12-26-2012 01:48 PM
I have a model built in excel where the r and alpha parameters of a gamma distribution was optimized using the solver function.
I have to replicate the same thing in sas.
The Following is the equation that has been used :
lnΓ(r + x)− lnΓ(r)+ r ln(α) − (r + x) ln(α + T) which when coded looks like
(B1= r & B2 = alpha)
I calculated the log likelihood first with r and alpha as 1. Then i maximized the log-likelihood by placing constraints like r and alpha are > 0 and is a small +ve integer number >= 0.00001
Can someone tell me how to replicate this in SAS using proc optmodel or is there any other way to do this.
Thanks for the help!
09-08-2015 04:05 PM
Questions about PROC OPTMODEL in SAS/OR are better suited for the Mathematical Optimization and Operations Research Community. If you still need help, please post there.