topic Multivariate normal in Administration and Deployment https://communities.sas.com/t5/Administration-and-Deployment/Multivariate-normal/m-p/100500#M9689 <HTML><HEAD></HEAD><BODY><P style="font-family: 'Helvetica Neue', Helvetica, Arial, 'Lucida Grande', sans-serif; background-color: #ffffff;">&nbsp; Dear people</P><P></P><P style="font-family: 'Helvetica Neue', Helvetica, Arial, 'Lucida Grande', sans-serif; background-color: #ffffff;">&nbsp;&nbsp; I have y ~ Normal (0, theta*A(rho)), where theta is a scalar and A(rho) is a first-order autoregressive structure.</P><P></P><P style="font-family: 'Helvetica Neue', Helvetica, Arial, 'Lucida Grande', sans-serif; background-color: #ffffff;">&nbsp;&nbsp; I need to estimate theta and rho.</P><P></P><P style="font-family: 'Helvetica Neue', Helvetica, Arial, 'Lucida Grande', sans-serif; background-color: #ffffff;">&nbsp;&nbsp; I'm trying to use NLPNRA whithin PROC ILM, but I don´t know how to work with literal matrix in a log-likelihood.</P><P></P><P style="font-family: 'Helvetica Neue', Helvetica, Arial, 'Lucida Grande', sans-serif; background-color: #ffffff;">&nbsp;&nbsp; Can someone help me, please??</P><P></P><P style="font-family: 'Helvetica Neue', Helvetica, Arial, 'Lucida Grande', sans-serif; background-color: #ffffff;">&nbsp;&nbsp; Thanks a lot!</P></BODY></HTML> Wed, 06 Feb 2013 23:38:12 GMT namanduca 2013-02-06T23:38:12Z Multivariate normal https://communities.sas.com/t5/Administration-and-Deployment/Multivariate-normal/m-p/100500#M9689 <HTML><HEAD></HEAD><BODY><P style="font-family: 'Helvetica Neue', Helvetica, Arial, 'Lucida Grande', sans-serif; background-color: #ffffff;">&nbsp; Dear people</P><P></P><P style="font-family: 'Helvetica Neue', Helvetica, Arial, 'Lucida Grande', sans-serif; background-color: #ffffff;">&nbsp;&nbsp; I have y ~ Normal (0, theta*A(rho)), where theta is a scalar and A(rho) is a first-order autoregressive structure.</P><P></P><P style="font-family: 'Helvetica Neue', Helvetica, Arial, 'Lucida Grande', sans-serif; background-color: #ffffff;">&nbsp;&nbsp; I need to estimate theta and rho.</P><P></P><P style="font-family: 'Helvetica Neue', Helvetica, Arial, 'Lucida Grande', sans-serif; background-color: #ffffff;">&nbsp;&nbsp; I'm trying to use NLPNRA whithin PROC ILM, but I don´t know how to work with literal matrix in a log-likelihood.</P><P></P><P style="font-family: 'Helvetica Neue', Helvetica, Arial, 'Lucida Grande', sans-serif; background-color: #ffffff;">&nbsp;&nbsp; Can someone help me, please??</P><P></P><P style="font-family: 'Helvetica Neue', Helvetica, Arial, 'Lucida Grande', sans-serif; background-color: #ffffff;">&nbsp;&nbsp; Thanks a lot!</P></BODY></HTML> Wed, 06 Feb 2013 23:38:12 GMT https://communities.sas.com/t5/Administration-and-Deployment/Multivariate-normal/m-p/100500#M9689 namanduca 2013-02-06T23:38:12Z