Trying to estimate the parameters for the following log-likelihood, have the following code but sas keeps giving me the error "ERROR: (execution) Matrix has not been set to a value." here is my code; if anyone can help will appreciate it attached is also the function I am working with proc iml; aarset= {0.1 0.2 1 1 1 1 1 2 3 6 7 11 12 18 18 18 18 18 21 32 36 40 45 46 47 50 55 60 63 63 67 67 67 67 72 75 79 82 82 83 84 84 84 85 85 85 85 85 86 86}; P = ncol(aarset); m = p; start f_gglfr(x) global(aarset); /* use x -a, x[2]-b, x[3]-d, x[4]-delta */ p=ncol(aarset); m=p-4; sum1 = 0.; sum2 = 0.; sum3 = 0.; sum4 = 0.; do i = 1 to p; temp = (x[1]+(x[2]/2)*aarset##2); if i <= m then sum1 = sum1 + (x[1]+x[2]*aarset); sum2 = sum2 + (-x[3]*log(1-exp(-temp))); sum3 = sum3 + (x[1]*aarset+(x[2]/2)*aarset##2); sum4 = sum4 + (1-exp(-temp)); end; f = m*log(x[3]) - m*log(Gamma(x[4])) + log(sum1) +(x[4]-1)*log(sum2) - sum3 + (x[3]-1)*log(sum4); return(f); finish f_gglfr; start g_gglfr(x) global(aarset); /* use x -a, x[2]-b, x[3]-d, x[4]-delta */ p=ncol(aarset); m=p-4; g = j(1,4,0.); sum1 = 0.; sum2 = 0.; sum3 = 0.; sum4 = 0.; sum5 = 0.; sum6 = 0.; sum7 = 0.; sum8 = 0.; sum9 = 0.; sum10 = 0.; sum11 = 0.; do i = 1 to p; temp = (x[1]+(x[2]/2)*aarset##2); if i <= m then sum1 = sum1 + (x[1]+x[2]*aarset); sum2 = sum2 + (aarset*exp(-temp))/((1-exp(-temp)*log(1-exp(-temp))); sum3 = sum3 + (aarset*exp(temp))/(1-exp(temp)); sum4 = sum4 + aarset; sum5 = sum5 + aarset/(x[1]+x[2]*aarset); sum6 = sum6 + (aarset##2*exp(-temp))/(log(1-exp(-temp)*(1-exp(-temp)); sum7 = sum7 + aarset##2/2; sum8 = sum8 + (aarset##2*exp(temp))/(1-exp(temp)); sum9 = sum9 + (log(1-exp(-temp)))/(log(1-exp(-temp))); sum10 = sum10 + (log(1-exp(-temp))); sum11 = sum11 + log(-x[3]*log(1-exp(-temp))); end; temp = (1/2)*(2*x[1]+x[2]*aarset##2); g[1] = 1/sum1+(x[4]-1)*sum2+sum4+(x[3]-1)*sum3; g[2] = sum5+(x[4]-1)/2*sum6+sum7+(x[3]-1)/2*sum8; g[3] = m/x[3] - (x[4]-1)/x[3]*sum9+sum10; g[4] = -m*psi(x[4])/Gamma(x[4])+sum11; return(g); finish g_gglfr; n = 4; x0 = j(1,n,2); optn = {1 2}; con = { 0 0 0 0, . . . . }; call nlptr(rc,xres,"f_gglfr",x0,optn,con,,,,"g_gglfr"); /*--- Save result in xopt, fopt ---*/ xopt = xres`; fopt = f_gglfr(xopt); quit;
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