Random Effects Estimation
/*--------------------------------------------------------------
SAS Sample Library
Name: tmoex02.sas
Description: Example program from SAS/ETS User's Guide,
The TMODEL Procedure
Title: Random Effects Estimation
Product: SAS/ETS Software
Keys: nonlinear simultaneous equation models
DATA: Orange tree data, Draper and Smith (1981)
PROC: TMODEL
Notes:
--------------------------------------------------------------*/
data tree;
input tree day y;
datalines;
1 118 30
1 484 58
1 664 87
1 1004 115
1 1231 120
1 1372 142
1 1582 145
2 118 33
2 484 69
2 664 111
2 1004 156
2 1231 172
2 1372 203
2 1582 203
3 118 30
3 484 51
3 664 75
3 1004 108
3 1231 115
3 1372 139
3 1582 140
4 118 32
4 484 62
4 664 112
4 1004 167
4 1231 179
4 1372 209
4 1582 214
5 118 30
5 484 49
5 664 81
5 1004 125
5 1231 142
5 1372 174
5 1582 177
;
proc sgplot data=tree;
series x=day y=y / group=tree;
quit;
proc tmodel data=tree;
parms b1 200
b2 800
b3 800
s2u;
num = b1 + u1;
ex = exp(-(day-b2)/b3);
den = 1 + ex;
y = num/den;
crosssection tree;
random u1 ~ normal(0,s2u);
fit y;
quit;