The LIFEREG Procedure

Let be the number of parameters estimated in the model. The minimum working space (in bytes) needed is

However, if sufficient space is available, the input data set is also kept in memory; otherwise, the input data set is reread for each evaluation of the likelihood function and its derivatives, with the resulting execution time of the procedure substantially increased.

Let be the number of observations used in the model estimation. Each evaluation of the likelihood function and its first and second derivatives requires multiplications and additions, individual function evaluations for the log density or log distribution function, and evaluations of the first and second derivatives of the function. The calculation of each updating step from the gradient and Hessian requires multiplications and additions. The notation means that, for large values of the argument, , is approximately a constant times .