PROC MODEL Statement
- PROC MODEL options;
The following options can be specified in the PROC MODEL statement.
All of the nonassignment options (the options that do not accept a value after
an equal sign) can have NO prefixed to the option name in the
RESET statement to turn the option off.
The default case is not explicitly indicated in the discussion that follows.
Thus, for example, the option DETAILS is documented in the following,
but NODETAILS is not documented since it is the default.
Also, the NOSTORE option is documented because STORE is the default.
Data Set Options
- DATA= SAS-data-set
-
names the input data set.
Variables in the model program are looked up in the DATA= data set
and, if found, their attributes (type, length, label, format) are
set to be the same as those in the input data set
(if not previously defined otherwise).
The values for the variables in the program
are read from the input data set when the model is estimated
or simulated by FIT and SOLVE statements.
- OUTPARMS= SAS-data-set
-
writes the parameter estimates to a SAS data set. See "Output Data Sets"
for details.
- PARMSDATA= SAS-data-set
-
names the SAS data set that contains the parameter estimates. See "Input
Data Sets" for details.
Options to Read and Write Model Files
- MODEL= model-name
-
- MODEL= (model-list)
- reads the model from one or more input model files
created by previous PROC MODEL executions.
Model files are written by the OUTMODEL= option.
- NOSTORE
-
suppresses the default output of the model file.
This option is only applicable when FIT or SOLVE statements are not
used, the MODEL= option is not used,
and when a model is specified.
- OUTMODEL= model-name
-
specifies the name of an output model file to which the model is to be
written. Model files are stored as members of a SAS catalog,
with the type MODEL.
- V5MODEL= model-name
-
reads model files written by Version 5 of SAS/ETS software.
Options to List or Analyze the Structure of the Model
These options produce reports on the structure of the model
or list the programming statements defining the models.
These options are automatically reset (turned off) after the
reports are printed.
To turn these options back on after a RUN statement has been entered,
use the RESET statement or specify the options on a FIT or SOLVE statement.
- BLOCK
-
prints an analysis of the structure of the model given by the
assignments to model variables appearing in the model program.
This analysis includes a classification of model variables into
endogenous (dependent) and exogenous (independent) groups based
on the presence of the variable on the left-hand side of an assignment
statement.
The endogenous variables are grouped into simultaneously determined
blocks. The dependency structure of the simultaneous blocks and
exogenous variables is also printed. The BLOCK option cannot analyze
dependencies implied by general form equations.
- GRAPH
-
prints the graph of the dependency structure of the model.
The GRAPH option also invokes the BLOCK option and produces a
graphical display of the information listed by the BLOCK option.
- LIST
-
prints the model program and variable lists,
including the statements added by PROC MODEL and macros.
- LISTALL
-
selects the LIST, LISTDEP, LISTDER, and LISTCODE options.
- LISTCODE
-
prints the derivative tables and compiled model program code.
LISTCODE is a debugging feature and is not normally needed.
- LISTDEP
-
prints a report that lists for each variable
in the model program the variables that depend on it and that
it depends on.
These lists are given separately for current-period values and
for lagged values of the variables.
The information displayed is the same as that used to construct
the BLOCK report
but differs in that the information is listed for all variables
(including parameters, control variables, and program
variables), not just the model variables. Classification
into endogenous and exogenous groups and analysis of
simultaneous structure is not done by the LISTDEP report.
- LISTDER
-
prints a table of derivatives
for FIT and SOLVE tasks.
(The LISTDER option is only applicable for the default NEWTON method
for SOLVE tasks.)
The derivatives table shows each nonzero derivative computed for
the problem. The derivative listed can be a constant, a variable
in the model program, or a special derivative variable created
to hold the result of the derivative expression.
This option is turned on by the LISTCODE and PRINTALL options.
- XREF
-
prints a cross-reference of the variables in the model program showing
where each variable was referenced or given a value.
The XREF option is normally used in conjunction with the LIST option.
A more detailed description is given in the
"Diagnostics and Debugging" section.
General Printing Control Options
- DETAILS
-
specifies the detailed printout.
Parts of the printed output are expanded when the DETAILS
option is specified.
- FLOW
-
prints a message for each statement in the model program as it is executed.
This debugging option is needed very rarely and produces voluminous output.
- MAXERRORS= n
-
specifies the maximum number of execution errors that can be printed.
The default is MAXERRORS=50.
- NDEC= n
-
specifies the precision of the format that PROC MODEL uses when printing
various numbers.
The default is NDEC=3, which means that PROC MODEL
attempts to print values using the D format
but ensures that at least three significant digits are shown.
If the NDEC= value is greater than nine, the BEST. format is
used. The smallest value allowed is NDEC=2.
The NDEC= option affects the format of most,
but not all, of the floating point numbers that PROC MODEL can print.
For some values (such as parameter estimates),
a precision limit one or two digits greater than the NDEC= value is used.
This option does not apply to the precision of the variables in the output
data set.
- NOPRINT
-
suppresses the normal printed output but does not suppress error listings.
Using any other print option turns the NOPRINT option off.
The PRINT option can be used with the RESET statement to turn off NOPRINT.
- PRINTALL
-
turns on all the printing-control options.
The options set by PRINTALL are DETAILS; the model information options
LIST, LISTDEP, LISTDER, XREF, BLOCK, and GRAPH; the FIT task printing options
FSRSQ, COVB, CORRB, COVS, CORRS, DW, and COLLIN; and the SOLVE task
printing options STATS, THEIL, SOLVEPRINT, and ITPRINT.
- TRACE
-
prints the result of each operation in each statement
in the model program as it is executed,
in addition to the information printed by the FLOW option.
This debugging option is needed very rarely and produces voluminous output.
- MEMORYUSE
-
prints a report of the memory required for the various
parts of the analysis.
FIT Task Options
The following options are used in the FIT statement (parameter estimation)
and can also be used in the PROC MODEL statement:
COLLIN, CONVERGE=, CORR, CORRB, CORRS, COVB, COVBEST=, COVS, DW, FIML, FSRSQ,
GMM, HESSIAN=,
I, INTGPRINT, ITALL, ITDETAILS, ITGMM, ITPRINT, ITOLS, ITSUR, IT2SLS, IT3SLS, KERNEL=,
LTEBOUND=, MAXITER=, MAXSUBITER=, METHOD=, MINTIMESTEP=, NESTIT, N2SLS, N3SLS, OLS,
OUTPREDICT, OUTRESID, OUTACTUAL,
OUTLAGS, OUTERRORS, OUTALL,
OUTCOV, SINGULAR=, STARTITER=, SUR, TIME=, VARDEF, and XPX.
See "FIT Statement Syntax" later in this chapter
for a description of these options.
When used in the PROC MODEL or RESET statement,
these are default options for subsequent FIT statements.
For example, the statement
proc model n2sls ... ;
makes two-stage least squares
the default parameter estimation method for FIT statements
that do not specify an estimation method.
SOLVE Task Options
The following options used in the SOLVE statement
can also be used in the PROC MODEL statement:
CONVERGE=, DYNAMIC, FORECAST, INTGPRINT, ITPRINT, JACOBI, LTEBOUND=, MAXITER=, MAXSUBITER=,
MINTIMESTEP=, NAHEAD=, NEWTON, OUTPREDICT, OUTRESID, OUTACTUAL, OUTLAGS,
OUTERRORS, OUTALL, SEED=, SEIDEL,
SIMULATE, SINGLE, SINGULAR=, SOLVEPRINT,
START=, STATIC, STATS, THEIL, TIME=, and TYPE=.
See "SOLVE Statement Syntax" later in this chapter
for a description of these options.
When used in the PROC MODEL or RESET statement,
these options provide default values for subsequent SOLVE statements.
Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.
