The NLIN Procedure
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 NLIN computes approximate standard errors for the estimates by using the delta method (Billingsley 1986). It uses these standard errors to compute corresponding t statistics, p-values, and confidence limits.
If you specify the ECOV option in the PROC NLIN statement, the procedure also produces a table that contains the approximate covariance matrix of all the additional estimates you specify. Similarly, the ECORR option produces a table of the corresponding correlation matrix, and the EDER option produces a table of the derivatives of the additional estimates with respect to each of the model parameters.
You can specify the following options:
-
ALPHA=
specifies the alpha level to be used in computing confidence limits. By default, the value of
is the value of the ALPHA= option in the PROC NLIN statement. - DF=d
specifies the degrees of freedom to be used in computing p-values and confidence limits. By default, the value of d is the value of the DF= option in the PROC NLIN statement.