NLMOD 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 provide a valid SAS expression. Multiple ESTIMATE statements are permitted, and results from all ESTIMATE statements are listed in a common table. PROC NLMOD 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.
The ECOV option in the PROC NLMOD statement produces a table that contains the approximate covariance matrix of all the additional estimates that you specify. The ECORR option produces the corresponding correlation matrix.
You can specify the following options:
-
ALPHA=
specifies the alpha level to be used to compute confidence limits. The default value corresponds to the ALPHA= option in the PROC NLMOD statement.
- DF=d
specifies the degrees of freedom to be used to compute p-values and confidence limits. The default value corresponds to the DF= option in the PROC NLMOD statement.