Date:         Mon, 22 Dec 2008 10:06:13 -0500
Reply-To:     Edgardo Palombini <epalombini@FITD.IT>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         Edgardo Palombini <epalombini@FITD.IT>
Subject:      Multivariate response in PROC NLMIXED

Hi,
I estimated a probit-normal model with binomial data using the following
code:
proc nlmixed data=Ed1;
parms beta=-2 rho=0.01;
bounds rho>0, beta<0;
eta=(beta-sqrt(rho)*x)/sqrt(1-rho);
cpd=probnorm(eta);
model def11 ~ binomial(num11,cpd);
random x~normal(0,1) subject=anno;
run;

Now I would like to extend what I did allowing for a multivariate
response, and I tried the following:

proc nlmixed data=Ed1;
parms beta1=-2 beta2=-2 rho1=0.02 rho2=0.02;
bounds rho1>0, rho2>0, beta1<0, beta2<0;
eta1=(beta1-sqrt(rho1)*x1)/sqrt(1-rho1);
eta2=(beta2-sqrt(rho2)*x2)/sqrt(1-rho2);
cpd1=probnorm(eta1);
cpd2=probnorm(eta2);
bin1 = probbnml(cpd1,num11,def11) - probbnml(cpd1,num11,def11-1);
bin2 = probbnml(cpd2,num12,def12) - probbnml(cpd2,num12,def12-1);
def=def11+def12;
ll = log(bin1*bin2);
model def ~ general(ll);
random x1 x2 ~ normal([0,0],
                      [1,
                      corr,1]) subject=anno;
run;

but it didn't work
I would really appreciate any help
Enrico