SAS and the extrems of Mathematical Function

[LineMoon]

Hello Experts,

In order to determine to the extrems of Mathematical Function( Minimum and Maximum) via Jacobian and Hessian Matrix.

Please, Could it be done by SAS Base and SAS Macros ?

[unison]

Take a look into proc iml: http://support.sas.com/documentation/cdl/en/imlug/66845/HTML/default/viewer.htm#imlug_nonlinearoptex...

Is this the type of thing you're looking for?

-unison

[LineMoon]

Thank you very much. Yes, it's exact.

In point of view of the Calcul , is it the same as the Mathematical software "MAPLE" ?

[Reeza]

You don't have IML or OR?
You can always implement it, but IML would make it infinitely easier.

[LineMoon]

@Reeza: Thank very much for your answer.

                To make my test, I want to use the "SAS Studio", but I do not know , if the IML proc is implemented in it ? 

                That's why, I ask for SAS Base and Macro

[Reeza]

SAS Studio is a thin client to SAS, as long as the SAS installation has IML/OR you're fine. You can check what's installed using proc product_status;run;

I'm assuming you're using a work installation of SAS that is a professional installation, not SAS UE. Academics onDemand does have IML via SAS Studio for example.

[Ksharp]

You could check COOK-D in PROC REG .

[LineMoon]

Thank you very much. That's very kind from you.

Cook's distance is often used, to determine the influancial observation in Linear regression.

but, in the mathematical functions, the relationship between the dependant variable and the independant variables are not usually linear.

Please, could you illustrate a demontration for Cook's distance on the function below :

http://support.sas.com/documentation/cdl/en/imlug/66845/HTML/default/viewer.htm#imlug_nonlinearoptex...

In this case, you do not use the Jacobian and Hessian Matrix, in order to determine , if  the extreme point is a Minimum, a Maximum or a saddle point