DER Statements

The NLIN Procedure

DER Statements

DER. parameter=expression ;

DER. parameter.parameter=expression ;

The DER statement specifies first or second partial derivatives. By default, analytical derivatives are automatically computed. However, you can specify the derivatives yourself by using the DER.parm syntax. Use the first form shown to specify first partial derivatives, and use the second form to specify second partial derivatives. Note that the DER.parm syntax is retained for backward compatibility. The automatic analytical derivatives are, in general, a better choice. For additional information on automatic analytical derivatives, see the section "Automatic Derivatives".

For most of the computational methods, you need only specify the first partial derivative for each parameter to be estimated. For the NEWTON method, specify both the first and the second derivatives. If any needed derivatives are not specified, they are automatically computed.

If you use the _LOSS_ variable, you can specify the derivative of _LOSS_ with respect to the parameters using the DER. syntax.For more information, see the "Special Variable Used to Determine Convergence Criteria" section.

The expression can be an algebraic representation of the partial derivative of the expression in the MODEL statement with respect to the parameter or parameters that appear in the left-hand side of the DER statement. Numerical derivatives can also be used. The expression in the DER statement must conform to the rules for a valid SAS expression, and it can include any quantities that the MODEL statement expression contains.

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