Date:         Wed, 8 Feb 2006 09:35:56 Z
Reply-To:     Dirk Nachbar <Dirk.Nachbar@DWP.GSI.GOV.UK>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         Dirk Nachbar <Dirk.Nachbar@DWP.GSI.GOV.UK>
Subject:      panel logit model
Content-Type: text/plain; charset="us-ascii"

dear all

i am writing a panel logit macro using proc nlmixed. i want to use initial
values from a simple OLS regression (proc reg). unfortunately the data _null_
step doesn't work. What I basically want is &parms and &xb to contain the
initial values and the functional form for proc nlmixed, respectively.

help would be appreciated, Dirk

%macro panellogit(data=,var=,exp=,id=);
proc reg data=&data outest=_temp_ (keep=&exp intercept);
model &var=&exp;
run; quit;

%let exp=&exp intercept;
%let expCount = %eval( %length(&exp) - %length( %sysfunc( compress(&exp) ) ) +
1 ) ;

data _null_;
set _temp_;
%do i=1 %to &expCount;
        call symput ("%scan(&exp,&i)",%scan(&exp,&i));
        %let parms=&parms %eval(%scan(exp,&i))=%eval(&%scan(&exp,&i));
        %let xb=&xb %eval(&%scan(&exp,&i)*%scan(&exp,&i));
%end;
run;

proc nlmixed data=&data;
        parms &parms s2e=100;
        xb=&xb;
        num = exp(xb);
        denom = 1+exp(xb);
        model y ~ normal(num/denom+u,s2e);
        random u ~ normal(0,s2u) subject=&id;
run;
%mend;




Dirk Nachbar
Assistant Economist
Pensim2
Department for Work and Pensions
Level 4, The Adelphi
1-11 John Adam St
WC2N 6HT London
020 796 28531
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