The HPNLMOD Procedure

ESTIMATE Statement

  • ESTIMATE 'label' expression <options>;

The ESTIMATE statement enables you to compute an additional estimate that is a function of the parameter values. You must provide a quoted string to identify the estimate and then provide a valid SAS expression. Multiple ESTIMATE statements are permitted, and results from all ESTIMATE statements are listed in a common table. PROC HPNLMOD computes approximate standard errors for the estimates by using the delta method (Billingsley 1986). It uses these standard errors to compute corresponding t statistics, p-values, and confidence limits.

The ECOV option in the PROC HPNLMOD statement produces a table that contains the approximate covariance matrix of all the additional estimates you specify. The ECORR option produces the corresponding correlation matrix.

You can specify the following options in the ESTIMATE statement:

ALPHA=$\alpha $

specifies the alpha level to be used to compute confidence limits. The default value corresponds to the ALPHA= option in the PROC HPNLMOD statement.

DF=d

specifies the degrees of freedom to be used to compute p-values and confidence limits. The default value corresponds to the DF= option in the PROC HPNLMOD statement.