The NLMIXED procedure is multithreaded and can take advantage of multiple processors. The NTHREADS= option in the PROC NLMIXED statement specifies the number of threads to use for marginal log-likelihood calculations when you specify the METHOD=GAUSS option. PROC NLMIXED allocates data to different threads and calculates the objective function by accumulating values from each thread when it calculates a marginal log likelihood. The NTHREADS= option is applicable only when you specify METHOD=GAUSS (the default) in the PROC NLMIXED statement.