我要做一个非线性的参数估计,输入的程序如下:
DATA PIN;
SET WORK.AA;
proc nlp data=PIN;
max logf;
parms alpha delta eb es mu;
bounds alpha>0;
logf = log((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));
run;
为什么得到这样的结果呢?
NOTE: Your code contains 1 program statements.
NOTE: Gradient is computed using analytic formulas.
NOTE: Hessian is computed using analytic formulas.
NOTE: A finite difference approximation is used for the derivative of the PDF function at 行 7 列 32.
NOTE: Initial value of parameter alpha is set randomly to 0.2773802985.
NOTE: Initial value of parameter delta is set randomly to 0.1538283379.
NOTE: Initial value of parameter eb is set randomly to 0.5712921012.
NOTE: Initial value of parameter es is set randomly to 0.4688570571.
NOTE: Initial value of parameter mu is set randomly to 0.5988910089.
ERROR: Execution Errors for _OBS_= 1 :
ERROR: There are references to missing variables when the program code is executed for _OBS_= 1
WARNING: Your program statements cannot be executed completely.
WARNING: In a total of 1 calls an error occurred during execution of the program statements. NLP attempted to recover by using a
shorter step size.
我不知道错在了哪里,请指教?THANKYOU!
非常希望能得到大虾的指点。谢谢!