Usage Note 22897: Is it possible to get maximum likelihood estimates from PROC NLIN? What about other procedures?
PROC NLIN does ordinary nonlinear least squares, rather than
maximum likelihood estimation. However, if the error term is
assumed to have a distribution in the exponential family (this
includes binomial, poisson, normal, gamma, and inverse gaussian
distributions), it has been shown that an iteratively reweighted
least squares approach is equivalent to maximum likelihood
estimation. For more details, see the paper by Jennrich
and Moore (1975) referenced at the end of the NLIN chapter in the SAS/STAT User's Guide.
If you want maximum likelihood estimates for a linear model with a
binomial error distribution, see PROC LOGISTIC, PROBIT, GENMOD, or
CATMOD. For a linear model with a poisson, gamma, inverse gaussian error
distribution, see PROC GENMOD. For a linear model with a normal
error distribution, see PROC MIXED or PROC GENMOD. PROC PHREG and
PROC LIFEREG fit survival models using maximum likelihood estimation.
For a general maximum likelihood estimation procedure, see PROC NLP.
Operating System and Release Information
*
For software releases that are not yet generally available, the Fixed
Release is the software release in which the problem is planned to be
fixed.
Type: | Usage Note |
Priority: | low |
Topic: | Analytics ==> Regression SAS Reference ==> Procedures ==> NLIN
|
Date Modified: | 2003-03-06 09:41:30 |
Date Created: | 2002-12-16 10:56:40 |