In Example 67.3 in SAS/STAT User's Guide cancer remission is modeled by expressing the maximum likelihood function for a binary distribution as a nonlinear least squares optimization. The following statements show an equivalent formulation of this model that uses PROC HPNLMOD and specifies the binary distribution explicitly:
proc hpnlmod data=remiss corr; parms int=-10 a=-2 b=-1 c=6; linp = int + a*cell + b*li + c*temp; p = probnorm(linp); model remiss ~ binary(1-p); run;
This binary distribution model displays information about the quality of the estimation that is different from the information displayed in the section Least Squares Model. No analysis of variance table is produced for this model; fit statistics that are based on the value of the likelihood function are displayed in Figure 10.3.
Figure 10.3: Nonlinear Likelihood Function Statistics
Fit Statistics | |
---|---|
-2 Log Likelihood | 21.9002 |
AIC (smaller is better) | 29.9002 |
AICC (smaller is better) | 31.7183 |
BIC (smaller is better) | 35.0835 |
Parameter estimates for the binary distribution model that uses the same quantities as are used in the section Least Squares Model are displayed in Figure 10.4.
Figure 10.4: Parameter Estimates and Approximate 95% Confidence Intervals
Parameter Estimates | |||||||
---|---|---|---|---|---|---|---|
Parameter | Estimate | Standard Error | DF | t Value | Approx Pr > |t| |
Approximate 95% Confidence Limits |
|
int | -36.7548 | 32.3607 | 1 | -1.14 | 0.2660 | -103.2 | 29.6439 |
a | -5.6298 | 4.6376 | 1 | -1.21 | 0.2353 | -15.1454 | 3.8858 |
b | -2.2513 | 0.9790 | 1 | -2.30 | 0.0294 | -4.2599 | -0.2426 |
c | 45.1815 | 34.9095 | 1 | 1.29 | 0.2065 | -26.4469 | 116.8 |