* 28 **** problem e1 **** * 10 Example Frome '84 pp. 8-10 (Table 2, In-Vitro Dose Response, 192 Ir radiation) * 7 Run 1: calling GLG 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 ***** RELATIVE FUNCTION CONVERGENCE ***** FUNCTION .486108E+03 RELDX .810E-03 FUNC. EVALS 4 GRAD. EVALS 4 PRELDF .251E-06 NPRELDF .251E-06 I FINAL X(I) D(I) G(I) 1 .359301E-01 .102E+03 -.275E-02 2 .621813E-01 .259E+03 -.212E-02 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 .844E-02 .147 .109E-01 .209E-01 .215E-02 .966E-01 DEVIANCE = 12.6692095 * 28 **** problem e2.2 **** * 10 Data for model (2.2) in Frome '84. * 7 Run 2: calling GLG with PS = 3 I INITIAL X(I) D(I) 1 .353129E+01 .520E+01 2 .359229E+01 .122E+02 3 .227781E+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 .23E-06 .11E-06 .6E-03 G .0E+00 .5E-01 .11E-06 4 6 -.865E+04 .00E+00 .17E-12 .8E-06 G .0E+00 .8E-04 .17E-12 ***** X- AND RELATIVE FUNCTION CONVERGENCE ***** FUNCTION -.865021E+04 RELDX .790E-06 FUNC. EVALS 6 GRAD. EVALS 4 PRELDF .173E-12 NPRELDF .173E-12 I FINAL X(I) D(I) G(I) 1 .285931E+01 .544E+01 -.274E-03 2 .379916E+01 .121E+02 -.372E-03 3 .225735E+01 .713E+01 .145E-03 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 .456E-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 .174E-01 .294E-02 .358E-01 .506E-01 .269E-01 .108E-02 .348E-01 1.39 .835E-01 .577E-02 .185 .412E-02 .108E-01 .236E-01 .224 .370E-04 DEVIANCE = 29.9574928 * 28 **** problem e2.6 **** * 10 Data for model (2.6) in Frome '84. * 7 Run 3: calling GLG 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 .45E-06 .58E-06 .1E-02 S .0E+00 .1E+00 .58E-06 ***** RELATIVE FUNCTION CONVERGENCE ***** FUNCTION -.865104E+04 RELDX .116E-02 FUNC. EVALS 10 GRAD. EVALS 8 PRELDF .579E-06 NPRELDF .579E-06 I FINAL X(I) D(I) G(I) 1 .542779E+01 .108E+02 -.395E-01 2 .271442E+00 .305E+02 -.138E+00 3 .740348E+01 .155E+01 -.582E-02 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 .36E-01 COVARIANCE = H**-1, WHERE H = FINITE-DIFFERENCE HESSIAN ROW 1 .435E-01 ROW 2 -.113E-01 .471E-02 ROW 3 -.735E-01 -.194E-02 .824 REGRESSION DIAGNOSTIC = 0.5 * G(I)**T * H(I)**-1 * H * H(I)**-1 * G(I)... .486E-03 .145 .977E-02 .183E-01 .466E-01 .845E-03 .128E-01 .275E-02 .295E-01 .103 .219E-02 .747E-02 .582E-02 .176E-01 .464E-01 .359E-01 .684E-03 .886E-01 1.62 .383 .126 .397 .553E-03 .102E-02 .273E-01 .139 .428E-01 DEVIANCE = 28.3012428 * 28 **** problem e2.8 **** * 10 Data for model (2.8) in Frome '84. * 7 Run 4: calling GLG 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 .476E+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 .22E-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 ***** RELATIVE FUNCTION CONVERGENCE ***** FUNCTION .869543E+04 RELDX .420E-02 FUNC. EVALS 26 GRAD. EVALS 23 PRELDF .146E-04 NPRELDF .146E-04 I FINAL X(I) D(I) G(I) 1 .339943E+01 .608E+01 .719E+00 2 -.888441E+01 .308E+02 .305E-01 3 .824732E+00 .971E+02 -.916E+00 4 -.871153E+01 .101E+02 -.115E+00 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 .324E-01 ROW 2 -.457E-02 .506E-01 ROW 3 .975E-03 -.157E-01 .499E-02 ROW 4 -.264E-02 -.780E-02 .214E-02 .126E-01 REGRESSION DIAGNOSTIC = 0.5 * G(I)**T * H(I)**-1 * H * H(I)**-1 * G(I)... .349E-02 .777E-04 .269E-02 .283 .179 .124E-01 .534E-02 .720E-04 .273E-02 .994E-01 .454E-03 .934E-06 .192 .549E-01 .193 .216E-01 3.88 .242 .857E-05 .185 .683E-03 .873 .839 .143E-01 .218E-02 .200E-02 .250E-02 .231E-01 .220E-01 .772E-03 DEVIANCE = 43.5261726 * 28 **** problem e3.1 **** * 10 Data for model (3.1) in Frome '84. * 7 Run 5: calling GLG with PS = 2 I INITIAL X(I) D(I) 1 .317713E-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 ***** RELATIVE FUNCTION CONVERGENCE ***** FUNCTION .108871E+04 RELDX .137E-02 FUNC. EVALS 3 GRAD. EVALS 3 PRELDF .176E-05 NPRELDF .176E-05 I FINAL X(I) D(I) G(I) 1 .266970E-01 .175E+03 -.342E-01 2 .477901E-02 .549E+04 -.202E+00 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)... 9.86 .179 .326E-02 .677 .325 DEVIANCE = 6.03780556 * 28 **** problem e3.3 **** * 10 Data for model (3.3) in Frome '84. * 7 Run 6: calling GLG 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 ***** RELATIVE FUNCTION CONVERGENCE ***** FUNCTION .110260E+04 RELDX .397E-02 FUNC. EVALS 9 GRAD. EVALS 7 PRELDF .138E-04 NPRELDF .138E-04 I FINAL X(I) D(I) G(I) 1 -.276152E+01 .191E+02 .376E-01 2 .307740E-01 .123E+04 .375E+00 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 -.228E-03 .389E-05 REGRESSION DIAGNOSTIC = 0.5 * G(I)**T * H(I)**-1 * H * H(I)**-1 * G(I)... 6.11 8.03 .800 .944 .404 DEVIANCE = 33.8224754 * 28 **** problem e3.5 **** * 10 Model (3.5), p. 25 of Frome '84 * 7 Run 7: calling GLG with PS = 9 I INITIAL X(I) D(I) 1 .249281E+00 .615E+02 2 -.809729E-01 .391E+02 3 -.683860E-01 .570E+02 4 -.619460E-01 .464E+02 5 -.507099E-01 .382E+02 6 -.167601E-01 .429E+02 7 .218034E-02 .358E+02 8 .302952E-01 .287E+02 9 .629406E-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 ***** RELATIVE FUNCTION CONVERGENCE ***** FUNCTION .421723E+04 RELDX .204E-02 FUNC. EVALS 11 GRAD. EVALS 8 PRELDF .493E-05 NPRELDF .493E-05 I FINAL X(I) D(I) G(I) 1 .258354E+01 .447E+02 .105E-01 2 -.361239E+01 .146E+02 .959E-02 3 -.316187E+01 .338E+02 .275E-02 4 -.307282E+01 .277E+02 -.779E-03 5 -.297114E+01 .233E+02 .150E-02 6 -.280540E+01 .237E+02 .374E-02 7 -.265188E+01 .226E+02 .218E-02 8 -.241708E+01 .183E+02 .162E-02 9 -.220365E+01 .197E+02 .184E-02 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 .502E-02 ROW 2 -.350E-02 .715E-02 ROW 3 -.353E-02 .246E-02 .336E-02 ROW 4 -.336E-02 .235E-02 .236E-02 .356E-02 ROW 5 -.321E-02 .224E-02 .226E-02 .215E-02 .391E-02 ROW 6 -.296E-02 .206E-02 .208E-02 .198E-02 .189E-02 .351E-02 ROW 7 -.300E-02 .209E-02 .211E-02 .201E-02 .192E-02 .177E-02 .375E-02 ROW 8 -.267E-02 .186E-02 .187E-02 .179E-02 .171E-02 .157E-02 .159E-02 .440E-02 ROW 9 -.251E-02 .175E-02 .177E-02 .168E-02 .161E-02 .148E-02 .150E-02 .133E-02 .383E-02 REGRESSION DIAGNOSTIC = 0.5 * G(I)**T * H(I)**-1 * H * H(I)**-1 * G(I)... .174E-06 .331E-04 .321E-01 .622E-03 .983E-02 .666E-02 .285 2.96 .177E-01 .496E-01 .184E-01 .882E-02 .354E-02 .151E-01 .546E-01 .436E-02 2.33 .118 .486E-01 .790E-01 .104E-03 .572E-02 .147E-01 .179E-01 .107 .999 .232 .135E-05 .201E-01 .483E-01 .287E-03 .839E-02 .372E-03 .131E-04 1.31 .113 .183E-03 .299E-01 .102E-01 .131E-02 .113E-02 .146E-01 .132 .309E-02 .111E-01 .162E-03 .645E-02 .243E-01 .100E-01 .194E-01 .379E-01 .105 .239 .200E-02 .291E-01 .624E-01 .383E-01 .321E-01 .660E-01 .489E-01 .631E-02 .150 .105 .165E-01 .126E-03 .116 .136 .608E-02 .279 .336E-01 6.10 .166E-01 DEVIANCE = 133.615875 * 28 **** problem ex1 **** * 10 PRLRT1.DAT: RC3- BIOMETRICS ( 1965 ) P. 613 * 7 Run 8: calling GLG with PS = 2 I INITIAL X(I) D(I) 1 .157316E+03 .347E+00 2 -.813266E+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 .11E-05 .12E-05 .3E-02 G .0E+00 .5E+00 .12E-05 ***** RELATIVE FUNCTION CONVERGENCE ***** FUNCTION -.523742E+04 RELDX .297E-02 FUNC. EVALS 4 GRAD. EVALS 3 PRELDF .124E-05 NPRELDF .124E-05 I FINAL X(I) D(I) G(I) 1 .162106E+03 .346E+00 -.963E-04 2 -.920798E+02 .144E+00 -.306E-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 .12 COVARIANCE = H**-1, WHERE H = FINITE-DIFFERENCE HESSIAN ROW 1 72.7 ROW 2 -164. 417. REGRESSION DIAGNOSTIC = 0.5 * G(I)**T * H(I)**-1 * H * H(I)**-1 * G(I)... .729E-01 .251 .160E-02 .231 .466E-01 .151 .353 .109E-01 .383E-01 .226E-01 .557 DEVIANCE = 14.1978159 * 28 **** problem ex2 **** * 10 PRLLT3.DAT: NELDER-WEDDERBURN (1972) P.378 * 7 Run 9: calling GLG with PS = 9 I INITIAL X(I) D(I) 1 .502999E+00 .149E+02 2 .133298E+01 .700E+01 3 .169254E+01 .707E+01 4 .228643E+01 .768E+01 5 .203102E+01 .663E+01 6 -.184724E-01 .640E+01 7 .480533E-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 .40E-05 .38E-05 .4E-02 G .0E+00 .2E+00 .38E-05 ***** RELATIVE FUNCTION CONVERGENCE ***** FUNCTION -.355016E+03 RELDX .356E-02 FUNC. EVALS 5 GRAD. EVALS 5 PRELDF .376E-05 NPRELDF .376E-05 I FINAL X(I) D(I) G(I) 1 .359375E+00 .149E+02 -.137E-02 2 .137204E+01 .705E+01 -.220E-01 3 .185962E+01 .707E+01 .679E-03 4 .243636E+01 .769E+01 .429E-02 5 .250562E+01 .663E+01 -.350E-02 6 .623542E-01 .651E+01 .737E-02 7 .602938E-01 .654E+01 .209E-01 8 .837021E+00 .100E+02 -.437E-01 9 -.204820E+00 .438E+02 .790E-01 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 .142 ROW 2 -.886E-01 .910E-01 ROW 3 -.122 .892E-01 .143 ROW 4 -.148 .104 .150 .203 ROW 5 -.168 .115 .170 .214 .270 ROW 6 -.312E-01 .281E-02 .522E-02 .736E-02 .932E-02 .504E-01 ROW 7 -.293E-01 .163E-02 .280E-02 .390E-02 .506E-02 .264E-01 .508E-01 ROW 8 -.194E-01 -.353E-02 -.690E-02 -.978E-02 -.121E-01 .258E-01 .267E-01 .377E-01 ROW 9 .142E-01 -.755E-02 -.137E-01 -.184E-01 -.222E-01 -.150E-02 -.146E-02 .795E-04 .251E-02 REGRESSION DIAGNOSTIC = 0.5 * G(I)**T * H(I)**-1 * H * H(I)**-1 * G(I)... .233E-01 .260 .215E-01 1.60 .358E-02 .876E-03 4.60 1.63 .199 .923E-01 .278E-01 .270 1.06 .480 .259 .644 .201E-01 .109 .359 71.2 DEVIANCE = 14.0764456 * 28 **** problem ex3 **** * 10 PRNLT1.DAT: TILL AND MCCUL. (1961) DATA-- TARGET MODEL * 7 Run 10: calling GLG 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 .10E-04 .99E-05 .3E-03 G .0E+00 .7E-01 .99E-05 ***** RELATIVE FUNCTION CONVERGENCE ***** FUNCTION -.590639E+03 RELDX .267E-03 FUNC. EVALS 5 GRAD. EVALS 4 PRELDF .993E-05 NPRELDF .993E-05 I FINAL X(I) D(I) G(I) 1 .763720E+01 .291E+01 .405E-03 2 .934066E+00 .851E+02 -.107E-01 3 .289151E+01 .635E+01 -.510E-03 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 .872 ROW 2 -.147E-01 .171E-02 ROW 3 -.555 .279E-01 .615 REGRESSION DIAGNOSTIC = 0.5 * G(I)**T * H(I)**-1 * H * H(I)**-1 * G(I)... 2.69 .307 .386 .787 .396E-01 1.87 .581 DEVIANCE = 8.01756573 * 28 **** problem ex8-10 **** * 10 Example Frome '84 pp. 8-10 (Table 2, In-Vitro Dose Response, 192 Ir radiation) * 7 Run 11: calling GLG 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 .19E-06 .25E-06 .8E-03 G .0E+00 .3E-01 .25E-06 ***** RELATIVE FUNCTION CONVERGENCE ***** FUNCTION .486108E+03 RELDX .810E-03 FUNC. EVALS 4 GRAD. EVALS 4 PRELDF .251E-06 NPRELDF .251E-06 I FINAL X(I) D(I) G(I) 1 .359301E-01 .102E+03 -.282E-02 2 .621813E-01 .259E+03 -.225E-02 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 -.991E-04 .472E-04 REGRESSION DIAGNOSTIC = 0.5 * G(I)**T * H(I)**-1 * H * H(I)**-1 * G(I)... .563 .313 .245E-01 4.12 DEVIANCE = 1.38060534 * 28 **** problem mn202 **** * 10 Example on p. 202 of McCullagh and Nelder * 7 Run 12: calling GLG 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 .36E-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 .84E-02 12 25 .157E+03 .13E-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 .86E-04 .87E-04 .1E+00 G .2E-02 .1E+01 .11E-03 15 31 .156E+03 .18E-04 .18E-04 .1E-01 G .2E-01 .2E+00 .33E-04 16 34 .156E+03 .69E-05 .66E-05 .3E-01 G .0E+00 .3E+00 .16E-04 ***** SINGULAR CONVERGENCE ***** FUNCTION .156437E+03 RELDX .254E-01 FUNC. EVALS 34 GRAD. EVALS 17 PRELDF .660E-05 NPRELDF .163E-04 I FINAL X(I) D(I) G(I) 1 .873500E-01 .385E+02 -.317E+00 2 .132476E+02 .262E+00 -.132E-02 3 .448838E+02 .625E-01 .166E-03 4 .128568E+01 .856E+00 -.447E-02 5 .256497E+02 .350E-01 .316E-03 6 .193911E+01 .489E+00 -.254E-02 7 .438249E+02 .181E-01 .116E-03 DEVIANCE = .200754181 * 28 **** problem mn202.1 **** * 10 Example on p. 202 of McCullagh and Nelder * 7 Run 13: calling GLG 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 .65E-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 .25E-04 .49E-04 .1E+00 G .1E-02 .2E+01 .56E-04 12 21 .156E+03 .21E-04 .34E-04 .9E-01 G .0E+00 .1E+01 .34E-04 13 22 .156E+03 .14E-04 .14E-04 .2E-01 G .0E+00 .2E+00 .14E-04 ***** RELATIVE FUNCTION CONVERGENCE ***** FUNCTION .156435E+03 RELDX .159E-01 FUNC. EVALS 22 GRAD. EVALS 14 PRELDF .142E-04 NPRELDF .142E-04 I FINAL X(I) D(I) G(I) 1 .976380E-01 .381E+02 -.160E+00 2 .131584E+02 .262E+00 -.806E-03 3 .446218E+02 .626E-01 .101E-03 4 .680890E+00 .127E+01 -.590E-02 5 .152562E+02 .500E-01 .201E-03 6 .134709E+01 .610E+00 -.307E-02 7 .327679E+02 .219E-01 .103E-03 7 EXTRA FUNC. EVALS FOR COVARIANCE AND DIAGNOSTICS. 7 EXTRA GRAD. EVALS FOR COVARIANCE AND DIAGNOSTICS. ++++++ INDEFINITE COVARIANCE MATRIX ++++++ DEVIANCE = .197000518 * 28 **** problem mn204 **** * 10 Example on p. 205 of McCullagh and Nelder * 7 Run 14: calling GLG 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 .22E-05 .21E-05 .2E-02 S .0E+00 .5E+00 .21E-05 ***** RELATIVE FUNCTION CONVERGENCE ***** FUNCTION .135683E+04 RELDX .170E-02 FUNC. EVALS 11 GRAD. EVALS 7 PRELDF .212E-05 NPRELDF .212E-05 I FINAL X(I) D(I) G(I) 1 -.476239E+01 .214E+02 .836E-03 2 .202246E+01 .470E+02 .337E-03 3 .164299E+01 .108E+02 .680E-03 4 .176276E+01 .156E+01 -.113E-03 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 .528E-01 ROW 2 -.210E-01 .892E-02 ROW 3 -.193E-01 .684E-02 .275E-01 ROW 4 .175E-01 -.509E-02 .897E-01 .934 REGRESSION DIAGNOSTIC = 0.5 * G(I)**T * H(I)**-1 * H * H(I)**-1 * G(I)... .220 3.76 .125 .142 2.43 .359 .545 .164 .186 1.04 .301 .710E-01 1.11 .334 .106 DEVIANCE = 53.3353577 * 28 **** problem mn205 **** * 10 Example on p. 204-5 of McCullagh and Nelder * 7 Run 15: calling GLG 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 .35E-02 .49E-02 .5E-01 G .0E+00 .3E+02 .49E-02 8 17 .134E+04 .32E-04 .33E-04 .7E-02 G .0E+00 .2E+01 .33E-04 9 18 .134E+04 -.18E-06 .14E-08 .5E-04 G .0E+00 .1E-01 .14E-08 ***** X- AND RELATIVE FUNCTION CONVERGENCE ***** FUNCTION .133952E+04 RELDX .460E-04 FUNC. EVALS 18 GRAD. EVALS 9 PRELDF .142E-08 NPRELDF .142E-08 I FINAL X(I) D(I) G(I) 1 -.289687E+01 .214E+02 -.605E-02 2 .134514E+01 .441E+02 .153E-01 3 .170841E+01 .983E+01 -.703E-02 4 .206077E+01 .140E+01 .623E-03 5 .167369E+01 .577E+02 .107E-01 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 -.830E-02 .117 1.19 ROW 5 .216E-01 -.893E-02 -.589E-03 .750E-02 .126E-01 REGRESSION DIAGNOSTIC = 0.5 * G(I)**T * H(I)**-1 * H * H(I)**-1 * G(I)... .641 2.70 .732E-01 .162E-01 1.08 1.07 .177 .465 .824E-01 .176 .178E-02 .154E-01 .276E-02 .458E-01 .199E-01 DEVIANCE = 18.6993561 * 28 **** problem mn205.1 **** * 10 Example on p. 205-6 of McCullagh and Nelder * 7 Run 16: calling GLG 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 .46E-05 .45E-05 .3E-02 G .0E+00 .4E+00 .45E-05 ***** RELATIVE FUNCTION CONVERGENCE ***** FUNCTION .133952E+04 RELDX .251E-02 FUNC. EVALS 8 GRAD. EVALS 7 PRELDF .449E-05 NPRELDF .449E-05 I FINAL X(I) D(I) G(I) 1 -.289664E+01 .214E+02 -.111E-02 2 .134504E+01 .440E+02 .355E-02 3 .170842E+01 .982E+01 -.142E-02 4 .206098E+01 .140E+01 .145E-03 5 .167374E+01 .198E+02 -.206E-02 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 -.134E-01 .479E-02 .311E-01 ROW 4 .256E-01 -.839E-02 .117 1.19 ROW 5 .216E-01 -.893E-02 -.583E-03 .754E-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 1.07 1.07 .177 .466 .827E-01 .176 .177E-02 .154E-01 .274E-02 .461E-01 .200E-01 DEVIANCE = 18.6996002 * 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 GLG with PS = 2 I INITIAL X(I) D(I) 1 .123903E+01 .115E+03 2 .901387E-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 .14E+00 .9E-01 G .0E+00 .8E+01 .14E+00 7 11 .198E+03 .46E-01 .40E-01 .6E-01 G .0E+00 .4E+01 .40E-01 8 12 .198E+03 .44E-02 .41E-02 .2E-01 G .0E+00 .1E+01 .41E-02 9 13 .198E+03 .15E-03 .12E-03 .1E-01 G .0E+00 .7E+00 .12E-03 10 14 .198E+03 .34E-04 .30E-04 .1E-01 G .0E+00 .6E+00 .30E-04 11 15 .198E+03 .36E-05 .31E-05 .3E-02 G .0E+00 .2E+00 .31E-05 ***** RELATIVE FUNCTION CONVERGENCE ***** FUNCTION .197503E+03 RELDX .280E-02 FUNC. EVALS 15 GRAD. EVALS 12 PRELDF .307E-05 NPRELDF .307E-05 I FINAL X(I) D(I) G(I) 1 .127455E+01 .765E+01 -.508E-05 2 .882853E-01 .125E+03 -.326E-03 3 .141924E+01 .352E+01 -.910E-02 4 .133250E+01 .180E+02 -.328E-01 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 .671E-03 ROW 3 .117E-01 -.642E-03 2.04 ROW 4 -.237E-02 .130E-03 -.390 .778E-01 REGRESSION DIAGNOSTIC = 0.5 * G(I)**T * H(I)**-1 * H * H(I)**-1 * G(I)... .509 .500E-01 -1.00 .114 .635E-02 .310E-01 .770E-02 .841E-02 .586E-01 .124E-01 .588E-02 .384E-01 .967E-02 .574E-02 .476E-02 .567E-02 .505E-02 .505E-02 .228E-01 .694E-02 .498E-02 2.48 -1.00 .384E-01 .106E-01 .139E-01 .667E-02 .520E-02 .122E-01 .538E-02 .609E-02 .628E-02 .676E-02 .380E-01 -1.00 .293E-01 .719E-02 .102E-01 -1.00 .100E-01 .763E-02 .702E-02 .770E-02 .844E-02 .421E-01 .145E-01 .160E-01 .173E-01 1.26 .102E-01 DEVIANCE = 70.998703 * 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 GLG with PS = 4 I INITIAL X(I) D(I) 1 .633467E+01 .601E+04 2 .832380E+00 .553E+04 3 -.630993E+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 .816E+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 .83E-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 .39E+01 18 29 .163E+03 .99E-03 .99E-03 .2E-02 G .6E-01 .9E+00 .00E+00 19 31 .163E+03 .83E-03 .82E-03 .1E-02 G .2E+00 .8E+00 .00E+00 20 33 .163E+03 .17E-02 .18E-02 .3E-02 G .3E-01 .2E+01 .00E+00 21 35 .163E+03 .47E-03 .27E-02 .6E-02 G .3E-01 .3E+01 .37E-02 22 36 .162E+03 .47E-02 .40E-02 .4E-02 G .0E+00 .2E+01 .40E-02 23 39 .162E+03 .75E-03 .73E-03 .2E-02 G .1E+00 .9E+00 .56E-02 24 40 .162E+03 .13E-02 .15E-02 .3E-02 G .7E-01 .2E+01 .11E+00 25 42 .162E+03 .12E-02 .10E-02 .3E-02 G .6E-01 .1E+01 .16E-02 26 44 .161E+03 .11E-02 .12E-02 .3E-02 G .5E-01 .2E+01 .59E-02 27 45 .161E+03 .11E-02 .71E-03 .3E-02 G .0E+00 .2E+01 .71E-03 28 47 .161E+03 .54E-03 .51E-03 .2E-02 G .9E-01 .8E+00 .11E-02 29 53 .161E+03 .70E-03 .86E-03 .3E-02 G .5E-01 .2E+01 .85E-02 30 54 .161E+03 .79E-03 .73E-03 .4E-02 G .0E+00 .2E+01 .73E-03 31 55 .161E+03 .85E-03 .68E-03 .3E-02 G .0E+00 .1E+01 .68E-03 32 57 .161E+03 .14E-03 .14E-03 .8E-03 G .1E+00 .4E+00 .65E-03 33 59 .161E+03 .27E-03 .30E-03 .2E-02 G .4E-01 .1E+01 .19E-02 34 61 .161E+03 .17E-03 .16E-03 .1E-02 G .5E-01 .6E+00 .35E-03 35 64 .161E+03 .21E-03 .23E-03 .2E-02 G .3E-01 .1E+01 .71E-03 36 65 .161E+03 .16E-03 .18E-03 .3E-02 G .0E+00 .2E+01 .18E-03 37 66 .161E+03 .19E-03 .17E-03 .1E-02 G .0E+00 .7E+00 .17E-03 38 68 .161E+03 .27E-04 .26E-04 .6E-03 G .3E-01 .3E+00 .85E-04 39 70 .161E+03 .38E-04 .41E-04 .1E-02 G .4E-02 .7E+00 .70E-04 40 71 .161E+03 .24E-04 .21E-04 .1E-02 G .0E+00 .7E+00 .21E-04 41 72 .161E+03 .75E-05 .66E-05 .5E-03 G .0E+00 .3E+00 .66E-05 ***** RELATIVE FUNCTION CONVERGENCE ***** FUNCTION .160510E+03 RELDX .510E-03 FUNC. EVALS 72 GRAD. EVALS 42 PRELDF .659E-05 NPRELDF .659E-05 I FINAL X(I) D(I) G(I) 1 .634777E+01 .332E+02 .564E-03 2 .840771E+00 .265E+02 .118E-01 3 -.628691E+00 .267E+02 .122E-02 4 -.371045E+00 .269E+02 .190E-02 5 .127625E-02 .288E+04 -.867E+01 6 .248075E+01 .235E+02 -.109E+00 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 .91E-03 COVARIANCE = H**-1, WHERE H = FINITE-DIFFERENCE HESSIAN ROW 1 .109E-02 ROW 2 .390E-03 .155E-02 ROW 3 -.285E-03 .152E-04 .147E-02 ROW 4 -.160E-03 .130E-03 -.305E-04 .168E-02 ROW 5 .444E-05 -.177E-05 .700E-05 -.507E-04 .100E-04 ROW 6 -.544E-03 .222E-03 -.869E-03 .628E-02 -.123E-02 .152 REGRESSION DIAGNOSTIC = 0.5 * G(I)**T * H(I)**-1 * H * H(I)**-1 * G(I)... .995E-02 -1.00 .625E-01 .209E-01 .253E-01 -1.00 .172 .115 .962E-02 .180E-01 .238E-01 .562E-01 -1.00 .108E-01 .362E-01 .859E-02 .274E-01 .239E-01 .191E-01 .713 .722E-01 .438E-01 .525E-01 -1.00 .497E-01 -1.00 -1.00 DEVIANCE = .0344869755 * 28 **** problem insurance (D = I) **** * 10 Insurance data from Daryl. * 2 * 3 * 5 * 11 Changing RHO from 11 to 13 * 7 Run 19: calling GLG 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 .538E+04 .86E+00 .91E+00 .4E-01 G .2E+06 .3E+00 .00E+00 15 47 .112E+04 .79E+00 .85E+00 .2E-01 G .1E+06 .1E+00 .00E+00 16 49 .818E+03 .27E+00 .28E+00 .1E-01 G .2E+05 .8E-01 .00E+00 17 50 .680E+03 .17E+00 .22E+00 .1E-01 G .2E+05 .8E-01 .00E+00 18 51 .656E+03 .35E-01 .43E-01 .2E-01 G .3E+04 .8E-01 .00E+00 19 52 .637E+03 .30E-01 .34E-01 .2E-01 G .3E+04 .8E-01 .00E+00 20 53 .625E+03 .19E-01 .22E-01 .2E-01 G .1E+04 .8E-01 .00E+00 21 54 .622E+03 .49E-02 .62E-02 .2E-01 G .1E+03 .7E-01 .00E+00 22 55 .621E+03 .30E-03 .39E-03 .1E-02 G .1E+03 .8E-02 .00E+00 23 58 .621E+03 .59E-06 .81E-05 .3E-03 G .4E+03 .1E-02 -.40E-04 24 59 .621E+03 .63E-05 .14E-04 .2E-03 G .2E+05 .6E-03 .16E-03 25 60 .621E+03 -.22E-05 .91E-06 .1E-03 G .2E+03 .6E-03 -.25E-05 ***** SINGULAR CONVERGENCE ***** FUNCTION .621422E+03 RELDX .130E-03 FUNC. EVALS 60 GRAD. EVALS 25 PRELDF .909E-06 NPRELDF -.247E-05 I FINAL X(I) D(I) G(I) 1 -.118296E-02 .100E+01 -.413E-01 2 -.103054E-02 .100E+01 -.225E-01 3 -.553834E-03 .100E+01 .736E-02 4 -.318949E-03 .100E+01 .592E-02 5 .136577E-02 .100E+01 .301E-02 6 .640669E-03 .100E+01 .508E-01 7 .533043E-03 .100E+01 .278E-01 8 .954079E-03 .100E+01 -.270E-01 9 .101301E-02 .100E+01 .788E-01 10 -.204215E-03 .100E+01 .569E-01 11 -.276228E-02 .100E+01 .198E+00 12 -.207975E-02 .100E+01 .140E+00 13 .256401E-03 .100E+01 .140E-01 14 .106218E-01 .100E+01 .372E+00 15 .931680E+00 .100E+01 -.169E+00 16 .201545E+01 .100E+01 -.118E+01 17 -.116459E+01 .100E+01 .360E+00 DEVIANCE = 114.571899 * 28 **** problem insurance.1 (D = I) **** * 5 * 7 Run 20: calling GLG 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 .791E+05 .11E+00 .11E+00 .2E-02 G .3E+08 .2E-01 .00E+00 13 39 .727E+05 .82E-01 .85E-01 .2E-02 G .6E+07 .2E-01 .00E+00 14 41 .601E+05 .17E+00 .17E+00 .5E-02 G .1E+07 .4E-01 .00E+00 15 44 .491E+05 .18E+00 .18E+00 .6E-02 G .5E+07 .5E-01 .00E+00 16 46 .327E+05 .33E+00 .34E+00 .1E-01 G .3E+06 .9E-01 .00E+00 17 48 .957E+04 .71E+00 .76E+00 .3E-01 G .5E+06 .2E+00 .00E+00 18 50 .248E+04 .74E+00 .77E+00 .1E-01 G .5E+06 .1E+00 .00E+00 19 53 .127E+04 .49E+00 .49E+00 .4E-02 G .8E+06 .3E-01 .00E+00 20 54 .751E+03 .41E+00 .41E+00 .7E-02 G .2E+06 .3E-01 .00E+00 21 56 .630E+03 .16E+00 .17E+00 .4E-02 G .1E+06 .2E-01 .00E+00 22 57 .626E+03 .76E-02 .80E-02 .4E-02 G .7E+04 .2E-01 .00E+00 23 59 .622E+03 .62E-02 .69E-02 .2E-01 G .2E+03 .7E-01 .00E+00 24 60 .622E+03 .29E-04 .36E-04 .1E-02 G .2E+03 .7E-02 .00E+00 25 61 .622E+03 .79E-04 .38E-04 .2E-01 G .1E+01 .7E-01 .39E-04 26 62 .622E+03 .33E-04 .78E-04 .6E-02 G .6E+02 .3E-01 .00E+00 27 70 .622E+03 .11E-04 .48E-05 .3E-04 G .3E+06 .1E-03 -.71E+01 28 71 .622E+03 .19E-04 .25E-05 .3E-04 G .4E+05 .1E-03 .00E+00 29 74 .622E+03 -.27E-04 .17E-07 .9E-06 G .6E+06 .4E-05 -.23E+00 ***** FALSE CONVERGENCE ***** FUNCTION .621513E+03 RELDX .867E-06 FUNC. EVALS 74 GRAD. EVALS 29 PRELDF .170E-07 NPRELDF -.226E+00 I FINAL X(I) D(I) G(I) 1 -.179679E-02 .100E+01 -.866E-02 2 -.159230E-02 .100E+01 -.137E-02 3 -.857463E-03 .100E+01 .171E-02 4 -.479661E-03 .100E+01 .378E-03 5 .207224E-02 .100E+01 .395E-02 6 .989622E-03 .100E+01 .502E-02 7 .819189E-03 .100E+01 -.484E-03 8 .146934E-02 .100E+01 -.632E-02 9 .155042E-02 .100E+01 .693E-02 10 -.298028E-03 .100E+01 .942E-02 11 -.407997E-02 .100E+01 .221E-01 12 -.304275E-02 .100E+01 .197E-01 13 .441976E-03 .100E+01 .335E-02 14 .177463E-01 .100E+01 .470E-01 15 .107096E+01 .100E+01 .141E+01 16 .199416E+01 .100E+01 -.209E+01 17 -.131501E+01 .100E+01 .236E-01 .