The JACOBIAN statement defines the JACOBIAN matrix J for a system of objective functions. For more information, see the section "Derivatives". proc nlp tech=levmar; array j[2,2] j1-j4; lsq f1 f2; ...
The OUTEST= (or OUTVAR=) data set is of TYPE=EST and contains the final parameter estimates, the gradient, the Hessian, and boundary and linear constraints. For METHOD=ML, METHOD=GLS, and METHOD=WLS, ...