turn on suggestions

Auto-suggest helps you quickly narrow down your search results by suggesting possible matches as you type.

Showing results for

Find a Community

- Home
- /
- SAS Programming
- /
- General Programming
- /
- How to replicate excel solver using proc optmodel ...

Topic Options

- RSS Feed
- Mark Topic as New
- Mark Topic as Read
- Float this Topic for Current User
- Bookmark
- Subscribe
- Printer Friendly Page

- Mark as New
- Bookmark
- Subscribe
- RSS Feed
- Permalink
- Email to a Friend
- Report Inappropriate Content

12-26-2012 01:48 PM

Hi,

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

GAMMALN($B$1+B6)-GAMMALN($B$1)+$B$1*LN($B$2)-($B$1+B6)*LN($B$2+C6

(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!

- Mark as New
- Bookmark
- Subscribe
- RSS Feed
- Permalink
- Email to a Friend
- Report Inappropriate Content

Posted in reply to yuvarajp90

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.