SEVSELECT Procedure

The SEVSELECT procedure uses the nonlinear optimization (NLO) subsystem to perform nonlinear optimization of the likelihood function to obtain the estimates of distribution and regression parameters. You can use the NLOPTIONS statement to control different aspects of this optimization process. If you specify more than one NLOPTIONS statement, then the first statement is used.

For most problems, the default settings of the optimization process are adequate. However, in some cases it might be useful to change the optimization technique or to change the maximum number of iterations. The following statement uses the MAXITER= option to set the maximum number of iterations to 200 and uses the TECH= option to change the optimization technique to the double-dogleg optimization (DBLDOG) rather than the default technique, the trust region optimization (TRUREG), used in the SEVSELECT procedure:

   nloptions tech=dbldog maxiter=200;

For more information about the options you can specify in the NLOPTIONS statement, see the section Optimization Options. For more information about the optimization methods, see the section Choosing an Optimization Algorithm.