SAS/IML module that computes the log-likelihood function of the negati... - SAS Support Communities

Calcite | Level 5

Calcite | Level 5

SAS/IML module that computes the log-likelihood function of the negative binomial distribution

Posted 10-18-2012 10:24 AM (1357 views)

Did someone knows a SAS/IML module that computes the log-likelihood function of the negative binomial distribution (pdf)?

1 REPLY 1

SAS Super FREQ

SAS Super FREQ

Re: SAS/IML module that computes the log-likelihood function of the negative binomial distribution

Posted 10-18-2012 10:33 AM (1247 views) | In reply to Agnes

Wikipedia has the equations for the log-likelihood:

Negative binomial distribution - Wikipedia, the free encyclopedia

You can call the DIGAMMA function in SAS: http://support.sas.com/documentation/cdl/en/lrdict/64316/HTML/default/viewer.htm#a000245889.htm

The use the basic outline provided in my article

Maximum likelihood estimation in SAS/IML - The DO Loop

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