SPSS® 12.0 Command Syntax Reference

1056 NLR
sponding to a more accurate line search, may give better performance
if there are no nonlinear constraints, all (or most) derivatives are
supplied in the derivatives program, and the data fit in memory.
OPTOLERANCE n Optimality tolerance. If an iteration point is a feasible point and the
next step will not produce a relative change in either the parameter
vector or the objective function of more than the square root of
OPTOLERANCE, an optimal solution has been found. OPTOLERANCE
can also be thought of as the number of significant digits in the objective
function at the solution. For example, if OPTOLERANCE=10 -6 , the
objective function should have approximately six significant digits of
accuracy. Specify any number between the FPRECISION value and 1.
The default value for OPTOLERANCE is epsilon**0.8.
FPRECISION n Function precision. This is a measure of the accuracy with which the
objective function can be checked. It acts as a relative precision when
the function is large, and an absolute precision when the function is
small. For example, if the objective function is larger than 1, and six
significant digits are desired, FPRECISION should be 1E – 6 . If,
however, the objective function is of the order 0.001, FPRECISION
should be 1E – 9 to get six digits of accuracy. Specify any number
between 0 and 1. The choice of FPRECISION can be very complicated
for a badly scaled problem. Chapter 8 of Gill et al. (1981) gives some
scaling suggestions. The default value is epsilon**0.9.
ISTEP n Infinite step size. This value is the magnitude of the change in parameters
that is defined as infinite. That is, if the change in the parameters
at a step is greater than ISTEP, the problem is considered unbounded,
and estimation stops. Specify any positive number. The default value
is 1E + 20 .
Iteration Criteria for NLR
The NLR procedure uses an adaptation of subroutine LMSTR from the MINPACK package
by Garbow et al. Because the NLR algorithm differs substantially from CNLR, the CRITERIA
subcommand for NLR has a different set of keywords.
NLR computes parameter estimates using the Levenberg-Marquardt method. At each iteration,
NLR evaluates the estimates against a set of control criteria. The iterative calculations
continue until one of five cutoff points is met, at which point the iterations stop and the
reason for stopping is displayed.
The CRITERIA subcommand has the following keywords when used with NLR:
ITER n Maximum number of major and minor iterations allowed. Specify any positive
integer for n. The default is 100 iterations per parameter. If the search for
a solution stops because this limit is exceeded, NLR issues a warning message.
SSCON n Convergence criterion for the sum of squares. Specify any non-negative
number for n. The default is 1E –
8 . If successive iterations fail to reduce
the sum of squares by this proportion, the procedure stops. Specify 0 to
disable this criterion.