Proc Model log likelihood

bdm0909 — Thu, 26 Jan 2017 16:06:04 GMT

I am estimating a nonlinear regression using proc model and would like to output the log likelihood. Can this be ouputted?

Re: Proc Model log likelihood

kessler — Fri, 27 Jan 2017 18:06:31 GMT

PROC MODEL supports a variety of estimation methods which can be specified using options on the FIT statement. Most of the estimation methods do not use a log likelihood function in their formulation. However, for the FIML method, a log likelhood function is evaluated and is reported in the Estimation Summary Statistics table. You can read more about the FIML method used in PROC MODEL here:

http://documentation.sas.com/?docsetId=etsug&docsetVersion=14.2&docsetTarget=etsug_model_sect070.htm&locale=en#etsug.model.modfiml

A log likelihood value is also used and reported when you specify your own likelihood using an 'errormodel ~ general' statement, or when you estimate a model using the t distribution.

topic Proc Model log likelihood in SAS Forecasting and Econometrics

Proc Model log likelihood

Re: Proc Model log likelihood