topic Re: Fitting a gamma curve and mle? in SAS Procedures

Fitting a gamma curve and mle?

Choit — Wed, 24 Oct 2018 01:22:19 GMT

Hi,
Trying to find a way in SAS to solve relationshio between x and y which have a gamma curve relationship,
Data as below

X Y
1 0.000516
2 0.000847
3 0.001459
4 0.001939
5 0.002075
6 0.001749

Relationship solved using excel using minimum error square
Y=gamma.dist(x,3.2840,2.1535,0) * 0.0165

How do i get sas to solve to the parameter as how excel does to get the 3 parameters in the function above
3.2840 , 2.1535 , 0.0165

Thanks

Re: Fitting a gamma curve and mle?

FreelanceReinh — Wed, 24 Oct 2018 10:30:58 GMT

Hi @Choit and welcome to the SAS Support Communities!

PROC NLIN can estimate the parameters:

data have;
input x y;
cards;
1 0.000516
2 0.000847
3 0.001459
4 0.001939
5 0.002075
6 0.001749
;

ods output ParameterEstimates=est;
proc nlin data=have;
parms a=3 b=2 c=.01; 
model y=c*pdf('gamma',x,a,b);
run;

proc print data=est noobs;
var parameter estimate;
run;

Result:

Parameter    Estimate

    a          3.2866
    b          2.1503
    c          0.0165

The estimates for a and b differ slightly from your Excel values, which might be due to rounding error in variable Y. If the Y values are taken as exact values, the sum of squares is smaller for the above estimates. This is actually not maximum likelihood estimation. The Gauss-Newton method with initial values a=3, b=2, c=.01 was used to minimize the sum of squares.

Re: Fitting a gamma curve and mle?

Rick_SAS — Wed, 24 Oct 2018 20:19:39 GMT

For more on using PROC NLIN to fit nonlinear curves, see the article

"Fit a growth curve in SAS"