我要用最大似然函数估计五个参数,在SAS中输入下面的程序:
data pin;
set work.fr;
proc nlmixed data=PIN;
parms alpha = 0.3 delta = 0.1 eb = 0.9 es =1.1 mu = 0.6;
bounds alpha > 0;
f = (1-alpha) * pdf('POISSON',buy, eb) * pdf('POISSON',sell, es) + alpha * delta * pdf('POISSON',buy, eb) * pdf('POISSON',sell, es+mu) + alpha * (1-delta) * pdf('POISSON',buy, eb+mu) * pdf('POISSON',sell, es);
logf=log(max(f,1E-12));
model buy~ general(logf);
run;
系统返回的结果是:
NOTE: A finite difference approximation is used for the derivative of the PDF function at 行 6 列 25.
NOTE: Execution error for observation 237.
NOTE: “PROCEDURE NLMIXED”所用时间(总处理时间):
实际时间 0.04 秒
CPU 时间 0.04 秒
请问高手们这是怎么回事?我哪里写错了吗?