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Date:   Wed, 24 Jun 2009 18:09:14 -0700
Reply-To:   Shankar <shankar.stat@GMAIL.COM>
Sender:   "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:   Shankar <shankar.stat@GMAIL.COM>
Organization:   http://groups.google.com
Subject:   Re: SAS differential equations fitting problem
Comments:   To: sas-l@uga.edu
Content-Type:   text/plain; charset=ISO-8859-1

hi Peter,

You cannot have X in the FIT statement, as X is unobserved variable, i,e. you do not have data for X;

However you can have the equation for derivative of X, it is treated as an auxillary equation;

I tried the following:

PROC MODEL DATA=sample maxiter=1000;

dependent g 92 i 11;

PARMS p1 .04 p2 .03 p3 .00001 n 0.3 gamma .3 h 8;

bounds p1>0,p2>0,p3>0, 0<n<55, 0<gamma<0.5, h>0;

DERT.G = -X*G+p1*(90-G);/* DEFINING THE EQUATION*/

DERT.X = -p2*X+p3*(I-7);/* DEFINING THE EQUATION*/

if G > h then DERT.I = -n*I+gamma*(G-h)*t;/* DEFINING THE EQUATION*/ else DERT.I = -n*I;/* DEFINING THE EQUATION*/

FIT G I/ TIME=t DYNAMIC;

RUN; quit;

The model converged and p1 , p2, p3 values are quite small; The results are very sensitive to initial guesses;

Another thing: I took the values for p1 and other parameters that you think are correct, and ran the model using solve statement; The results do not match the data you have; I wonder if this is because parameters are not correct, or if the model is not correct, I do not know;

Thanks, Shankar


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