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SAS/Maximum Likelihood
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PROC NLMIXED allows you to specify your likelihood
proc nlmixed data = recidiv ;
parms cst = 0 b_male = 0 b_black = 0 b_release =0 b_age = 0;
xb = cst + b_male*male + b_black*black + b_release*release + b_age*age__days_1000_ ;
if c = 1 then prob = exp(-exp(xb)*y);
if c = 0 then prob = exp(xb)*exp(-exp(xb)*y);
ll= log(prob);
model y ~ general(ll);
run;
parms gives initial values to the parameters
xb is an intermediate step which gives the list of covariates
then we define the likelihood and we specify the model
One can also use the IML language and use one of the built-in optimizer.