The LIFEREG Procedure

Computational Resources

Let p be the number of parameters estimated in the model. The minimum working space (in bytes) needed is

\[  16p^2 + 100p  \]

However, if sufficient space is available, the input data set is also kept in memory; otherwise, the input data set is reread for each evaluation of the likelihood function and its derivatives, with the resulting execution time of the procedure substantially increased.

Let n be the number of observations used in the model estimation. Each evaluation of the likelihood function and its first and second derivatives requires $O(np^2)$ multiplications and additions, n individual function evaluations for the log density or log distribution function, and n evaluations of the first and second derivatives of the function. The calculation of each updating step from the gradient and Hessian requires $O(p^3)$ multiplications and additions. The $O(v)$ notation means that, for large values of the argument, v, $O(v)$ is approximately a constant times v.