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Date:         Mon, 6 Nov 2000 18:57:28 +0100
Reply-To:     Rodolphe Thiebaut <rodolphe.thiebaut@DIM.U-BORDEAUX2.FR>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         Rodolphe Thiebaut <rodolphe.thiebaut@DIM.U-BORDEAUX2.FR>
Organization: Universite Bordeaux I
Subject:      Re: MLE

OK. I begin to ask a question. I have written a code with IML to perform a mixed model as with Proc MIXED using call nlpnra. When I run it, the algorithm converge (with true estimates) but I have the message "NOTE : I/O required temporary file to be opened" repeated x times. Note that I calculate matrix for fixed and random effects for every patients as I have missing data.

Is there anybody konwing what is this message and if it exists an index of error's message using IML ?

Rodolphe.

<steven_wang@my-deja.com> a écrit dans le message news: 8u6n2k$fd0$1@nnrp1.deja.com... > Hi: > > Thank you for your response. I also got two other emails regarding MLE > in SAS. See below. Hope this will bring some more discussions on this > topic. I'll also do some testing runs and report the results. > > > Cheers, > > Steven > > > 1. > >As far as I know, SAS does not have such a procedure. If you can > recast the > >likelihood function as a linear or non-linear regression, a mixed > model, or > >an optimization problem, SAS has several procedures to perform the > >equivalent of maximum likelihood estimation: PROC REG, PROC NLIN, PROC > >MIXED, or PROC IML. > > > 2. > > Try Proc NLP in SAS/OR. Here is what I did with a similar problem. > lnL > >refers to the equation for the log of the likelihood function: > > > > > >proc nlp data=XXX perror; > > parms a=x, b=x, c=x; /* set starting values for parameters */ > > bounds b <= 1 ; /* define constraints on parms if you have > any */ > > max lnL; > > profile a b c / alpha=0.95; /* if you want 95 % LPCIs for parms > */ > > lnl=0; > > do .... ; /* loops over x and y */ > > lnL= ... /* your logL function */ > > end; > > > > > > I hope this helps. Please let me know what other suggestions you > get, as I > >am always looking for alternative ways. > > > In article <8u5r09$rob$1@news.u-bordeaux.fr>, > "Rodolphe Thiebaut" <rodolphe.thiebaut@dim.u-bordeaux2.fr> wrote: > > Use proc IML with nonlinear optimization functions. > > > > Rodolphe. > > > > <steven_wang@my-deja.com> a écrit dans le message news: > > 8tut5q$kbl$1@nnrp1.deja.com... > > > Hi guys: > > > > > > I am new here. I want to know what is the SAS Proc to use for > maximum > > > likelihood estimation. For example, I have a likelihood function: > > > > > > L=a+b*y+c*x+e > > > > > > How can I get the MLE for the parameters using a SAS Proc? > > > > > > Thanks! > > > > > > Steven > > > > > > > > > Sent via Deja.com http://www.deja.com/ > > > Before you buy. > > > > > > > Sent via Deja.com http://www.deja.com/ > Before you buy.


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