Problem Note 32871: FARMALIK call routine returns incorrect log likelihood function value
Due to an error in the internal initialization algorithm used by the CALL FARMALIK routine in PROC IML, the log likelihood function value returned by this routine is not correct. Although the returned value is close to the true log likelihood function value based on the specified model and data, it is not the exact log likelihood value.
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Operating System and Release Information
| SAS System | SAS/IML | HP-UX IPF | 9 TS M0 | |
| 64-bit Enabled Solaris | 9 TS M0 | |
| 64-bit Enabled HP-UX | 9 TS M0 | |
| 64-bit Enabled AIX | 9 TS M0 | |
| Microsoft Windows XP Professional | 9 TS M0 | |
| Microsoft Windows Server 2003 Standard Edition | 9 TS M0 | |
| Microsoft Windows Server 2003 Enterprise Edition | 9 TS M0 | |
| Microsoft Windows Server 2003 Datacenter Edition | 9 TS M0 | |
| Microsoft Windows NT Workstation | 9 TS M0 | |
| Microsoft Windows 2000 Professional | 9 TS M0 | |
| Microsoft Windows 2000 Server | 9 TS M0 | |
| Microsoft Windows 2000 Datacenter Server | 9 TS M0 | |
| Microsoft Windows 2000 Advanced Server | 9 TS M0 | |
| Microsoft Windows Server 2003 Enterprise 64-bit Edition | 9 TS M0 | |
| Microsoft Windows Server 2003 Datacenter 64-bit Edition | 9 TS M0 | |
| Microsoft® Windows® for 64-Bit Itanium-based Systems | 9 TS M0 | |
| z/OS | 9 TS M0 | |
| Linux | 9 TS M0 | |
| OpenVMS Alpha | 9 TS M0 | |
| Tru64 UNIX | 9 TS M0 | |
*
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: | Problem Note |
| Priority: | high |
| Topic: | Analytics ==> Time Series Analysis
Analytics ==> Matrix Programming
Analytics ==> Forecasting
Analytics ==> Econometrics
SAS Reference ==> Procedures ==> IML
SAS Reference ==> CALL routines
|
| Date Modified: | 2008-12-11 09:11:28 |
| Date Created: | 2008-08-05 13:02:56 |
