....:....1....:....2....:....3....:....4....:....5....:....6....:....7....:....8

Source:

Gallant, A. Ronald (1987), Nonlinear Statistical Models, 
New York: John Wiley and Sons, p. 7.

....:....1....:....2....:....3....:....4....:....5....:....6....:....7....:....8

//ST682 JOB NCS.ES.B4145,5GALLANT,COMPRESS=NO,PRTY=1
//STEP1 EXEC SAS,OPTIONS='LINESIZE=80'
//SAS.SYSIN DD *
DATA NU2DATA;  INPUT T Y X; CARDS;
                              1    0.316122    0.25
                              2    0.421297    0.50
                              3    0.601996    1.00
                              4    0.573076    1.50
                              5    0.545661    2.00
                              6    0.281509    4.00
                              7    0.273234    0.25
                              8    0.415292    0.50
                              9    0.603644    1.00
                             10    0.621614    1.50
                             11    0.515790    2.00
                             12    0.278507    4.00
DATA NU3DATA;  INPUT T Y X; CARDS;
                                1    0.137790    1
                                2    0.409262    2
                                3    0.639014    3
                                4    0.736366    4
                                5    0.786320    5
                                6    0.893237    6
                                7    0.163208    1
                                8    0.372145    2
                                9    0.599155    3
                               10    0.749201    4
                               11    0.835155    5
                               12    0.905845    6
PROC PRINT DATA=NU2DATA;
PROC PRINT DATA=NU3DATA;
PROC NLIN DATA=NU2DATA METHOD=GAUSS ITER=50 CONVERGENCE=1.E-10;
PARMS T1=1.4 T2=.4;
E1=EXP(-T1*X);  E2=EXP(-T2*X);
MODEL Y=T1*(E2-E1)/(T1-T2);
DER.T1=-T2*(E2-E1)/(T1-T2)**2+T1*X*E1/(T1-T2);
DER.T2=T1*(E2-E1)/(T1-T2)**2-T1*X*E2/(T1-T2);
PROC NLIN DATA=NU3DATA METHOD=GAUSS ITER=50 CONVERGENCE=1.E-10;
PARMS T1=1.4 T2=.4;
E1=EXP(-T1*X);  E2=EXP(-T2*X);
MODEL Y=1-(T1*E2-T2*E1)/(T1-T2);
DER.T1=(T1*E2-T2*E1)/(T1-T2)**2-(E2+X*T2*E1)/(T1-T2);
DER.T2=-(T1*E2-T2*E1)/(T1-T2)**2+(X*T1*E2+E1)/(T1-T2);