topic Re: SAS/IML module that computes the log-likelihood function of the negative binomial distribution in SAS/IML Software and Matrix Computations https://communities.sas.com/t5/SAS-IML-Software-and-Matrix/SAS-IML-module-that-computes-the-log-likelihood-function-of-the/m-p/99887#M717 <HTML><HEAD></HEAD><BODY><P>Wikipedia has the equations for the log-likelihood:</P><P><A href="http://en.wikipedia.org/wiki/Negative_binomial_distribution#Maximum_likelihood_estimation" title="http://en.wikipedia.org/wiki/Negative_binomial_distribution#Maximum_likelihood_estimation">Negative binomial distribution - Wikipedia, the free encyclopedia</A></P><P></P><P>You can call the DIGAMMA function in SAS: <A class="active_link" href="http://support.sas.com/documentation/cdl/en/lrdict/64316/HTML/default/viewer.htm#a000245889.htm">http://support.sas.com/documentation/cdl/en/lrdict/64316/HTML/default/viewer.htm#a000245889.htm</A></P><P></P><P>The use the basic outline provided in my article</P><P><A href="http://blogs.sas.com/content/iml/2011/10/12/maximum-likelihood-estimation-in-sasiml/" title="http://blogs.sas.com/content/iml/2011/10/12/maximum-likelihood-estimation-in-sasiml/"> Maximum likelihood estimation in SAS/IML - The DO Loop</A></P></BODY></HTML> Thu, 18 Oct 2012 14:33:22 GMT Rick_SAS 2012-10-18T14:33:22Z SAS/IML module that computes the log-likelihood function of the negative binomial distribution https://communities.sas.com/t5/SAS-IML-Software-and-Matrix/SAS-IML-module-that-computes-the-log-likelihood-function-of-the/m-p/99886#M716 <HTML><HEAD></HEAD><BODY><P><SPAN style="font-size: 12pt; font-family: 'Arial';">Did someone knows a <SPAN style="font-size: 12pt; color: #333333; font-family: 'Arial';">SAS/IML module that computes the log-likelihood function of the negative binomial distribution (pdf)?</SPAN></SPAN></P></BODY></HTML> Thu, 18 Oct 2012 14:24:03 GMT https://communities.sas.com/t5/SAS-IML-Software-and-Matrix/SAS-IML-module-that-computes-the-log-likelihood-function-of-the/m-p/99886#M716 Agnes 2012-10-18T14:24:03Z Re: SAS/IML module that computes the log-likelihood function of the negative binomial distribution https://communities.sas.com/t5/SAS-IML-Software-and-Matrix/SAS-IML-module-that-computes-the-log-likelihood-function-of-the/m-p/99887#M717 <HTML><HEAD></HEAD><BODY><P>Wikipedia has the equations for the log-likelihood:</P><P><A href="http://en.wikipedia.org/wiki/Negative_binomial_distribution#Maximum_likelihood_estimation" title="http://en.wikipedia.org/wiki/Negative_binomial_distribution#Maximum_likelihood_estimation">Negative binomial distribution - Wikipedia, the free encyclopedia</A></P><P></P><P>You can call the DIGAMMA function in SAS: <A class="active_link" href="http://support.sas.com/documentation/cdl/en/lrdict/64316/HTML/default/viewer.htm#a000245889.htm">http://support.sas.com/documentation/cdl/en/lrdict/64316/HTML/default/viewer.htm#a000245889.htm</A></P><P></P><P>The use the basic outline provided in my article</P><P><A href="http://blogs.sas.com/content/iml/2011/10/12/maximum-likelihood-estimation-in-sasiml/" title="http://blogs.sas.com/content/iml/2011/10/12/maximum-likelihood-estimation-in-sasiml/"> Maximum likelihood estimation in SAS/IML - The DO Loop</A></P></BODY></HTML> Thu, 18 Oct 2012 14:33:22 GMT https://communities.sas.com/t5/SAS-IML-Software-and-Matrix/SAS-IML-module-that-computes-the-log-likelihood-function-of-the/m-p/99887#M717 Rick_SAS 2012-10-18T14:33:22Z