```Date: Thu, 23 Sep 2010 09:56:02 -0400 Reply-To: FRP3@PITT.EDU Sender: "SAS(r) Discussion" From: SUBSCRIBE SAS-L Ameribrit Subject: NLMIXED "Observation error" Content-type: text/plain; charset=iso-8859-1 HI Guys: I was hoping someone could help me with an issue in PROC NLMIXED. I receive emails from listserv and tried to send this directly to dale but I am not sure if thats the protocol for submitting issues. Anyway I am currently trying to model survival with hazard function: h(t)=alpha(0)*exp(XB+r1*u1+r2*u2+r3*(u1+u2*t)+u3. This is from a paper by carlin et al where this is the survival piece of a joint model. I am assumng an exponential model for now so alpha0 is some constant say bs0. To complete the likelihood L= h(t)*S(t) I need the survival function. This is what I get after integrating S(t) =exp( - A /B *exp(Bt-1) A= alpha(0)*exp(XB+(r1+r3)*u1+r2*u2+u3) B= r3*u2 So the code I am trying in SAS is as follows: proc nlmixed data=full1 absgconv=1E-05 qpoints=3 ; parms /data=seperateestimates; /*survival part*/ if(last=1) then do; linpred=bs0+bs1*X+r1*u1+r2*u2+r3*(u1+u2*survtime)+u3; /*linear predictor*/ A=exp(bs0+bs1*X+(r1+r3)*u1+r2*u2+u3); B=r3*u2; C=A/B; h_t= exp(linpred); /*hazard*/ S_t= exp(-C*(exp(B*survtime)-1)); *exponential survival function; f_t= h_t*S_t; *Likelihood = h(t)*S(t); llsurv = (censored=0)*log(f_t) + (censored=1)*log(S_t); *contribution to the likelihood; end; else llsurv=0; model last ~ general(llsurv); random u1 u2 u3 ~ normal([0,0,0],[exp(2*s11),0,exp(2*s22),0,0,exp(2*s33)]) subject=id; estimate "s11" exp(2*s11); estimate "s33" exp(2*s33); estimate "se" exp(se); run; But the error I keep getting is: Execution error for observation 3. NOTE: PROCEDURE NLMIXED used (Total process time): real time 0.40 seconds cpu time 0.32 second Any help from you guys would be appreciated. I know I may have left out a lot of info so please let me know if you need further clarification. thanks Francis ```

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