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Thread: GEE model with Error " The generalized Hessian matrix is not positive definite"

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    GEE model with Error " The generalized Hessian matrix is not positive definite"




    Hi experts,
    When I was trying to build a marginal GEE model (logit = bin) for a censoring variable in a survival study, I implemented the following SAS procedure:
    ------------------------------------------------------------------------------------------------
    proc genmod data = midata5; *uncensoring probablility pr(Cij = 0|Ci(j-1) = 0, time, previous outcome);
    class id t;
    model y = t prevy/dist =bin link=logit type3 wald scale = pearson;
    repeated subject = ID / withinsubject = t type = UN corrw modelse;
    run;
    ------------------------------------------------------------------------------------------------
    Here the theoretical model is:
    logit[Pr(Cij = 0 | Ci(j-1) = 0, time] = a0 + a1*I (time = 1) + a2*I(time = 2) + a3*I(time = 3) + a4*I(time =4) +a5*Ci(j-1)

    However I get the following errors:
    WARNING: The negative of the Hessian is not positive definite. The convergence is questionable.
    WARNING: The procedure is continuing but the validity of the model fit is questionable.
    WARNING: The specified model did not converge.
    WARNING: Negative of Hessian not positive definite.
    WARNING: The generalized Hessian matrix is not positive definite. Iteration will be terminated.
    ERROR: Error in parameter estimate covariance computation.
    ERROR: Error in estimation routine.



    And all the standard errors for coefficients are either missing or zero.

    Can anyone help me with this problem, please?
    Thank you very much!
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    Re: GEE model with Error " The generalized Hessian matrix is not positive definite"


    Could be that the regressor variables are not adding any explanatory value somewhat like when you have multicollinearity in a linear model. Have you tried removing some of the independent variables ?

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