用sas找mle

ma_tklab

2398

收藏 2009-07-26

如何用sas 找mle 啊,
現在有likehilood function, 有數據,
thank you

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liu022

2010-9-4 15:41:18

同问，谢谢~~~~~~~~~~~~·

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jingju11

2010-9-5 08:28:28

ma_tklab 发表于 2009-7-26 16:26
如何用sas 找mle 啊,
現在有likehilood function, 有數據,
thank you

There are several ways in SAS that enable you to do maximum likelihood estimation, including data step, IML, and some procedures. For instance, you can take advantage of these procedures, such as proc NLP and proc OPTMODEL alike, where you can self-define the likelihood function or use the conventional ones.

Moreover, any procedures of using MLE computation can be used to estimate the MLE of the parameter as well. If your data are from exponential family, then proc GENMOD or proc LOGISTIC or proc GLIMMIX; if from normal distribution, even PROC mixed by using
method = ML; if the distribution are in the extent of survival analysis, for instance, from Gamma, Weibull, lognormal and so on,
you can use proc LIFEREG.

Overall, like other statistical software, computing MLE is pretty much doable and feasible in SAS.
JingJu

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denver

2011-12-8 12:23:10

jingju11 发表于 2010-9-5 08:28
There are several ways in SAS that enable you to do maximum likelihood estimation, including d ...

太给力了

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