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Econometrics and Time Series Papers
Nonlinear Regression Analysis and Nonlinear Simulation Models
Donald Erdman, SUGI Proceedings, 1994
Abstract
This paper is a survey of SAS® System features for nonlinear models, with emphasis on new features for nonlinear regression. Topics include automatic calculation of analytic derivatives, estimation with nonlinear parameter restrictions, tests of nonlinear hypotheses, maximum likelihood and generalized method of moments (GMM) estimation, estimation of simultaneous systems of nonlinear regression equations, and distributed lags and time series error processes for nonlinear models. In addition, this paper will briefly discuss solving nonlinear equation systems, dynamic simulation of nonlinear systems, and optimization of nonlinear functions. The MODEL, NLIN, NLP, and GENMOD procedures are discussed.
