```Date: Fri, 10 May 2002 09:22:36 -0700 Reply-To: Dale McLerran Sender: "SAS(r) Discussion" From: Dale McLerran Subject: Re: help for maximum likelihood Comments: To: hui li In-Reply-To: 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 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 --------------------------------------- __________________________________________________ Do You Yahoo!? Yahoo! Shopping - Mother's Day is May 12th! http://shopping.yahoo.com ```

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