ESTIMATE Statement
- ESTIMATE 'label' expression <options> ;
The ESTIMATE statement enables you to compute an additional estimate
that is a function of the parameter values. You must provide a quoted
string to identify the estimate and then a valid SAS expression.
Multiple ESTIMATE statements are permitted, and results from all
statements are listed in a common table. PROC NLMIXED computes
approximate standard errors for the estimates using the delta
method (Billingsley 1986). It uses these standard errors to
compute corresponding t statistics, p-values, and confidence
limits.
The ECOV option in the PROC NLMIXED statement produces a table
containing the approximate covariance matix of all of the additional
estimates you specify. The ECORR option produces the corresponding
correlation matrix. The EDER option produces a table of the
derivatives of the additional estimates with respect to each of
the model parameters.
The following options are available in the ESTIMATE statement:
- ALPHA=
-
specifies the alpha level to be used in computing confidence
limits. The default value corresponds to the ALPHA= option in
the PROC NLMIXED statement.
- DF=d
-
specifies the degrees of freedom to be used in computing
p-values and confidence limits. The default value corresponds
to the DF= option in the PROC NLMIXED statement.
Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.
