Hello @SAS93,
In Sample 58775: Estimating nonlinear combinations of model parameters it says: "NOTE: Beginning in SAS® 9.4 TS1M6, this macro is available in the SAS/STAT® Autocall library as the NLEST macro and does not need to be downloaded and defined before use."
So, if your SAS version is 9.4M6 or later (submit proc setinit; run; to find out), the name of the macro is NLEST, not NLESTIMATE. Otherwise, you need to download and submit the code of macro NLESTIMATE first before you can use it. The download link can be found in the "Downloads" tab of the web page linked above.
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