SAS Institute Alert Note SN-004855

From: SAS Technical Support (LISTSERV@VM.SAS.COM)
Date: Mon May 07 2001 - 08:31:04 EDT

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    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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