emptyrain 发表于 2011-3-22 10:11 
如果要最大化likelihood的话，final hessian不是应该negative definite么？
In that procedure, it does minimization instead of maximization. The loglikehood is timed by -2 rather than 2. Some procedures may time no 2/-2 at all.
data t1;
do i=1 to 30;
x=rannor(678);
y=1+1*x+rannor(678);
output;
end;
run;
proc nlmixed data=t1;
parms a b=0;
e=y-(a+b*x);
loglik=log(pdf('normal',e));
model y~general(loglik);
run;
proc model data=t1;
parms a b=0;
y=(a+b*x);
fit y/fiml;
run;
quit;
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