Migrating from PROC NLP to Proc Optmodel

Rakesh_Singh — Wed, 04 May 2011 06:14:04 GMT

I have a non-linear optimization problem to solve. Specifically, I want to find scale and shape paramters that maximize the log likelihood for Weibull distribution for interval-censored time to failure/replacement observations. I have a piece of code using PROC NLP that solves this problem. The dataset containing the time to failure data has lifetime data for various components. Weibull distribution is to be fit at the component level. Hence Proc NLP uses a By statement. We have something like this:
PROC NLP DATA=<>;
BY COMPONENT;
.......

What is the equivalent construct for BY statement in PROC OPTMODEL?

Thanks a lot in advance

Re: Migrating from PROC NLP to Proc Optmodel

Philipp_SAS — Wed, 04 May 2011 17:33:59 GMT

Hello,

There is a SAS Note that might be helpful for you:

http://support.sas.com/kb/42/332.html

Philipp

Re: Migrating from PROC NLP to Proc Optmodel

Rakesh_Singh — Tue, 10 May 2011 11:34:26 GMT

Thank you Phillip for helping me out

topic Re: Migrating from PROC NLP to Proc Optmodel in Mathematical Optimization, Discrete-Event Simulation, and OR

Migrating from PROC NLP to Proc Optmodel

Re: Migrating from PROC NLP to Proc Optmodel

Re: Migrating from PROC NLP to Proc Optmodel