Storing Programs in Model Files

The MODEL Procedure

Storing Programs in Model Files

Models can be saved and recalled from SAS catalog files. SAS catalogs are special files that can store many kinds of data structures as separate units in one SAS file. Each separate unit is called an entry, and each entry has an entry type that identifies its structure to the SAS system.

In general, to save a model, use the OUTMODEL=name option on the PROC MODEL statement, where name is specified as libref.catalog.entry, libref.entry, or entry. The libref, catalog, and entry names must be valid SAS names no more than eight characters long. The catalog name is restricted to seven characters on the CMS operating system. If not given, the catalog name defaults to MODELS, and the libref defaults to WORK. The entry type is always MODEL. Thus, OUTMODEL=X writes the model to the file WORK.MODELS.X.MODEL.

The MODEL= option is used to read in a model. A list of model files can be specified in the MODEL= option, and a range of names with numeric suffixes can be given, as in MODEL=(MODEL1-MODEL10). When more than one model file is given, the list must be placed in parentheses, as in MODEL=(A B C), except in the case of a single name. If more than one model file is specified, the files are combined in the order listed in the MODEL= option.

When the MODEL= option is specified in the PROC MODEL statement and model definition statements are also given later in the PROC MODEL step, the model files are read in first, in the order listed, and the model program specified in the PROC MODEL step is appended after the model program read from the MODEL= files. The class assigned to a variable, when multiple model files are used, is the last declaration of that variable. For example, if Y1 was declared endogenous in the model file M1 and exogenous in the model file M2, the following statement will cause Y1 to be declared exogenous.

   proc model model=(m1 m2);

The INCLUDE statement can be used to append model code to the current model code. In contrast, when the MODEL= option is used on the RESET statement, the current model is deleted before the new model is read.

No model file is output by default if the PROC MODEL step performs any FIT or SOLVE tasks, or if the MODEL= option or the NOSTORE option is used. However, to ensure compatibility with previous versions of SAS/ETS software, when the PROC MODEL step does nothing but compile the model program, no input model file is read, and the NOSTORE option is not used, a model file is written. This model file is the default input file for a later PROC SYSNLIN or PROC SIMNLIN step. The default output model filename in this case is WORK.MODELS._MODEL_.MODEL.

If FIT statements are used to estimate model parameters, the parameter estimates written to the output model file are the estimates from the last estimation performed for each parameter.

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