https://communities.sas.com/t5/Statistical-Procedures/Variance-of-lagrange-multipliers-in-proc-qlim/m-p/751513#M36540 <P>Show us the code.&nbsp;</P> Thu, 01 Jul 2021 17:37:52 GMT Rick_SAS 2021-07-01T17:37:52Z https://communities.sas.com/t5/Statistical-Procedures/Variance-of-lagrange-multipliers-in-proc-qlim/m-p/751107#M36520 <P>Hi,&nbsp;</P><P>Does anyone know how proc qlim calculates the variances of lagrange multipliers? I tried to create a bordered hessian matrix and invert it (for an equality constraint, for a 2-equation probit model using proc qlim). While results matched for the main model variables, the variances for the lagrange multipliers did not match. Hence the question.&nbsp;</P><P>Thanks.</P><P>Sadanand&nbsp;</P> Wed, 30 Jun 2021 02:55:44 GMT https://communities.sas.com/t5/Statistical-Procedures/Variance-of-lagrange-multipliers-in-proc-qlim/m-p/751107#M36520 smtutakne 2021-06-30T02:55:44Z https://communities.sas.com/t5/Statistical-Procedures/Variance-of-lagrange-multipliers-in-proc-qlim/m-p/751513#M36540 <P>Show us the code.&nbsp;</P> Thu, 01 Jul 2021 17:37:52 GMT https://communities.sas.com/t5/Statistical-Procedures/Variance-of-lagrange-multipliers-in-proc-qlim/m-p/751513#M36540 Rick_SAS 2021-07-01T17:37:52Z