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The NLP Procedure |

**PROFILE***parms [ / [ ALPHA= values ] [ options ] ]***;**

whereparms := pnam_1 pnam_2 ... pnam_nvalues := list of alpha values in (0,1)options := additional options

The PROFILE statement

- writes the (
*x*,*y*) coordinates of profile points for each of the listed parameters to the OUTEST= data set - displays, or writes to the OUTEST= data set, the profile likelihood confidence limits (PL CL) for the listed parameters for the specified values. If the approximate standard errors are available, the corresponding Wald confidence limits can be computed.

The keyword PROFILE must be followed by the names of parameters for which the profile or the PL CLs should be computed. If the parameter name list is empty, the profiles and PL CLs for all parameters are computed. Then, optionally, the alpha values follow. The list of values may contain TO and BY keywords. Each element must satisfy . The following is an example:

profile l11-l15 u1-u5 c / alpha= .9 to .1 by -.1 .09 to .01 by -.01;Duplicate values or values outside (0,1) are automatically eliminated from the list.

A number of additional options can be specified.

- FFACTOR=
*r* - specifies the factor relating the discrepancy
function to the quantile. The default
value is
*r*=2. - FORCHI= F | CHI
- :
defines the scale for the
*y*values written to the OUTEST= data set. For FORCHI=F, the*y*values are scaled to the values of the log likelihood function ;for FORCHI=CHI, the*y*values are scaled so that . The default value is FORCHI=F. - FEASRATIO=
*r* - specifies a factor of the Wald confidence limit
(or an approximation of it if standard errors are not computed)
defining an upper bound for the search for confidence limits.
In general, the range of
*x*values in the profile graph is between*r*=1 and*r*=2 of the size of the corresponding Wald interval. For many examples, the quantiles corresponding to small values define a*y*level , which is too far away from to be reached by*y*(*x*) for*x*within the range of twice the Wald confidence limit. The search for an intersection with such a*y*level at a practically infinite value of*x*can be computationally expensive. A smaller value for*r*can speed up computation time by restricting the search for confidence limits to a region closer to .The default value of*r*=1000 practically disables the FEASRATIO= option. - OUTTABLE
- specifies that the complete set of parameter estimates rather than only for each confidence limit is written to the OUTEST= data set. This output can be helpful for further analyses on how small changes in affect the changes in the .

For some applications, it may be computationally less expensive to compute the PL confidence limits for a few parameters than to compute the approximate covariance matrix of many parameters, whichis the basis for the Wald confidence limits. However, the computation of the profile of the discrepancy function and the corresponding CLs in general will be much more time consuming than that of the Wald CLs.

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