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PROC NLMIXED reports incorrect statistics for all values associated with
the NEGBIN distribution.  To circumvent this problem, program the NEGBIN
distribution using the GENERAL likelihood specification.  For example,
if the original specification of the negative binomial looks like:

   proc nlmixed data=yourdata;
      parms int 2 n 2;
      p=1/(1+exp(int)/n);
      model y~negbin(n,p);
   run;

then the correct code for the GENERAL likelihood specification would be:

   proc nlmixed data=yourdata;
      parms int 2 n 2;
      p=1/(1+exp(int)/n);
      ll=lgamma(n+y)-lgamma(n)-lgamma(1+y)+n*log(p)+y*log(1-p);
      model y~general(ll);
   run;


A Technical Support hot fix for Release 8.2 TSLEVEL TS2M0 for this
issue is available at:

http://www.sas.com/techsup/download/hotfix/82_sbcs_prod_list.html#004855

For customers running SAS with Asian Language Support (DBCS), this
hot fix should be downloaded from:

http://www.sas.com/techsup/download/hotfix/82_dbcs_prod_list.html#004855

Operating System and Release Information

A fix for Release 8.2 (TS2M0) for this issue is available at:

A fix for Release 8.2 (TS2M0) with Asian Language Support (DBCS) for this issue is available at: