Resolve problems with convergence or divergence

When the Newton-Raphson algorithm does not converge or diverges for a Reliability/Survival distribution analysis, consider whether to fit a regression line through the data as an alternative to an iterative estimation method.

When you estimate parameters for one of Minitab's distribution analyses in Reliability/Survival, Minitab uses the Newton-Raphson algorithm to calculate maximum likelihood estimates of the parameters that define the distribution. All resulting functions are calculated from that distribution. Messages that indicate that the algorithm stopped searching for a solution occur because Minitab is far from the true solution. This means that the function is not optimal or that the actual estimates continue to change.

An option to consider when the Newton-Raphson algorithm diverges or does not converge is to fit a regression line through the data. This estimation method is not algorithmic.

Fit a regression line so convergence is not a problem

  1. Choose one of the distribution analysis commands that estimates parameters:
    • Stat > Reliability/Survival > Distribution Analysis > Distribution ID Plot
    • Stat > Reliability/Survival > Distribution Analysis > Distribution Overview Plot
    • Stat > Reliability/Survival > Distribution Analysis > Parametric Distribution Analysis
  2. Select the button that lets you choose the estimation method.
    • For Distribution Overview Plot, select Options.
    • For Parametric Distribution Analysis and Distribution ID Plot, select Distribution Fitting.
  3. Under Estimation Method, choose Least Squares (failure time(X) on rank(Y)).