Modeling and Multivariate Methods - SAS

260 Performing Nonlinear Regression Chapter 9
Fit a Custom Model
After you click Go to fit a model, the report includes these additional items, shown in Figure 9.13.
Save Estimates
Saves the current parameter values to the parameters in the formula column.
Confidence Limits Computes confidence intervals for all parameters. The intervals are profile-likelihood
confidence intervals, and are shown in the Solution report. The confidence limit computations involve a
new set of iterations for each limit of each parameter, and the iterations often do not find the limits
successfully. The Edit Alpha and Convergence Criterion options are for the confidence interval
computations. For details about the Goal SSE for CL, see “Profile Likelihood Confidence Limits” on
page 271.
Solution
Shows the parameters estimates and other statistics.
SSE shows the residual sum of squares error. SSE is the objective that is to be minimized. If a custom
loss function is specified, this is the sum of the loss function.
DFE is the degrees of freedom for error, which is the number of observations used minus the number of
parameters fitted.
MSE shows the mean squared error. It is the estimate of the variance of the residual error, which is the
SSE divided by the DFE.
RMSE estimates the standard deviation of the residual error, which is square root of the MSE.
Parameter lists the names that you gave the parameters in the fitting formula.
Estimate lists the parameter estimates produced. Keep in mind that with nonlinear regression, there
might be problems with this estimate even if everything seems to work.
ApproxStdErr lists the approximate standard error, which is computed analogously to linear regression.
It is formed by the product of the RMSE and the square root of the diagonals of the derivative
cross-products matrix inverse.
Lower CL and Upper CL are the confidence limits for the parameters. They are missing until you click
the Confidence Limits on the Control Panel. For more details about the confidence intervals, see
“Profile Likelihood Confidence Limits” on page 271.
Excluded Data is a report showing fit statistics for excluded rows. This is useful for validating the model
on observations not used to fit the model. You can use this feature in conjunction with the Remember
Solution option to change the exclusions, and get a new report reflecting the different exclusions
Correlation of Estimates
Displays the correlations between the parameter estimates.