Date:         Fri, 10 May 2002 09:22:36 -0700
Reply-To:     Dale McLerran <stringplayer_2@YAHOO.COM>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         Dale McLerran <stringplayer_2@YAHOO.COM>
Subject:      Re: help for maximum likelihood
Comments: To: hui li <lihui@UNM.EDU>
In-Reply-To:  <Pine.A41.4.44.0205100906390.2232-100000@aix16.unm.edu>
Content-Type: text/plain; charset=us-ascii

Hui,

The procedure NLMIXED is excellent for maximum likelihood estimation
of arbitrary likelihood functions.  Just yesterday I posted to the
list a maximum likelihood solution for a zero-inflated Poisson
distribution which has a simple solution in NLMIXED.  If you want
to look for that posting, it has a subjet heading of "Lognormal".
I have also posted within the past couple of months a solution for
a positive Poisson model.  Interesting that these models are both
Poisson, but one has an excess of zero values while the other has
a deficit of zero values.  If you go to the link below and search
for NLMIXED, you will find a number of postings on the subject.

http://listserv.uga.edu/cgi-bin/wa?S1=sas-l

One distribution which the NLMIXED procedure does seem to have
difficulty fitting (or at least that I have had trouble getting to
converge properly) is the negative binomial distribution.  But the
GENMOD procedure does properly implement a negative binomial
solution, so it does not concern me too greatly that I could not
get the NB to converge in NLMIXED.

Hope this gets you started.

Dale


--- hui li <lihui@UNM.EDU> wrote:
> Hello all,
> As the beginner to SAS, I always use canned procedure for MLE, like
> proc
> logistic, probit... I am wondering what is the good way to maximize
> any
> forms of likelihood function? i tried Proc NLP, it is so hard to get
> it
> converge, i also tried Proc IML. Could anybody give me some advice on
> "long-hand"maximum likelihood estimation programming?
> Thanks!
>
> hui
>
>
> Hui Li                                     /~~~~\       /~~~~\
> Grad. student,UNM                          \     \     /     /
> Dept. of Economics                          \     \   /     /
> Phone(Office):505-277-1953                   \    /   \    /
> Email: lihui@aix.unm.edu                     /    -----    \
>                                             /   @      @    \
>                                             \       0       /
>                                          ~~~~~~~       ~~~~~~~


=====
---------------------------------------
Dale McLerran
Fred Hutchinson Cancer Research Center
mailto: dmclerra@fhcrc.org
Ph:  (206) 667-2926
Fax: (206) 667-5977
---------------------------------------

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