WARNING: The EM algorithm (MLE) fails to converge after 200 iterations. You can increase the number of iterations (MAXITER= option) or increase the value of the convergence criterion (CONVERGE=option).
NOTE: The EM algorithm (posterior mode) converges in 141 iterations.
The messages go away if I remove some of the nearly-collinear variables, but I would like to keep those variables since I need them for analysis.
Looking at the the messages, I would say that SAS's implementation of the EM algorithm has two stages: the first stage estimates the MLE; the second stage estimates the posterior mode. It also appears that the second stage converged even though the first stage didn't. (Possibly the second stage benefited from a default prior.)
I don't find any of this discussed in the documentation. Would you agree with my interpretation?
Also, would you expect it's safe to use the imputed data despite the warning? Since the second stage of EM converged, I'm thinking that the imputed data may be okay.
Many thanks for any advice.
Paul von Hippel
Department of Sociology / Initiative in Population Research
Ohio State University
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