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 (1286 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 (1176 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

Upcoming Events

SESUG 2025 on the SAS Campus, Sept. 22-24 | 22-Sep-2025
- In Person
- Users Groups
Ask the Expert: Scaling Advanced Analytics Across the Enterprise With SAS Custom Analytics Framework | 23-Sep-2025
- Ask the Expert
- Webinar
SAS General Meeting of Users 2025 (Japan) | 23-Sep-2025
- In Person
- Users Groups
Ask the Expert: Leveraging RWD for Faster Drug Development by Generating Dynamic Cohorts | 02-Oct-2025
- Ask the Expert
- Webinar
MWSUG 2025 in Cincinnati, OH, Oct. 5-7 | 05-Oct-2025
- In Person
- Users Groups
Ask the Expert: Security Changes Affecting SAS Systems | 07-Oct-2025
- Ask the Expert
- Webinar
Fall 2025: MONSUG Meeting | 08-Oct-2025
- Canada
- French
- In Person
- Users Groups

From The DO Loop

Want more? Visit our blog for more articles like these.