....:....1....:....2....:....3....:....4....:....5....:....6....:....7....:....8 Source: Gallant, A. Ronald (1987), Nonlinear Statistical Models, New York: John Wiley and Sons, p. 4. ....:....1....:....2....:....3....:....4....:....5....:....6....:....7....:....8 //D18 JOB NCS.ES.B4145,5GALLANT,COMPRESS=NO,PRTY=2 //STEP1 EXEC SAS,OPTIONS='LINESIZE=80' //SAS.EB652SAS DD DSN=NCS.ES.B4139.GALLANT.EB652SAS,DISP=OLD //SAS.SYSIN DD * DATA EXAMPLE1; INPUT T Y X1 X2 X3 ; CARDS; 1 0.98610 1 1 6.28 2 1.03848 0 1 9.86 3 0.95482 1 1 9.11 4 1.04184 0 1 8.43 5 1.02324 1 1 8.11 6 0.90475 0 1 1.82 7 0.96263 1 1 6.58 8 1.05026 0 1 5.02 9 0.98861 1 1 6.52 10 1.03437 0 1 3.75 11 0.98982 1 1 9.86 12 1.01214 0 1 7.31 13 0.66768 1 1 0.47 14 0.55107 0 1 0.07 15 0.96822 1 1 4.07 16 0.98823 0 1 4.61 17 0.59759 1 1 0.17 18 0.99418 0 1 6.99 19 1.01962 1 1 4.39 20 0.69163 0 1 0.39 21 1.04255 1 1 4.73 22 1.04343 0 1 9.42 23 0.97526 1 1 8.90 24 1.04969 0 1 3.02 25 0.80219 1 1 0.77 26 1.01046 0 1 3.31 27 0.95196 1 1 4.51 28 0.97658 0 1 2.65 29 0.50811 1 1 0.08 30 0.91840 0 1 6.11 DATA WORK01; SET EXAMPLE1; IF T=2 OR T=6 OR T=11 OR T=14 THEN OUTPUT; DELETE; PROC NLIN DATA=WORK01 METHOD=GAUSS ITER=50 CONVERGENCE=1.0E-5; PARMS T1=0 T2=0 T3=-1 T4=-1; MODEL Y=T1*X1+T2*X2+T4*EXP(T3*X3); DER.T1=X1; DER.T2=X2; DER.T3=T4*X3*EXP(T3*X3); DER.T4=EXP(T3*X3);