The NLMIXED Procedure
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Overview
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Getting Started
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Syntax
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Details
Modeling Assumptions and Notation Integral Approximations Built-in Log-Likelihood Functions Optimization Algorithms Finite-Difference Approximations of Derivatives Hessian Scaling Active Set Methods Line-Search Methods Restricting the Step Length Computational Problems Covariance Matrix Prediction Computational Resources Displayed Output ODS Table Names
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Examples
- References
| 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 a valid SAS expression. Multiple ESTIMATE statements are permitted, and results from all statements are listed in a common table. PROC NLMIXED computes approximate standard errors for the estimates using the delta method (Billingsley 1986). It uses these standard errors to compute corresponding 
statistics, p-values, and confidence limits.
The ECOV option in the PROC NLMIXED statement produces a table containing the approximate covariance matrix of all the additional estimates you specify. The ECORR option produces the corresponding correlation matrix. The EDER option produces a table of the derivatives of the additional estimates with respect to each of the model parameters.
The following options are available in the ESTIMATE statement:
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ALPHA=
specifies the alpha level to be used in computing confidence limits. The default value corresponds to the ALPHA= option in the PROC NLMIXED statement.
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DF=
specifies the degrees of freedom to be used in computing p-values and confidence limits. The default value corresponds to the DF= option in the PROC NLMIXED statement.