You're welcome.
@omerozsutcu wrote: Is there any method that I do not require to set initial parameters?
The first thing that comes to my mind is Rick Wicklin's blog article "Use a grid search to find initial parameter values for regression models in SAS", which explains how to alleviate the requirement of specifying initial values.
Second, Even though I change the parameters, the estimates does not change significantly. For instance better rating customers may have worse DR in the long run than worse ratings. Can I solve this problem using Proc NLIN?
Maybe a more flexible model would provide a better fit, but I'm not sure if this is appropriate in your application. I know that there are a three-parameter and even a five-parameter Weibull distribution (see sections 42.5 and 42.8 in Evans, M., Hastings, N. and Peacock, B. (2000), Statistical Distributions, 3rd ed., John Wiley & Sons, New York). I have never used them, but their CDF formulas could be plugged into PROC NLIN in a similar way as shown earlier for the two-parameter Weibull distribution.
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