H(I)**-1 * H * H(I)**-1 * G(I)... .730E-01 .252 .160E-02 .231 .467E-01 .151 .352 .109E-01 .383E-01 .226E-01 .560 DEVIANCE = 14.1970648 * 28 **** problem ex2 **** * 10 PRLLT3.DAT: NELDER-WEDDERBURN (1972) P.378 * 7 Run 9: calling DGLG with PS = 9 I INITIAL X(I) D(I) 1 .503000E+00 .149E+02 2 .133298E+01 .700E+01 3 .169254E+01 .707E+01 4 .228643E+01 .768E+01 5 .203102E+01 .663E+01 6 -.184726E-01 .640E+01 7 .480529E-01 .648E+01 8 .864793E+00 .100E+02 9 -.173518E+00 .436E+02 IT NF F RELDF PRELDF RELDX MODEL STPPAR D*STEP NPRELDF 0 1 -.354E+03 1 2 -.355E+03 .28E-02 .27E-02 .2E-01 G .7E+00 .9E+00 .37E-02 2 3 -.355E+03 .11E-02 .11E-02 .4E-01 G .2E-01 .2E+01 .11E-02 3 4 -.355E+03 .15E-03 .14E-03 .4E-01 G .0E+00 .2E+01 .14E-03 4 5 -.355E+03 .39E-05 .38E-05 .4E-02 G .0E+00 .2E+00 .38E-05 5 6 -.355E+03 .13E-06 .14E-06 .1E-02 S .0E+00 .6E-01 .14E-06 6 7 -.355E+03 .56E-09 .65E-09 .2E-04 S .0E+00 .1E-02 .65E-09 7 8 -.355E+03 .14E-10 .14E-10 .8E-05 S .0E+00 .5E-03 .14E-10 ***** RELATIVE FUNCTION CONVERGENCE ***** FUNCTION -.355016E+03 RELDX .767E-05 FUNC. EVALS 8 GRAD. EVALS 8 PRELDF .140E-10 NPRELDF .140E-10 I FINAL X(I) D(I) G(I) 1 .356637E+00 .149E+02 -.135E-06 2 .137420E+01 .725E+01 -.369E-05 3 .186195E+01 .707E+01 .900E-06 4 .243910E+01 .779E+01 .150E-04 5 .250887E+01 .663E+01 .238E-05 6 .626834E-01 .646E+01 .579E-05 7 .603038E-01 .666E+01 -.306E-05 8 .837804E+00 .101E+02 -.104E-04 9 -.205107E+00 .443E+02 .172E-03 10 EXTRA FUNC. EVALS FOR COVARIANCE AND DIAGNOSTICS. 10 EXTRA GRAD. EVALS FOR COVARIANCE AND DIAGNOSTICS. SQRT(RECIPROCAL CONDITION OF F.D. HESSIAN) = AT MOST .28E-01 COVARIANCE = H**-1, WHERE H = FINITE-DIFFERENCE HESSIAN ROW 1 .141 ROW 2 -.884E-01 .910E-01 ROW 3 -.121 .893E-01 .143 ROW 4 -.147 .104 .150 .203 ROW 5 -.168 .115 .170 .214 .270 ROW 6 -.308E-01 .254E-02 .480E-02 .682E-02 .865E-02 .506E-01 ROW 7 -.288E-01 .132E-02 .236E-02 .333E-02 .437E-02 .264E-01 .508E-01 ROW 8 -.190E-01 -.377E-02 -.726E-02 -.102E-01 -.126E-01 .258E-01 .267E-01 .377E-01 ROW 9 .141E-01 -.753E-02 -.136E-01 -.184E-01 -.221E-01 -.145E-02 -.140E-02 .127E-03 .250E-02 REGRESSION DIAGNOSTIC = 0.5 * G(I)**T * H(I)**-1 * H * H(I)**-1 * G(I)... .230E-01 .261 .220E-01 1.63 .333E-02 .988E-03 4.61 1.64 .198 .930E-01 .277E-01 .267 1.06 .486 .258 .649 .194E-01 .108 .359 69.3 DEVIANCE = 14.0764184 * 28 **** problem ex3 **** * 10 PRNLT1.DAT: TILL AND MCCUL. (1961) DATA-- TARGET MODEL * 7 Run 10: calling DGLG with PS = 3 I INITIAL X(I) D(I) 1 .800000E+01 .264E+01 2 .100000E+01 .764E+02 3 .310000E+01 .550E+01 IT NF F RELDF PRELDF RELDX MODEL STPPAR D*STEP NPRELDF 0 1 -.584E+03 1 3 -.590E+03 .90E-02 .93E-02 .1E-01 G .5E+00 .2E+01 .11E-01 2 4 -.591E+03 .16E-02 .16E-02 .2E-01 G .0E+00 .4E+01 .16E-02 3 5 -.591E+03 .99E-05 .99E-05 .3E-03 G .0E+00 .7E-01 .99E-05 4 6 -.591E+03 .95E-09 .88E-09 .3E-04 G .0E+00 .6E-02 .88E-09 5 7 -.591E+03 .68E-11 .63E-11 .3E-05 G .0E+00 .5E-03 .63E-11 ***** RELATIVE FUNCTION CONVERGENCE ***** FUNCTION -.590639E+03 RELDX .256E-05 FUNC. EVALS 7 GRAD. EVALS 6 PRELDF .630E-11 NPRELDF .630E-11 I FINAL X(I) D(I) G(I) 1 .763642E+01 .291E+01 -.146E-07 2 .934106E+00 .852E+02 .338E-04 3 .289235E+01 .635E+01 -.115E-04 4 EXTRA FUNC. EVALS FOR COVARIANCE AND DIAGNOSTICS. 4 EXTRA GRAD. EVALS FOR COVARIANCE AND DIAGNOSTICS. SQRT(RECIPROCAL CONDITION OF F.D. HESSIAN) = AT MOST .10E-01 COVARIANCE = H**-1, WHERE H = FINITE-DIFFERENCE HESSIAN ROW 1 .869 ROW 2 -.146E-01 .169E-02 ROW 3 -.552 .277E-01 .611 REGRESSION DIAGNOSTIC = 0.5 * G(I)**T * H(I)**-1 * H * H(I)**-1 * G(I)... 2.58 .306 .385 .788 .396E-01 1.78 .569 DEVIANCE = 8.01739137 * 28 **** problem ex8-10 **** * 10 Example Frome '84 pp. 8-10 (Table 2, In-Vitro Dose Response, 192 Ir radiation) * 7 Run 11: calling DGLG with PS = 2 I INITIAL X(I) D(I) 1 .499434E-01 .963E+02 2 .578438E-01 .259E+03 IT NF F RELDF PRELDF RELDX MODEL STPPAR D*STEP NPRELDF 0 1 .486E+03 1 2 .486E+03 .49E-03 .49E-03 .2E-01 G .2E+00 .9E+00 .67E-03 2 3 .486E+03 .13E-03 .14E-03 .2E-01 G .0E+00 .9E+00 .14E-03 3 4 .486E+03 .25E-06 .25E-06 .8E-03 G .0E+00 .3E-01 .25E-06 4 5 .486E+03 .14E-11 .14E-11 .2E-05 G .0E+00 .8E-04 .14E-11 ***** RELATIVE FUNCTION CONVERGENCE ***** FUNCTION .486108E+03 RELDX .201E-05 FUNC. EVALS 5 GRAD. EVALS 5 PRELDF .145E-11 NPRELDF .145E-11 I FINAL X(I) D(I) G(I) 1 .359307E-01 .102E+03 -.165E-07 2 .621812E-01 .259E+03 -.131E-07 3 EXTRA FUNC. EVALS FOR COVARIANCE AND DIAGNOSTICS. 3 EXTRA GRAD. EVALS FOR COVARIANCE AND DIAGNOSTICS. SQRT(RECIPROCAL CONDITION OF F.D. HESSIAN) = AT MOST .20 COVARIANCE = H**-1, WHERE H = FINITE-DIFFERENCE HESSIAN ROW 1 .304E-03 ROW 2 -.990E-04 .472E-04 REGRESSION DIAGNOSTIC = 0.5 * G(I)**T * H(I)**-1 * H * H(I)**-1 * G(I)... .564 .313 .245E-01 4.06 DEVIANCE = 1.38059456 * 28 **** problem mn202 **** * 10 Example on p. 202 of McCullagh and Nelder * 7 Run 12: calling DGLG with PS = 7 I INITIAL X(I) D(I) 1 .100000E+01 .729E+01 2 .100000E+01 .952E-01 3 .400000E+02 .226E-02 4 .200000E+01 .191E+00 5 .220000E+02 .151E-01 6 .300000E+01 .125E+00 7 .320000E+02 .104E-01 IT NF F RELDF PRELDF RELDX MODEL STPPAR D*STEP NPRELDF 0 1 .310E+03 1 2 .272E+03 .12E+00 .17E+00 .4E-01 G .6E+02 .9E+00 .18E+01 2 4 .230E+03 .15E+00 .14E+00 .3E-01 G .8E+01 .9E+00 .14E+01 3 8 .188E+03 .18E+00 .20E+00 .1E+00 G .4E+01 .3E+01 .90E+00 4 10 .180E+03 .47E-01 .66E-01 .6E-01 G .1E+00 .9E+01 .20E+00 5 13 .177E+03 .11E-01 .14E-01 .2E-01 G .2E-01 .1E+02 .72E-01 6 14 .176E+03 .10E-01 .13E-01 .2E-01 G .2E-01 .1E+02 .54E-01 7 15 .172E+03 .19E-01 .19E+01 .2E-01 S .5E+01 .1E+02 .00E+00 8 18 .166E+03 .37E-01 .54E-01 .1E+00 S .7E-02 .3E+02 .11E+00 9 19 .159E+03 .45E-01 .33E-01 .3E+00 S .2E-02 .3E+02 .37E-01 10 20 .158E+03 .35E-02 .25E-01 .2E+00 S -.1E-01 .2E+02 .00E+00 11 24 .157E+03 .75E-02 .79E-02 .1E+00 G-S-G .3E-02 .9E+01 .85E-02 12 25 .157E+03 .14E-02 .25E-02 .2E+00 G .6E-04 .9E+01 .26E-02 13 28 .156E+03 .14E-02 .15E-02 .8E-01 G .3E-02 .1E+01 .16E-02 14 29 .156E+03 .87E-04 .88E-04 .1E+00 G .2E-02 .1E+01 .11E-03 15 31 .156E+03 .19E-04 .18E-04 .1E-01 G .2E-01 .2E+00 .33E-04 16 34 .156E+03 .73E-05 .69E-05 .3E-01 G .0E+00 .3E+00 .16E-04 17 36 .156E+03 .51E-05 .48E-05 .2E-01 G .1E-01 .2E+00 .96E-05 18 37 .156E+03 .32E-05 .51E-05 .5E-01 G .7E-03 .5E+00 .52E-05 19 38 .156E+03 .28E-05 .28E-05 .6E-02 G .0E+00 .8E-01 .28E-05 20 39 .156E+03 .25E-08 .22E-08 .1E-02 G .0E+00 .1E-01 .22E-08 21 40 .156E+03 .41E-10 .36E-10 .1E-03 G .0E+00 .1E-02 .36E-10 ***** RELATIVE FUNCTION CONVERGENCE ***** FUNCTION .156435E+03 RELDX .135E-03 FUNC. EVALS 40 GRAD. EVALS 22 PRELDF .359E-10 NPRELDF .359E-10 I FINAL X(I) D(I) G(I) 1 .974631E-01 .384E+02 -.552E-05 2 .131572E+02 .263E+00 -.281E-07 3 .446198E+02 .626E-01 .352E-08 4 .692185E+00 .126E+01 -.209E-06 5 .154166E+02 .498E-01 .115E-06 6 .135614E+01 .613E+00 -.727E-07 7 .327904E+02 .220E-01 .280E-08 8 EXTRA FUNC. EVALS FOR COVARIANCE AND DIAGNOSTICS. 8 EXTRA GRAD. EVALS FOR COVARIANCE AND DIAGNOSTICS. SQRT(RECIPROCAL CONDITION OF F.D. HESSIAN) = AT MOST .86E-04 COVARIANCE = H**-1, WHERE H = FINITE-DIFFERENCE HESSIAN ROW 1 .289E-01 ROW 2 -1.60 515. ROW 3 -4.65 .155E+04 .495E+04 ROW 4 -.874 -.567 -1.14 69.3 ROW 5 -15.6 -3.05 -8.09 .127E+04 .239E+05 ROW 6 -1.80 -1.08 -2.15 -.618E-01 -.382 287. ROW 7 -34.2 -5.46 -14.5 -.369 -3.41 .563E+04 .114E+06 REGRESSION DIAGNOSTIC = 0.5 * G(I)**T * H(I)**-1 * H * H(I)**-1 * G(I)... .118E-03 .267E-03 .360E-04 .241E-04 .291E-03 .466E-03 .932E-08 .437E-05 .149E-03 .259E-03 .365E-04 .780E-04 .339E-03 .709E-03 .336E-03 .113E-04 .405E-04 .734E-04 .286E-03 .467E-04 .194E-04 .809E-04 .129E-03 .351E-05 .200E-03 .268E-03 .419E-04 .132E-03 .104E-04 .917E-04 .238E-04 .407E-03 .122E-04 .570E-03 .243E-03 .202E-02 .611E-03 .307E-04 .513E-04 .123E-06 .197E-03 .460E-04 .321E-05 .341E-05 .275E-03 .373E-04 .992E-04 .113E-03 .745E-03 .374E-03 .985E-05 .216E-05 .398E-04 .630E-04 .603E-03 .389E-04 .307E-03 .113E-04 .444E-04 .317E-03 .328E-03 .236E-05 .492E-04 .143E-03 DEVIANCE = .19694389 * 28 **** problem mn202.1 **** * 10 Example on p. 202 of McCullagh and Nelder * 7 Run 13: calling DGLG with PS = 7 I INITIAL X(I) D(I) 1 .100000E+01 .535E+01 2 .200000E+01 .641E+00 3 .300000E+01 .427E+00 4 .400000E+01 .394E+00 5 .500000E+01 .300E+00 6 .600000E+01 .268E+00 7 .700000E+01 .223E+00 IT NF F RELDF PRELDF RELDX MODEL STPPAR D*STEP NPRELDF 0 1 .429E+03 1 3 .217E+03 .50E+00 .70E+00 .2E+00 G .2E+02 .4E+01 .31E+01 2 6 .181E+03 .16E+00 .17E+00 .1E+00 G .1E+02 .2E+01 .68E+00 3 7 .168E+03 .75E-01 .17E+00 .5E+00 G .4E+00 .7E+01 .27E+00 4 9 .163E+03 .25E-01 .23E-01 .1E+00 G .5E-03 .1E+02 .24E-01 5 10 .158E+03 .31E-01 .15E-01 .2E+00 G .5E-03 .1E+02 .15E-01 6 13 .157E+03 .93E-02 .83E-02 .2E+00 G .3E-02 .4E+01 .86E-02 7 15 .157E+03 .17E-02 .16E-02 .3E-01 G .4E+00 .5E+00 .21E-02 8 16 .156E+03 .52E-03 .51E-03 .4E-01 G .2E-01 .9E+00 .66E-03 9 17 .156E+03 .64E-04 .67E-04 .6E-01 G .9E-02 .8E+00 .16E-03 10 19 .156E+03 .38E-04 .42E-04 .6E-01 G .4E-02 .1E+01 .91E-04 11 20 .156E+03 .26E-04 .49E-04 .1E+00 G .1E-02 .2E+01 .56E-04 12 21 .156E+03 .20E-04 .34E-04 .9E-01 G .0E+00 .1E+01 .34E-04 13 22 .156E+03 .15E-04 .15E-04 .2E-01 G .0E+00 .2E+00 .15E-04 14 23 .156E+03 .11E-06 .11E-06 .2E-02 G .0E+00 .2E-01 .11E-06 15 24 .156E+03 .83E-10 .74E-10 .2E-03 G .0E+00 .2E-02 .74E-10 ***** RELATIVE FUNCTION CONVERGENCE ***** FUNCTION .156435E+03 RELDX .189E-03 FUNC. EVALS 24 GRAD. EVALS 16 PRELDF .736E-10 NPRELDF .736E-10 I FINAL X(I) D(I) G(I) 1 .974671E-01 .386E+02 -.121E-04 2 .131572E+02 .264E+00 -.616E-07 3 .446198E+02 .627E-01 .799E-08 4 .691862E+00 .127E+01 -.487E-06 5 .154106E+02 .502E-01 -.129E-06 6 .135613E+01 .611E+00 -.159E-06 7 .327903E+02 .221E-01 .381E-08 8 EXTRA FUNC. EVALS FOR COVARIANCE AND DIAGNOSTICS. 8 EXTRA GRAD. EVALS FOR COVARIANCE AND DIAGNOSTICS. SQRT(RECIPROCAL CONDITION OF F.D. HESSIAN) = AT MOST .86E-04 COVARIANCE = H**-1, WHERE H = FINITE-DIFFERENCE HESSIAN ROW 1 .289E-01 ROW 2 -1.60 515. ROW 3 -4.65 .155E+04 .495E+04 ROW 4 -.873 -.567 -1.14 69.3 ROW 5 -15.6 -3.05 -8.09 .127E+04 .239E+05 ROW 6 -1.80 -1.08 -2.15 -.618E-01 -.383 287. ROW 7 -34.2 -5.46 -14.5 -.371 -3.43 .563E+04 .114E+06 REGRESSION DIAGNOSTIC = 0.5 * G(I)**T * H(I)**-1 * H * H(I)**-1 * G(I)... .118E-03 .267E-03 .360E-04 .241E-04 .291E-03 .466E-03 .938E-08 .438E-05 .149E-03 .259E-03 .366E-04 .780E-04 .339E-03 .709E-03 .336E-03 .112E-04 .405E-04 .735E-04 .286E-03 .467E-04 .194E-04 .809E-04 .129E-03 .351E-05 .200E-03 .268E-03 .418E-04 .132E-03 .104E-04 .916E-04 .238E-04 .406E-03 .122E-04 .570E-03 .243E-03 .202E-02 .610E-03 .308E-04 .513E-04 .122E-06 .197E-03 .460E-04 .321E-05 .341E-05 .275E-03 .373E-04 .992E-04 .113E-03 .745E-03 .374E-03 .985E-05 .216E-05 .398E-04 .631E-04 .603E-03 .388E-04 .307E-03 .113E-04 .444E-04 .317E-03 .328E-03 .237E-05 .492E-04 .143E-03 DEVIANCE = .19694389 * 28 **** problem mn204 **** * 10 Example on p. 205 of McCullagh and Nelder * 7 Run 14: calling DGLG with PS = 4 I INITIAL X(I) D(I) 1 .100000E+01 .937E+01 2 .100000E+01 .176E+02 3 .100000E+01 .513E+01 4 .100000E+01 .582E+00 IT NF F RELDF PRELDF RELDX MODEL STPPAR D*STEP NPRELDF 0 1 .397E+04 1 5 .188E+04 .53E+00 .65E+00 .3E+00 G .1E+02 .1E+02 .19E+01 2 6 .150E+04 .20E+00 .23E+00 .7E+00 G .1E+00 .3E+02 .30E+00 3 8 .141E+04 .55E-01 .55E-01 .3E+00 G .1E-01 .4E+02 .83E-01 4 9 .136E+04 .39E-01 .36E-01 .3E+00 G .0E+00 .6E+02 .36E-01 5 10 .136E+04 .12E-02 .12E-02 .4E-01 G .0E+00 .1E+02 .12E-02 6 11 .136E+04 .21E-05 .21E-05 .2E-02 S .0E+00 .5E+00 .21E-05 7 12 .136E+04 .56E-11 .56E-11 .2E-05 S .0E+00 .7E-03 .56E-11 ***** RELATIVE FUNCTION CONVERGENCE ***** FUNCTION .135683E+04 RELDX .234E-05 FUNC. EVALS 12 GRAD. EVALS 8 PRELDF .556E-11 NPRELDF .556E-11 I FINAL X(I) D(I) G(I) 1 -.476241E+01 .214E+02 .421E-07 2 .202247E+01 .470E+02 .403E-07 3 .164300E+01 .108E+02 .307E-07 4 .176279E+01 .156E+01 .188E-07 5 EXTRA FUNC. EVALS FOR COVARIANCE AND DIAGNOSTICS. 5 EXTRA GRAD. EVALS FOR COVARIANCE AND DIAGNOSTICS. SQRT(RECIPROCAL CONDITION OF F.D. HESSIAN) = AT MOST .21E-01 COVARIANCE = H**-1, WHERE H = FINITE-DIFFERENCE HESSIAN ROW 1 .527E-01 ROW 2 -.210E-01 .890E-02 ROW 3 -.193E-01 .683E-02 .275E-01 ROW 4 .173E-01 -.502E-02 .895E-01 .931 REGRESSION DIAGNOSTIC = 0.5 * G(I)**T * H(I)**-1 * H * H(I)**-1 * G(I)... .220 3.75 .125 .142 2.43 .358 .545 .163 .185 1.04 .301 .709E-01 1.11 .333 .106 DEVIANCE = 53.3353505 * 28 **** problem mn205 **** * 10 Example on p. 204-5 of McCullagh and Nelder * 7 Run 15: calling DGLG with PS = 5 I INITIAL X(I) D(I) 1 .100000E+01 .106E+02 2 .100000E+01 .171E+02 3 .100000E+01 .634E+01 4 .100000E+01 .716E+00 5 .100000E+01 .609E+01 IT NF F RELDF PRELDF RELDX MODEL STPPAR D*STEP NPRELDF 0 1 .366E+04 1 4 .177E+04 .52E+00 .62E+00 .3E+00 G .9E+01 .1E+02 .16E+01 2 7 .152E+04 .14E+00 .13E+00 .9E-01 G .2E+01 .9E+01 .25E+00 3 11 .146E+04 .38E-01 .34E-01 .1E-01 G .2E+01 .5E+01 .11E+00 4 12 .140E+04 .45E-01 .44E-01 .1E-01 G .1E+00 .2E+02 .78E-01 5 14 .136E+04 .27E-01 .29E-01 .1E-01 G .3E-01 .3E+02 .38E-01 6 15 .134E+04 .10E-01 .14E-01 .3E-01 G .0E+00 .4E+02 .14E-01 7 16 .134E+04 .36E-02 .50E-02 .5E-01 G .0E+00 .3E+02 .50E-02 8 17 .134E+04 .32E-04 .33E-04 .7E-02 G .0E+00 .2E+01 .33E-04 9 18 .134E+04 .14E-08 .14E-08 .5E-04 G .0E+00 .1E-01 .14E-08 10 19 .134E+04 .76E-13 .76E-13 .5E-06 S .0E+00 .1E-03 .76E-13 ***** RELATIVE FUNCTION CONVERGENCE ***** FUNCTION .133952E+04 RELDX .477E-06 FUNC. EVALS 19 GRAD. EVALS 11 PRELDF .764E-13 NPRELDF .764E-13 I FINAL X(I) D(I) G(I) 1 -.289646E+01 .214E+02 -.165E-07 2 .134496E+01 .440E+02 .805E-07 3 .170841E+01 .982E+01 -.215E-07 4 .206105E+01 .140E+01 .151E-08 5 .167382E+01 .209E+02 .171E-06 6 EXTRA FUNC. EVALS FOR COVARIANCE AND DIAGNOSTICS. 6 EXTRA GRAD. EVALS FOR COVARIANCE AND DIAGNOSTICS. SQRT(RECIPROCAL CONDITION OF F.D. HESSIAN) = AT MOST .22E-01 COVARIANCE = H**-1, WHERE H = FINITE-DIFFERENCE HESSIAN ROW 1 .613E-01 ROW 2 -.251E-01 .109E-01 ROW 3 -.135E-01 .480E-02 .310E-01 ROW 4 .254E-01 -.832E-02 .117 1.19 ROW 5 .216E-01 -.895E-02 -.585E-03 .752E-02 .126E-01 REGRESSION DIAGNOSTIC = 0.5 * G(I)**T * H(I)**-1 * H * H(I)**-1 * G(I)... .641 2.70 .733E-01 .162E-01 1.08 1.07 .178 .466 .825E-01 .177 .176E-02 .154E-01 .276E-02 .460E-01 .199E-01 DEVIANCE = 18.6998888 * 28 **** problem mn205.1 **** * 10 Example on p. 205-6 of McCullagh and Nelder * 7 Run 16: calling DGLG with PS = 5 I INITIAL X(I) D(I) 1 -.289600E+01 .210E+02 2 .134500E+01 .431E+02 3 .170800E+01 .957E+01 4 .167400E+01 .151E+01 5 .198000E+01 .418E+02 IT NF F RELDF PRELDF RELDX MODEL STPPAR D*STEP NPRELDF 0 1 .138E+04 1 2 .137E+04 .11E-01 .15E-01 .5E-02 G .3E+02 .9E+00 .20E+00 2 4 .135E+04 .11E-01 .17E-01 .1E-01 G .7E+01 .2E+01 .70E-01 3 5 .134E+04 .58E-02 .68E-02 .1E-01 G .1E+00 .8E+01 .16E-01 4 6 .134E+04 .26E-02 .33E-02 .3E-01 G .3E-01 .8E+01 .38E-02 5 7 .134E+04 .35E-03 .37E-03 .2E-01 G .0E+00 .7E+01 .37E-03 6 8 .134E+04 .44E-05 .45E-05 .3E-02 G .0E+00 .4E+00 .45E-05 7 9 .134E+04 .23E-09 .23E-09 .3E-04 G .0E+00 .5E-02 .23E-09 8 10 .134E+04 .32E-13 .32E-13 .3E-06 S .0E+00 .5E-04 .32E-13 ***** RELATIVE FUNCTION CONVERGENCE ***** FUNCTION .133952E+04 RELDX .307E-06 FUNC. EVALS 10 GRAD. EVALS 9 PRELDF .320E-13 NPRELDF .320E-13 I FINAL X(I) D(I) G(I) 1 -.289646E+01 .214E+02 -.495E-08 2 .134496E+01 .440E+02 -.292E-07 3 .170841E+01 .982E+01 -.116E-08 4 .206105E+01 .140E+01 -.803E-10 5 .167382E+01 .164E+02 -.171E-07 6 EXTRA FUNC. EVALS FOR COVARIANCE AND DIAGNOSTICS. 6 EXTRA GRAD. EVALS FOR COVARIANCE AND DIAGNOSTICS. SQRT(RECIPROCAL CONDITION OF F.D. HESSIAN) = AT MOST .22E-01 COVARIANCE = H**-1, WHERE H = FINITE-DIFFERENCE HESSIAN ROW 1 .613E-01 ROW 2 -.251E-01 .109E-01 ROW 3 -.135E-01 .480E-02 .310E-01 ROW 4 .254E-01 -.832E-02 .117 1.19 ROW 5 .216E-01 -.895E-02 -.585E-03 .752E-02 .126E-01 REGRESSION DIAGNOSTIC = 0.5 * G(I)**T * H(I)**-1 * H * H(I)**-1 * G(I)... .641 2.70 .733E-01 .162E-01 1.08 1.07 .178 .466 .825E-01 .177 .176E-02 .154E-01 .276E-02 .460E-01 .199E-01 DEVIANCE = 18.6998888 * 28 **** problem speed **** * 10 Speed data from Daryl(14.2): E(y)=b*x+c*x^2, var(y) = phi*E(y)^theta * 7 Run 17: calling DGLG with PS = 2 I INITIAL X(I) D(I) 1 .123903E+01 .115E+03 2 .901388E-01 .219E+04 3 .100000E+01 .104E+03 4 .000000E+00 .292E+03 IT NF F RELDF PRELDF RELDX MODEL STPPAR D*STEP NPRELDF 0 1 .546E+04 1 3 .525E+04 .39E-01 .39E-01 .5E-02 G .3E+02 .2E+01 .49E+00 2 6 .203E+04 .61E+00 .49E+00 .2E+00 G .0E+00 .7E+02 .49E+00 3 7 .834E+03 .59E+00 .47E+00 .2E+00 G .0E+00 .4E+02 .47E+00 4 8 .402E+03 .52E+00 .41E+00 .2E+00 G .0E+00 .3E+02 .41E+00 5 9 .253E+03 .37E+00 .30E+00 .1E+00 G .0E+00 .2E+02 .30E+00 6 10 .208E+03 .18E+00 .15E+00 .1E+00 G .0E+00 .8E+01 .15E+00 7 11 .198E+03 .46E-01 .39E-01 .6E-01 G .0E+00 .4E+01 .39E-01 8 12 .198E+03 .43E-02 .40E-02 .2E-01 G .0E+00 .1E+01 .40E-02 9 13 .198E+03 .15E-03 .12E-03 .1E-01 G .0E+00 .7E+00 .12E-03 10 14 .198E+03 .35E-04 .30E-04 .1E-01 G .0E+00 .6E+00 .30E-04 11 15 .198E+03 .35E-05 .32E-05 .3E-02 G .0E+00 .2E+00 .32E-05 12 16 .198E+03 .55E-07 .54E-07 .4E-03 G .0E+00 .3E-01 .54E-07 13 17 .198E+03 .18E-10 .18E-10 .8E-05 G .0E+00 .5E-03 .18E-10 ***** RELATIVE FUNCTION CONVERGENCE ***** FUNCTION .197503E+03 RELDX .757E-05 FUNC. EVALS 17 GRAD. EVALS 14 PRELDF .182E-10 NPRELDF .182E-10 I FINAL X(I) D(I) G(I) 1 .127462E+01 .765E+01 -.346E-10 2 .882812E-01 .125E+03 -.233E-08 3 .142511E+01 .351E+01 -.638E-07 4 .133148E+01 .180E+02 -.242E-06 5 EXTRA FUNC. EVALS FOR COVARIANCE AND DIAGNOSTICS. 5 EXTRA GRAD. EVALS FOR COVARIANCE AND DIAGNOSTICS. SQRT(RECIPROCAL CONDITION OF F.D. HESSIAN) = AT MOST .57E-02 COVARIANCE = H**-1, WHERE H = FINITE-DIFFERENCE HESSIAN ROW 1 .179 ROW 2 -.104E-01 .672E-03 ROW 3 .275E-01 -.168E-02 2.09 ROW 4 -.546E-02 .333E-03 -.400 .793E-01 REGRESSION DIAGNOSTIC = 0.5 * G(I)**T * H(I)**-1 * H * H(I)**-1 * G(I)... .487 .501E-01 -1.00 .118 .636E-02 .310E-01 .777E-02 .838E-02 .600E-01 .125E-01 .587E-02 .378E-01 .974E-02 .576E-02 .477E-02 .569E-02 .505E-02 .505E-02 .230E-01 .696E-02 .498E-02 -1.00 -1.00 .388E-01 .106E-01 .139E-01 .667E-02 .520E-02 .122E-01 .539E-02 .609E-02 .629E-02 .674E-02 .383E-01 -1.00 .289E-01 .721E-02 .101E-01 -1.00 .100E-01 .767E-02 .706E-02 .768E-02 .851E-02 .415E-01 .147E-01 .158E-01 .171E-01 1.85 .103E-01 DEVIANCE = 71.2555697 * 28 **** problem textile **** * 10 textile data from Daryl: E(y) = exp(b0+x1*b1+x2*b2+x3*b3), Var(y) = mu^theta * 7 Run 18: calling DGLG with PS = 4 I INITIAL X(I) D(I) 1 .633466E+01 .601E+04 2 .832384E+00 .553E+04 3 -.630992E+00 .535E+04 4 -.392494E+00 .512E+04 5 .100000E+01 .106E+04 6 .000000E+00 .563E+04 IT NF F RELDF PRELDF RELDX MODEL STPPAR D*STEP NPRELDF 0 1 .562E+06 1 4 .557E+06 .95E-02 .95E-02 .5E-04 G .2E+03 .5E+01 .50E+00 2 8 .403E+06 .28E+00 .27E+00 .2E-02 G .3E+01 .2E+03 .50E+00 3 9 .160E+06 .60E+00 .49E+00 .8E-02 G .8E-01 .5E+03 .50E+00 4 10 .592E+05 .63E+00 .50E+00 .1E-01 G .0E+00 .4E+03 .50E+00 5 11 .219E+05 .63E+00 .50E+00 .1E-01 G .0E+00 .3E+03 .50E+00 6 12 .817E+04 .63E+00 .50E+00 .1E-01 G .0E+00 .2E+03 .50E+00 7 13 .309E+04 .62E+00 .49E+00 .1E-01 G .0E+00 .9E+02 .49E+00 8 14 .122E+04 .61E+00 .48E+00 .1E-01 G .0E+00 .6E+02 .48E+00 9 15 .530E+03 .56E+00 .45E+00 .1E-01 G .0E+00 .3E+02 .45E+00 10 16 .282E+03 .47E+00 .37E+00 .1E-01 G .0E+00 .2E+02 .37E+00 11 17 .197E+03 .30E+00 .24E+00 .1E-01 G .0E+00 .1E+02 .24E+00 12 18 .171E+03 .13E+00 .11E+00 .8E-02 G .0E+00 .6E+01 .11E+00 13 19 .165E+03 .36E-01 .30E-01 .6E-02 G .0E+00 .3E+01 .30E-01 14 20 .164E+03 .68E-02 .54E-02 .5E-02 G .0E+00 .3E+01 .54E-02 15 23 .164E+03 .84E-03 .82E-03 .1E-02 G .4E+00 .5E+00 .57E-02 16 25 .164E+03 .12E-02 .12E-02 .2E-02 G .5E-01 .1E+01 .00E+00 17 27 .163E+03 .48E-03 .48E-03 .9E-03 G .4E+00 .4E+00 .15E+01 18 29 .163E+03 .99E-03 .99E-03 .2E-02 G .6E-01 .9E+00 .00E+00 19 31 .163E+03 .82E-03 .81E-03 .1E-02 G .2E+00 .7E+00 .00E+00 20 33 .163E+03 .17E-02 .18E-02 .3E-02 G .3E-01 .2E+01 .00E+00 21 35 .163E+03 .55E-03 .27E-02 .6E-02 G .3E-01 .3E+01 .38E-02 22 36 .162E+03 .46E-02 .39E-02 .4E-02 G .0E+00 .2E+01 .39E-02 23 39 .162E+03 .80E-03 .78E-03 .2E-02 G .1E+00 .9E+00 .57E-02 24 41 .162E+03 .13E-02 .16E-02 .4E-02 G .6E-01 .2E+01 .33E-01 25 42 .161E+03 .14E-02 .15E-02 .6E-02 G .0E+00 .3E+01 .15E-02 26 43 .161E+03 .20E-02 .16E-02 .4E-02 G .0E+00 .2E+01 .16E-02 27 45 .161E+03 .30E-03 .30E-03 .1E-02 G .2E+00 .5E+00 .22E-02 28 46 .161E+03 .54E-03 .55E-03 .2E-02 G .8E-01 .1E+01 .29E-01 29 48 .161E+03 .23E-03 .22E-03 .9E-03 G .2E+00 .4E+00 .17E-02 30 49 .161E+03 .40E-03 .40E-03 .2E-02 G .8E-01 .9E+00 .17E-01 31 51 .161E+03 .16E-03 .16E-03 .7E-03 G .2E+00 .3E+00 .20E-02 32 52 .161E+03 .29E-03 .30E-03 .1E-02 G .9E-01 .7E+00 .12E-01 33 54 .161E+03 .26E-03 .25E-03 .1E-02 G .9E-01 .6E+00 .23E-02 34 56 .161E+03 .43E-03 .48E-03 .2E-02 G .3E-01 .1E+01 .24E-02 35 57 .161E+03 .17E-03 .45E-03 .4E-02 G .0E+00 .2E+01 .45E-03 36 58 .161E+03 .76E-03 .68E-03 .2E-02 G .0E+00 .9E+00 .68E-03 37 60 .161E+03 .83E-04 .82E-04 .8E-03 G .6E-01 .5E+00 .42E-03 38 62 .161E+03 .13E-03 .14E-03 .2E-02 G .1E-01 .9E+00 .42E-03 39 63 .161E+03 .63E-04 .12E-03 .3E-02 G .0E+00 .2E+01 .12E-03 40 64 .161E+03 .15E-03 .14E-03 .1E-02 G .0E+00 .5E+00 .14E-03 41 66 .161E+03 .19E-04 .19E-04 .7E-03 G .1E-01 .4E+00 .35E-04 42 67 .161E+03 .12E-04 .12E-04 .8E-03 G .5E-02 .5E+00 .14E-04 43 68 .161E+03 .44E-05 .40E-05 .7E-03 G .0E+00 .4E+00 .40E-05 44 69 .161E+03 .45E-06 .42E-06 .2E-03 G .0E+00 .8E-01 .42E-06 45 70 .161E+03 .50E-08 .49E-08 .3E-04 G .0E+00 .2E-01 .49E-08 46 71 .161E+03 .27E-11 .28E-11 .1E-06 G .0E+00 .8E-04 .28E-11 ***** RELATIVE FUNCTION CONVERGENCE ***** FUNCTION .160510E+03 RELDX .141E-06 FUNC. EVALS 71 GRAD. EVALS 47 PRELDF .277E-11 NPRELDF .277E-11 I FINAL X(I) D(I) G(I) 1 .634775E+01 .332E+02 .139E-09 2 .840766E+00 .266E+02 -.213E-04 3 -.628736E+00 .267E+02 -.448E-05 4 -.370810E+00 .269E+02 -.371E-04 5 .122859E-02 .299E+04 -.579E-06 6 .248689E+01 .234E+02 -.884E-08 7 EXTRA FUNC. EVALS FOR COVARIANCE AND DIAGNOSTICS. 7 EXTRA GRAD. EVALS FOR COVARIANCE AND DIAGNOSTICS. SQRT(RECIPROCAL CONDITION OF F.D. HESSIAN) = AT MOST .86E-03 COVARIANCE = H**-1, WHERE H = FINITE-DIFFERENCE HESSIAN ROW 1 .109E-02 ROW 2 .394E-03 .156E-02 ROW 3 -.289E-03 .136E-04 .148E-02 ROW 4 -.155E-03 .136E-03 -.383E-04 .166E-02 ROW 5 .323E-05 -.285E-05 .866E-05 -.478E-04 .963E-05 ROW 6 -.415E-03 .366E-03 -.111E-02 .615E-02 -.122E-02 .157 REGRESSION DIAGNOSTIC = 0.5 * G(I)**T * H(I)**-1 * H * H(I)**-1 * G(I)... .996E-02 -1.00 .631E-01 .208E-01 .254E-01 -1.00 .174 .116 .968E-02 .179E-01 .237E-01 .561E-01 -1.00 .108E-01 .361E-01 .860E-02 .276E-01 .239E-01 .190E-01 .708 .708E-01 .423E-01 .511E-01 -1.00 .495E-01 -1.00 -1.00 DEVIANCE = .0331717966 * 28 **** problem insurance (D = I) **** * 10 Insurance data from Daryl. * 2 * 3 * 5 * 11 Changing RHO from 11 to 13 * 7 Run 19: calling DGLG with PS = 14 NONDEFAULT VALUES.... DTYPE..... IV(16) = 0 DINIT..... V(38) = .1000000E+01 I INITIAL X(I) D(I) 1 .000000E+00 .100E+01 2 .000000E+00 .100E+01 3 .000000E+00 .100E+01 4 .000000E+00 .100E+01 5 .000000E+00 .100E+01 6 .000000E+00 .100E+01 7 .000000E+00 .100E+01 8 .000000E+00 .100E+01 9 .000000E+00 .100E+01 10 .000000E+00 .100E+01 11 .000000E+00 .100E+01 12 .000000E+00 .100E+01 13 .000000E+00 .100E+01 14 .100000E+01 .100E+01 15 .100000E+01 .100E+01 16 .200000E+01 .100E+01 17 -.100000E+01 .100E+01 IT NF F RELDF PRELDF RELDX MODEL STPPAR D*STEP NPRELDF 0 1 .210E+07 1 3 .643E+06 .69E+00 .82E+00 .7E-01 G .8E+07 .5E+00 .00E+00 2 5 .180E+06 .72E+00 .76E+00 .4E-01 G .6E+07 .3E+00 .00E+00 3 9 .105E+06 .42E+00 .42E+00 .1E-01 G .1E+08 .7E-01 .00E+00 4 14 .969E+05 .74E-01 .74E-01 .2E-02 G .8E+08 .1E-01 .00E+00 5 18 .950E+05 .19E-01 .19E-01 .4E-03 G .3E+09 .2E-02 .00E+00 6 22 .946E+05 .46E-02 .47E-02 .1E-03 G .1E+10 .6E-03 .00E+00 7 26 .829E+05 .12E+00 .12E+00 .3E-02 G .5E+07 .2E-01 .00E+00 8 28 .644E+05 .22E+00 .22E+00 .6E-02 G .1E+08 .4E-01 .00E+00 9 32 .602E+05 .65E-01 .65E-01 .2E-02 G .4E+08 .1E-01 .00E+00 10 34 .528E+05 .12E+00 .12E+00 .3E-02 G .3E+07 .2E-01 .00E+00 11 39 .512E+05 .30E-01 .30E-01 .7E-03 G .7E+08 .5E-02 .00E+00 12 41 .485E+05 .54E-01 .54E-01 .1E-02 G .7E+07 .9E-02 .00E+00 13 43 .395E+05 .19E+00 .19E+00 .5E-02 G .8E+06 .3E-01 .00E+00 14 45 .535E+04 .86E+00 .92E+00 .4E-01 G .2E+06 .3E+00 .00E+00 15 47 .111E+04 .79E+00 .85E+00 .2E-01 G .9E+05 .2E+00 .00E+00 16 49 .814E+03 .27E+00 .28E+00 .1E-01 G .2E+05 .8E-01 .00E+00 17 50 .680E+03 .17E+00 .21E+00 .1E-01 G .2E+05 .8E-01 .00E+00 18 51 .656E+03 .35E-01 .44E-01 .2E-01 G .3E+04 .9E-01 .00E+00 19 52 .637E+03 .30E-01 .35E-01 .2E-01 G .3E+04 .9E-01 .00E+00 20 53 .624E+03 .19E-01 .22E-01 .2E-01 G .1E+04 .9E-01 .00E+00 21 54 .622E+03 .43E-02 .58E-02 .2E-01 G .4E+02 .9E-01 .00E+00 22 55 .621E+03 .67E-03 .63E-03 .2E-01 G .7E+01 .9E-01 .70E-03 23 56 .621E+03 .16E-03 .15E-03 .2E-01 G .1E+02 .9E-01 .34E-02 24 58 .621E+03 .14E-03 .14E-03 .2E-01 G .1E+02 .8E-01 .00E+00 25 59 .621E+03 .25E-03 .29E-03 .4E-01 G .7E+01 .2E+00 .36E-01 26 61 .621E+03 .24E-03 .20E-03 .2E-01 G .7E+01 .1E+00 .26E-03 27 63 .621E+03 .19E-03 .19E-03 .2E-01 G .1E+01 .1E+00 .28E-03 28 64 .621E+03 .14E-03 .15E-03 .2E-01 G .0E+00 .1E+00 .15E-03 29 65 .620E+03 .18E-03 .15E-03 .7E-02 G .0E+00 .4E-01 .15E-03 30 67 .620E+03 .25E-04 .25E-04 .2E-02 G .7E+02 .1E-01 .11E-03 31 69 .620E+03 .54E-04 .65E-04 .7E-02 G .2E+02 .4E-01 .16E-03 32 70 .620E+03 .47E-04 .39E-04 .7E-02 G .0E+00 .4E-01 .39E-04 33 71 .620E+03 .12E-04 .21E-04 .4E-02 G .0E+00 .3E-01 .21E-04 34 72 .620E+03 .23E-04 .21E-04 .3E-02 G .0E+00 .2E-01 .21E-04 35 74 .620E+03 .27E-05 .27E-05 .1E-02 G .4E+02 .5E-02 .11E-04 36 76 .620E+03 .19E-05 .19E-05 .1E-02 G .6E+01 .5E-02 .47E-05 37 78 .620E+03 .13E-05 .12E-05 .7E-03 G .5E+02 .4E-02 .42E-05 38 80 .620E+03 .20E-05 .21E-05 .1E-02 G .1E+02 .7E-02 .68E-05 39 82 .620E+03 .22E-05 .20E-05 .1E-02 G .1E+02 .7E-02 .26E-05 40 83 .620E+03 .21E-05 .18E-05 .2E-02 G .1E+02 .7E-02 .21E-05 41 84 .620E+03 .17E-05 .18E-05 .2E-02 G .0E+00 .1E-01 .18E-05 42 85 .620E+03 .26E-05 .21E-05 .1E-02 G .0E+00 .5E-02 .21E-05 43 87 .620E+03 .12E-05 .12E-05 .1E-02 G .2E+02 .6E-02 .23E-05 44 89 .620E+03 .12E-05 .11E-05 .1E-02 G .0E+00 .6E-02 .17E-05 45 91 .620E+03 .11E-05 .10E-05 .1E-02 G .1E+02 .6E-02 .15E-05 46 93 .620E+03 .97E-06 .88E-06 .1E-02 G .0E+00 .5E-02 .14E-05 47 95 .620E+03 .86E-06 .79E-06 .1E-02 G .1E+02 .5E-02 .13E-05 48 97 .620E+03 .76E-06 .70E-06 .1E-02 G .0E+00 .5E-02 .12E-05 49 99 .620E+03 .64E-06 .60E-06 .9E-03 G .1E+02 .4E-02 .12E-05 50 100 .620E+03 .71E-06 .91E-06 .2E-02 G .5E+01 .9E-02 .12E-05 51 101 .620E+03 .91E-06 .69E-06 .1E-02 G .0E+00 .5E-02 .69E-06 52 102 .620E+03 .49E-06 .62E-06 .2E-02 G .2E+01 .9E-02 .66E-06 53 103 .620E+03 .69E-06 .55E-06 .8E-03 G .0E+00 .4E-02 .55E-06 54 104 .620E+03 .26E-06 .46E-06 .2E-02 G .2E+01 .9E-02 .51E-06 55 105 .620E+03 .51E-06 .44E-06 .6E-03 G .0E+00 .3E-02 .44E-06 56 106 .620E+03 .64E-07 .32E-06 .2E-02 G .1E+01 .9E-02 .35E-06 57 107 .620E+03 .39E-06 .36E-06 .4E-03 G .0E+00 .2E-02 .36E-06 58 109 .620E+03 .91E-07 .92E-07 .7E-03 G .4E+01 .3E-02 .19E-06 59 110 .620E+03 .75E-07 .69E-07 .7E-03 G .2E+01 .3E-02 .88E-07 60 111 .620E+03 .53E-07 .54E-07 .1E-02 G .0E+00 .5E-02 .54E-07 61 112 .620E+03 .43E-07 .37E-07 .3E-03 G .0E+00 .2E-02 .37E-07 62 113 .620E+03 .11E-07 .14E-07 .7E-03 G .0E+00 .3E-02 .14E-07 63 114 .620E+03 .68E-08 .65E-08 .1E-03 G .0E+00 .5E-03 .65E-08 64 115 .620E+03 .32E-09 .32E-09 .1E-03 G .0E+00 .6E-03 .32E-09 65 116 .620E+03 .60E-11 .60E-11 .3E-05 G .0E+00 .2E-04 .60E-11 ***** RELATIVE FUNCTION CONVERGENCE ***** FUNCTION .620375E+03 RELDX .343E-05 FUNC. EVALS 116 GRAD. EVALS 66 PRELDF .599E-11 NPRELDF .599E-11 I FINAL X(I) D(I) G(I) 1 -.205141E-02 .100E+01 .566E-04 2 -.198125E-02 .100E+01 .388E-04 3 -.111200E-02 .100E+01 .567E-05 4 -.531678E-03 .100E+01 -.330E-05 5 .241718E-02 .100E+01 .524E-05 6 .122307E-02 .100E+01 -.549E-04 7 .979342E-03 .100E+01 -.300E-04 8 .182946E-02 .100E+01 .181E-04 9 .185834E-02 .100E+01 -.110E-03 10 -.371478E-03 .100E+01 -.782E-04 11 -.480743E-02 .100E+01 -.234E-03 12 -.360719E-02 .100E+01 -.176E-03 13 .537430E-03 .100E+01 -.212E-04 14 .223880E-01 .100E+01 -.480E-03 15 .111635E+00 .100E+01 -.335E-07 16 .241031E+01 .100E+01 -.205E-07 17 -.139646E+01 .100E+01 -.257E-04 18 EXTRA FUNC. EVALS FOR COVARIANCE AND DIAGNOSTICS. 18 EXTRA GRAD. EVALS FOR COVARIANCE AND DIAGNOSTICS. SQRT(RECIPROCAL CONDITION OF F.D. HESSIAN) = AT MOST .13E-03 COVARIANCE = H**-1, WHERE H = FINITE-DIFFERENCE HESSIAN ROW 1 .189E-04 ROW 2 .173E-04 .181E-04 ROW 3 .979E-05 .101E-04 .598E-05 ROW 4 .409E-05 .432E-05 .249E-05 .125E-05 ROW 5 -.206E-04 -.206E-04 -.118E-04 -.505E-05 .242E-04 ROW 6 -.110E-04 -.110E-04 -.624E-05 -.267E-05 .128E-04 .690E-05 ROW 7 -.873E-05 -.864E-05 -.491E-05 -.210E-05 .101E-04 .536E-05 .434E-05 ROW 8 -.162E-04 -.164E-04 -.935E-05 -.401E-05 .191E-04 .101E-04 .797E-05 .153E-04 ROW 9 -.161E-04 -.163E-04 -.931E-05 -.400E-05 .190E-04 .101E-04 .793E-05 .150E-04 .151E-04 ROW 10 .287E-05 .290E-05 .165E-05 .708E-06 -.338E-05 -.180E-05 -.141E-05 -.272E-05 -.267E-05 .541E-06 ROW 11 .382E-04 .386E-04 .220E-04 .947E-05 -.449E-04 -.239E-04 -.188E-04 -.357E-04 -.355E-04 .631E-05 .842E-04 ROW 12 .280E-04 .283E-04 .162E-04 .695E-05 -.330E-04 -.175E-04 -.138E-04 -.262E-04 -.261E-04 .463E-05 .617E-04 .454E-04 ROW 13 -.578E-05 -.584E-05 -.334E-05 -.143E-05 .681E-05 .362E-05 .284E-05 .540E-05 .538E-05 -.956E-06 -.128E-04 -.936E-05 .220E-05 ROW 14 -.245E-03 -.248E-03 -.142E-03 -.608E-04 .288E-03 .153E-03 .121E-03 .229E-03 .228E-03 -.406E-04 -.540E-03 -.396E-03 .818E-04 .346E-02 ROW 15 .247E-04 .394E-04 .271E-04 .423E-05 -.340E-04 -.239E-04 -.159E-04 -.374E-04 -.309E-04 .756E-05 .727E-04 .567E-04 -.959E-05 -.486E-03 .239E-01 ROW 16 -.416E-04 -.664E-04 -.457E-04 -.715E-05 .572E-04 .402E-04 .267E-04 .630E-04 .520E-04 -.127E-04 -.122E-03 -.955E-04 .162E-04 .819E-03 -.399E-01 .671E-01 ROW 17 .407E-02 .411E-02 .235E-02 .101E-02 -.479E-02 -.255E-02 -.200E-02 -.380E-02 -.379E-02 .674E-03 .897E-02 .658E-02 -.136E-02 -.576E-01 .807E-02 -.136E-01 .956 REGRESSION DIAGNOSTIC = 0.5 * G(I)**T * H(I)**-1 * H * H(I)**-1 * G(I)... .248E-02 .650E-01 -1.00 .317E-01 .436E-02 -1.00 -1.00 -1.00 .237E-02 .178E-01 .742E-01 -1.00 -1.00 .933E-02 -1.00 .362E-02 -1.00 -1.00 .686E-01 -1.00 .127 -1.00 -1.00 -1.00 .388E-01 -1.00 -1.00 .260 .115 -1.00 .326E-02 .773E-01 .456E-02 -1.00 -1.00 .364E-01 -1.00 -1.00 .352E-01 -1.00 .102 -1.00 -1.00 -1.00 .714E-01 -1.00 -1.00 -1.00 -1.00 -1.00 .274E-01 .713E-01 .539E-02 .371E-02 .522E-01 -1.00 .740E-01 -1.00 .559E-02 -1.00 -1.00 -1.00 .285E-01 .389E-02 -1.00 .287E-02 -1.00 -1.00 .200E-02 .959E-02 -1.00 -1.00 -1.00 -1.00 -1.00 -1.00 -1.00 -1.00 -1.00 .225E-02 -1.00 .423E-01 .202E-02 -1.00 .296E-01 -1.00 .191E-01 .469E-02 -1.00 -1.00 .458E-01 .228E-02 .423E-01 .226E-01 -1.00 .206E-02 -1.00 .370E-02 .219E-02 -1.00 -1.00 -1.00 .250E-02 -1.00 -1.00 -1.00 -1.00 -1.00 .272E-02 .743E-01 .469E-02 -1.00 -1.00 .232E-02 -1.00 -1.00 .744E-01 .117E-01 .200E-02 -1.00 -1.00 -1.00 -1.00 DEVIANCE = 13.73111 * 28 **** problem insurance.1 (D = I) **** * 5 * 7 Run 20: calling DGLG with PS = 14 NONDEFAULT VALUES.... DTYPE..... IV(16) = 0 DINIT..... V(38) = .1000000E+01 I INITIAL X(I) D(I) 1 .000000E+00 .100E+01 2 .000000E+00 .100E+01 3 .000000E+00 .100E+01 4 .000000E+00 .100E+01 5 .000000E+00 .100E+01 6 .000000E+00 .100E+01 7 .000000E+00 .100E+01 8 .000000E+00 .100E+01 9 .000000E+00 .100E+01 10 .000000E+00 .100E+01 11 .000000E+00 .100E+01 12 .000000E+00 .100E+01 13 .000000E+00 .100E+01 14 .100000E+01 .100E+01 15 .100000E+01 .100E+01 16 .150000E+01 .100E+01 17 -.100000E+01 .100E+01 IT NF F RELDF PRELDF RELDX MODEL STPPAR D*STEP NPRELDF 0 1 .379E+07 1 3 .133E+07 .65E+00 .64E+00 .1E+00 G .8E+07 .5E+00 .00E+00 2 7 .729E+06 .45E+00 .46E+00 .3E-01 G .2E+08 .2E+00 .00E+00 3 10 .450E+06 .38E+00 .39E+00 .2E-01 G .4E+08 .9E-01 .00E+00 4 14 .381E+06 .15E+00 .15E+00 .5E-02 G .1E+09 .2E-01 .00E+00 5 18 .365E+06 .43E-01 .43E-01 .1E-02 G .4E+09 .6E-02 .00E+00 6 21 .357E+06 .21E-01 .21E-01 .6E-03 G .8E+09 .3E-02 .00E+00 7 24 .308E+06 .14E+00 .14E+00 .4E-02 G .1E+08 .3E-01 .00E+00 8 27 .265E+06 .14E+00 .14E+00 .4E-02 G .7E+08 .2E-01 .00E+00 9 29 .228E+06 .14E+00 .14E+00 .4E-02 G .6E+08 .2E-01 .00E+00 10 31 .170E+06 .26E+00 .26E+00 .8E-02 G .4E+07 .5E-01 .00E+00 11 33 .886E+05 .48E+00 .52E+00 .2E-01 G .6E+07 .1E+00 .00E+00 12 37 .792E+05 .11E+00 .10E+00 .2E-02 G .3E+08 .2E-01 .00E+00 13 39 .728E+05 .81E-01 .85E-01 .2E-02 G .6E+07 .2E-01 .00E+00 14 41 .604E+05 .17E+00 .17E+00 .5E-02 G .1E+07 .4E-01 .00E+00 15 44 .494E+05 .18E+00 .18E+00 .6E-02 G .5E+07 .5E-01 .00E+00 16 46 .330E+05 .33E+00 .33E+00 .1E-01 G .3E+06 .9E-01 .00E+00 17 48 .989E+04 .70E+00 .75E+00 .3E-01 G .5E+06 .2E+00 .00E+00 18 50 .280E+04 .72E+00 .74E+00 .1E-01 G .5E+06 .1E+00 .00E+00 19 52 .116E+04 .59E+00 .70E+00 .7E-02 G .4E+06 .6E-01 .00E+00 20 54 .712E+03 .39E+00 .35E+00 .7E-02 G .2E+06 .3E-01 .00E+00 21 55 .641E+03 .10E+00 .14E+00 .5E-02 G .3E+05 .3E-01 .00E+00 22 56 .624E+03 .25E-01 .23E-01 .7E-02 G .5E+04 .3E-01 .00E+00 23 57 .622E+03 .42E-02 .46E-02 .8E-02 G .9E+03 .3E-01 .00E+00 24 58 .622E+03 .16E-03 .16E-03 .8E-02 G .3E+02 .3E-01 .00E+00 25 61 .621E+03 .18E-03 .18E-03 .3E-01 G .2E+01 .1E+00 .00E+00 26 63 .621E+03 .21E-03 .21E-03 .3E-01 G .6E+01 .1E+00 .00E+00 27 64 .621E+03 .29E-03 .44E-03 .7E-01 G .3E+01 .3E+00 .44E-02 28 65 .621E+03 .43E-03 .33E-03 .3E-01 G .0E+00 .1E+00 .33E-03 29 67 .621E+03 .11E-03 .10E-03 .8E-02 G .3E+02 .4E-01 .30E-03 30 68 .621E+03 .80E-04 .80E-04 .8E-02 G .3E+02 .4E-01 .81E-02 31 69 .621E+03 .49E-04 .32E-03 .3E-01 G .8E+01 .2E+00 .28E-02 32 70 .621E+03 .35E-03 .31E-03 .7E-02 G .0E+00 .4E-01 .31E-03 33 72 .621E+03 .31E-04 .31E-04 .3E-02 G .8E+02 .2E-01 .25E-03 34 75 .620E+03 .78E-04 .87E-04 .8E-02 G .2E+02 .5E-01 .37E-03 35 76 .620E+03 .35E-04 .69E-04 .1E-01 G .0E+00 .7E-01 .69E-04 36 77 .620E+03 .90E-04 .83E-04 .4E-02 G .0E+00 .2E-01 .83E-04 37 79 .620E+03 .13E-04 .13E-04 .3E-02 G .2E+02 .2E-01 .24E-04 38 80 .620E+03 .86E-05 .83E-05 .3E-02 G .8E+01 .2E-01 .10E-04 39 81 .620E+03 .35E-05 .31E-05 .3E-02 G .0E+00 .2E-01 .31E-05 40 82 .620E+03 .85E-06 .70E-06 .9E-03 G .0E+00 .6E-02 .70E-06 41 83 .620E+03 .13E-06 .35E-06 .2E-02 G .0E+00 .9E-02 .35E-06 42 84 .620E+03 .55E-06 .50E-06 .4E-03 G .0E+00 .2E-02 .50E-06 43 86 .620E+03 .84E-07 .83E-07 .4E-03 G .1E+02 .2E-02 .31E-06 44 88 .620E+03 .13E-06 .14E-06 .8E-03 G .2E+01 .4E-02 .29E-06 45 89 .620E+03 .10E-06 .12E-06 .1E-02 G .0E+00 .6E-02 .12E-06 46 90 .620E+03 .12E-06 .10E-06 .4E-03 G .0E+00 .2E-02 .10E-06 47 91 .620E+03 .16E-08 .54E-07 .1E-02 G .0E+00 .6E-02 .54E-07 48 92 .620E+03 .74E-07 .72E-07 .1E-03 G .0E+00 .6E-03 .72E-07 49 93 .620E+03 .45E-08 .62E-08 .5E-03 G .0E+00 .3E-02 .62E-08 50 94 .620E+03 .21E-08 .21E-08 .2E-04 G .0E+00 .8E-04 .21E-08 51 95 .620E+03 .36E-11 .36E-11 .1E-04 G .0E+00 .6E-04 .36E-11 ***** RELATIVE FUNCTION CONVERGENCE ***** FUNCTION .620375E+03 RELDX .130E-04 FUNC. EVALS 95 GRAD. EVALS 52 PRELDF .356E-11 NPRELDF .356E-11 I FINAL X(I) D(I) G(I) 1 -.205141E-02 .100E+01 .751E-03 2 -.198125E-02 .100E+01 .516E-03 3 -.111200E-02 .100E+01 .786E-04 4 -.531678E-03 .100E+01 -.404E-04 5 .241719E-02 .100E+01 .689E-04 6 .122308E-02 .100E+01 -.727E-03 7 .979343E-03 .100E+01 -.397E-03 8 .182946E-02 .100E+01 .231E-03 9 .185834E-02 .100E+01 -.147E-02 10 -.371479E-03 .100E+01 -.104E-02 11 -.480743E-02 .100E+01 -.309E-02 12 -.360720E-02 .100E+01 -.233E-02 13 .537430E-03 .100E+01 -.281E-03 14 .223881E-01 .100E+01 -.635E-02 15 .111635E+00 .100E+01 -.262E-07 16 .241031E+01 .100E+01 -.135E-07 17 -.139646E+01 .100E+01 -.350E-03 18 EXTRA FUNC. EVALS FOR COVARIANCE AND DIAGNOSTICS. 18 EXTRA GRAD. EVALS FOR COVARIANCE AND DIAGNOSTICS. SQRT(RECIPROCAL CONDITION OF F.D. HESSIAN) = AT MOST .13E-03 COVARIANCE = H**-1, WHERE H = FINITE-DIFFERENCE HESSIAN ROW 1 .188E-04 ROW 2 .173E-04 .181E-04 ROW 3 .978E-05 .101E-04 .598E-05 ROW 4 .408E-05 .432E-05 .249E-05 .125E-05 ROW 5 -.206E-04 -.206E-04 -.118E-04 -.505E-05 .242E-04 ROW 6 -.110E-04 -.110E-04 -.624E-05 -.267E-05 .128E-04 .690E-05 ROW 7 -.873E-05 -.864E-05 -.491E-05 -.210E-05 .100E-04 .536E-05 .434E-05 ROW 8 -.162E-04 -.164E-04 -.935E-05 -.401E-05 .191E-04 .101E-04 .797E-05 .153E-04 ROW 9 -.161E-04 -.163E-04 -.931E-05 -.400E-05 .190E-04 .101E-04 .793E-05 .150E-04 .151E-04 ROW 10 .287E-05 .290E-05 .165E-05 .708E-06 -.338E-05 -.179E-05 -.141E-05 -.272E-05 -.267E-05 .541E-06 ROW 11 .382E-04 .386E-04 .220E-04 .947E-05 -.449E-04 -.239E-04 -.188E-04 -.356E-04 -.355E-04 .631E-05 .842E-04 ROW 12 .280E-04 .283E-04 .162E-04 .695E-05 -.329E-04 -.175E-04 -.138E-04 -.262E-04 -.261E-04 .463E-05 .617E-04 .453E-04 ROW 13 -.578E-05 -.584E-05 -.334E-05 -.143E-05 .680E-05 .361E-05 .284E-05 .540E-05 .538E-05 -.956E-06 -.127E-04 -.935E-05 .219E-05 ROW 14 -.245E-03 -.247E-03 -.141E-03 -.608E-04 .288E-03 .153E-03 .120E-03 .229E-03 .228E-03 -.405E-04 -.540E-03 -.396E-03 .817E-04 .346E-02 ROW 15 .250E-04 .398E-04 .273E-04 .432E-05 -.344E-04 -.241E-04 -.160E-04 -.377E-04 -.312E-04 .762E-05 .735E-04 .573E-04 -.971E-05 -.491E-03 .240E-01 ROW 16 -.422E-04 -.670E-04 -.460E-04 -.729E-05 .579E-04 .405E-04 .270E-04 .635E-04 .526E-04 -.128E-04 -.124E-03 -.965E-04 .164E-04 .827E-03 -.399E-01 .671E-01 ROW 17 .407E-02 .411E-02 .235E-02 .101E-02 -.479E-02 -.254E-02 -.200E-02 -.380E-02 -.379E-02 .674E-03 .897E-02 .658E-02 -.136E-02 -.575E-01 .816E-02 -.137E-01 .956 REGRESSION DIAGNOSTIC = 0.5 * G(I)**T * H(I)**-1 * H * H(I)**-1 * G(I)... .248E-02 .650E-01 -1.00 .317E-01 .436E-02 -1.00 -1.00 -1.00 .237E-02 .178E-01 .742E-01 -1.00 -1.00 .933E-02 -1.00 .362E-02 -1.00 -1.00 .686E-01 -1.00 .127 -1.00 -1.00 -1.00 .388E-01 -1.00 -1.00 .260 .115 -1.00 .326E-02 .773E-01 .456E-02 -1.00 -1.00 .364E-01 -1.00 -1.00 .352E-01 -1.00 .102 -1.00 -1.00 -1.00 .714E-01 -1.00 -1.00 -1.00 -1.00 -1.00 .274E-01 .713E-01 .539E-02 .371E-02 .522E-01 -1.00 .740E-01 -1.00 .559E-02 -1.00 -1.00 -1.00 .285E-01 .389E-02 -1.00 .287E-02 -1.00 -1.00 .200E-02 .959E-02 -1.00 -1.00 -1.00 -1.00 -1.00 -1.00 -1.00 -1.00 -1.00 .225E-02 -1.00 .423E-01 .202E-02 -1.00 .296E-01 -1.00 .191E-01 .469E-02 -1.00 -1.00 .458E-01 .228E-02 .423E-01 .226E-01 -1.00 .206E-02 -1.00 .370E-02 .219E-02 -1.00 -1.00 -1.00 .250E-02 -1.00 -1.00 -1.00 -1.00 -1.00 .272E-02 .743E-01 .469E-02 -1.00 -1.00 .232E-02 -1.00 -1.00 .744E-01 .117E-01 .200E-02 -1.00 -1.00 -1.00 -1.00 DEVIANCE = 13.7311094 .