Hii,
I used Proc NLMIXED for a non linear model, and wanted to talk about how it 'finds' the parameter estimates with maximum likelihood.
So I thought I'd look at a simple example: finding the mean and variance of a normally distributed variable "r".
I used Proc NLMIXED and found the variable is N(-0.6458, 0.4080^2), as I expected. The "NegLogLike" appears to be 62.6976.
I then used Proc IML to find the same information, with the desire to make a plot of "what's happening" as in http://blogs.sas.com/content/iml/2011/10/12/maximum-likelihood-estimation-in-sasiml/
I did all this successfully (or so I thought) and made a pretty plot, then compared the output and realised I found my variable r ~ N(-0.6458, 0.4080^2) as desired, but "Value of Objective Function = 47.575023947" which I expected to be 62.6... as above.
I have used the same optimisation technique each time - Dual Quasi-Newton - so I don't see what I'm doing wrong or where the differences can be attributed to?
Can anyone please help me? (That's you Ricky <333 hahah)
Thanks,
Katie xx