I'm running PROC NLP to estimate a log likelihood function and I've come across a warning and error message in the log that I was hoping someone could provide more detail about.

The warning message is:

WARNING: Your program statements cannot be executed completely.

Which is followed by:

NOTE: FCONV convergence criterion satisfied.

NOTE: At least one element of the (projected) gradient is greater than 1e-3.

WARNING: In a total of 8 calls an error occurred during execution of the program statements.

NLP attempted to recover by using a shorter step size.

And the error message is:

ERROR: Not enough memory to generate code.

NOTE: The SAS System stopped processing this step because of insufficient memory.

WARNING: The data set WORK.EST may be incomplete. When this step was stopped there were 0

observations and 0 variables.

Which occurred when it was writing out the OUTEST data set, but when I checked WORK.EST the estimates were there. Is there an explanation for this?

Thanks,

Andy