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 following notation is used: For estimation methods that are not ... This is computationally very expensive and is done only if the Jacobian matrix has to be computed for some other reason, that is ...