Many thanks for the advice and suggestions, after 2 weeks of email conversations with SAS, here are a few points you may find interesting:
1. It is possible for SAS -2logL to increase and decrease, in an attempt to find the minimum (unlike what I expected) - I suspect that for some computer reason (storage space, speed etc), SAS is therefore not implementing the EM algorithm as originally formulated - although I have been unable to get clarity on this point. 3. In my particular case the EM algorithm converges to the global minimum and then, apparently due to over strict convergence criteria, proceeds to move away from that point to another - in fact a local minimum, this convergence is also probably not helped by, most likely, an oddly shaped loglikelihood. In conclusion, I suspect that careful inspection of the iteration history would be a worthwhile undertaking, as in my case the result SAS yields is not the global minimum, but rather a local one. Another way of checking convergence, through different starting values for the EM is not implemented in Version 8.2, but SAS informs me that it is an option in version 9. Many thanks for any help, Fay Hosking (nee Hughes) Statistics MSc Student School of Mathematical and Statistical Sciences University of Natal, South Africa
