SN-004855 ***Alert Note***
NEGBIN Distribution Produces Incorrect Results in PROC NLMIXED
Product: SAS/STAT
Component: NLMIXED procedure
Priority: ALERT
PROC NLMIXED reports incorrect statistics for all values associated with
the NEGBIN distribution. To circumvent this problem, program the NEGBIN
distribution using the GENERAL likelihood specification. For example,
if the original specification of the negative binomial looks like:
proc nlmixed data=yourdata;
parms int 2 n 2;
p=1/(1+exp(int)/n);
model y~negbin(n,p);
run;
then the correct code for the GENERAL likelihood specification would be:
proc nlmixed data=yourdata;
parms int 2 n 2;
p=1/(1+exp(int)/n);
ll=lgamma(n+y)-lgamma(n)-lgamma(1+y)+n*log(p)+y*log(1-p);
model y~general(ll);
run;
Keywords:
negbin nlmixed stat proc incorrout incorrstat
negbin distribution produces incorrect results in proc nlmixed
004855 4855
SAS Note Revised On: Mon, 30 Apr 2001
System Version Reported Version Fixed
AIX/6000 8.1 TS1M0
VM/ESA (CMS) 8.1 TS1M0
Compaq Tru64 UNIX 8.1 TS1M0
HP-UX Operating Systems 8.1 TS1M0
Intel ABI 8.1 TS1M0
MIPS ABI 8.1 TS1M0
OS/390 (MVS) 8.1 TS1M0
IBM OS/2 8.1 TS1M0
Solaris 8.1 TS1M0
OpenVMS VAX 8.1 TS1M0
OpenVMS Alpha 8.1 TS1M0
Windows NT 8.1 TS1M0
Windows 2000 Datacenter Server 8.1 TS1M0
Windows 2000 Professional 8.1 TS1M0
Windows 2000 Server and Advanced Server 8.1 TS1M0
Windows 95 8.1 TS1M0
Windows 98 8.1 TS1M0
No Fixes Available
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