The NLMIXED Procedure
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Overview
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Getting Started
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Syntax
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DetailsModeling Assumptions and NotationIntegral ApproximationsBuilt-in Log-Likelihood FunctionsOptimization AlgorithmsFinite-Difference Approximations of DerivativesHessian ScalingActive Set MethodsLine-Search MethodsRestricting the Step LengthComputational ProblemsCovariance MatrixPredictionComputational ResourcesDisplayed OutputODS Table Names
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Examples
- References
PARMS Statement
PARMS <name-list <=numbers>> <, name-list <=numbers> …> </ options> ;
The PARMS statement lists names of parameters and specifies initial values, possibly over a grid. You can specify the parameters and values directly in a list, or you can provide the name of a SAS data set that contains them by using the DATA= option.
While the PARMS statement is not required, you are encouraged to use it to provide PROC NLMIXED with accurate starting values. Parameters not listed in the PARMS statement are assigned an initial value of 1. PROC NLMIXED considers all symbols not assigned values to be parameters, so you should specify your modeling statements carefully and check the output from the “Parameters” table to make sure the proper parameters are identified.
A list of parameter names in the PARMS statement is not separated by commas and is followed by an equal sign and a list of numbers. If the number list consists of only one number, this number defines the initial value for all the parameters listed to the left of the equal sign.
If the number list consists of more than one number, these numbers specify the grid locations for each of the parameters listed to the left of the equal sign. You can use the TO and BY keywords to specify a number list for a grid search. If you specify a grid of points in a PARMS statement, PROC NLMIXED computes the objective function value at each grid point and chooses the best (feasible) grid point as an initial point for the optimization process. You can use the BEST= option to save memory for the storing and sorting of all grid point information.
The following options are available in the PARMS statement after a slash (/):
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BEST=
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specifies the maximum number of points displayed in the “Parameters” table, selected as the points with the maximum likelihood values. By default, all grid values are displayed.
- BYDATA
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enables you to assign different starting values for each BY group by using the DATA=SAS-data-set option during BY processing. By default, BY groups are ignored in the PARMS data set. For the BYDATA option to be effective, the DATA= data set must contain the BY variables and the same BY groups as the primary input data set. When you supply a grid of starting values with the DATA= data set and the BYDATA option is in effect, the size of the grid is determined by the first BY group.
- DATA=SAS-data-set
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specifies a SAS data set containing parameter names and starting values. The data set should be in one of two forms: narrow or wide. The narrow-form data set contains the variables
ParameterandEstimate, with parameters and values listed as distinct observations. The wide-form data set has the parameters themselves as variables, and each observation provides a different set of starting values. By default, BY groups are ignored in this data set, so the same starting grid is evaluated for each BY group. You can vary the starting values for BY groups by using the BYDATA option.