It is a "warning" message, but not an "error" message. Therefore, you should
still get parameter estimates. However, lack of convergence is often an
important issue. Although in the case of the EM algorithm, it may not be so
serious since EM is notoriously slow to converge when you set a small tolerance
for convergence. You may fiddle with the control options for EM algorithm and
see if you can get convergence. If not, you should contact the package authors.
Hope this is helpful,
Ravi
Ravi Varadhan, Ph.D. (Biostatistics), Ph.D. (Environmental Engg)
Associate Professor, Department of Oncology
Division of Biostatistics & Bionformatics
Sidney Kimmel Comprehensive Cancer Center
Johns Hopkins University
550 N. Broadway, Suite 1111-E
Baltimore, MD 21205
410-502-2619
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