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| The MODEL Procedure |
The statements and options in the MODEL procedure are summarized in the following table.
| Description | Statement | Option |
| Data Set Options | ||
| specify the input data set for the variables | FIT, SOLVE | DATA= |
| specify the input data set for parameters | FIT, SOLVE | ESTDATA= |
| specify the method for handling missing values | FIT | MISSING= |
| specify the input data set for parameters | MODEL | PARMSDATA= |
| specify the output data set for residual, predicted, or actual values | FIT | OUT= |
| specify the output data set for solution mode results | SOLVE | OUT= |
| write the actual values to OUT= data set | FIT | OUTACTUAL |
| select all output options | FIT | OUTALL |
| write the covariance matrix of the estimates | FIT | OUTCOV |
| write the parameter estimates to a data set | FIT | OUTEST= |
| write the parameter estimates to a data set | MODEL | OUTPARMS= |
| write the observations used to start the lags | SOLVE | OUTLAGS |
| write the predicted values to the OUT= data set | FIT | OUTPREDICT |
| write the residual values to the OUT= data set | FIT | OUTRESID |
| write the covariance matrix of the equation errors to a data set | FIT | OUTS= |
| write the S matrix used in the objective function definition to a data set | FIT | OUTSUSED= |
| write the estimate of the variance matrix of the moment generating function | FIT | OUTV= |
| read the covariance matrix of the equation errors | FIT, SOLVE | SDATA= |
| read the covariance matrix for GMM and ITGMM | FIT | VDATA= |
| specify the name of the time variable | FIT, SOLVE, MODEL | TIME= |
| select the estimation type to read | FIT, SOLVE | TYPE= |
| General ESTIMATE Statement Options | ||
| specify the name of the data set in which the estimate of the functions of the parameters are to be written | ESTIMATE | OUTEST= |
| write the covariance matrix of the functions of the parameters to the OUTEST= data set | ESTIMATE | OUTCOV |
| print the covariance matrix of the functions of the parameters | ESTIMATE | COVB |
| print the correlation matrix of the functions of the parameters | ESTIMATE | CORRB |
| Printing Options for FIT Tasks | ||
| print the modified Breusch-Pagan test for heteroscedasticity | FIT | BREUSCH |
| print collinearity diagnostics | FIT | COLLIN |
| print the correlation matrices | FIT | CORR |
| print the correlation matrix of the parameters | FIT | CORRB |
| print the correlation matrix of the residuals | FIT | CORRS |
| print the covariance matrices | FIT | COV |
| print the covariance matrix of the parameters | FIT | COVB |
| print the covariance matrix of the residuals | FIT | COVS |
| print Durbin-Watson d statistics | FIT | DW |
| print first-stage R2 statistics | FIT | FSRSQ |
| print Godfrey's tests for autocorrelated residuals for each equation | FIT | GODFREY |
| print tests of normality of the model residuals | FIT | NORMAL |
| specify all the printing options | FIT | PRINTALL |
| print White's test for heteroscedasticity | FIT | WHITE |
| Options to Control FIT Iteration Output | ||
| print the inverse of the crossproducts Jacobian matrix | FIT | I |
| print a summary iteration listing | FIT | ITPRINT |
| print a detailed iteration listing | FIT | ITDETAILS |
| print the crossproduct Jacobian matrix | FIT | XPX |
| specify all the iteration printing-control options | FIT | ITALL |
| Options to Control the Minimization Process | ||
| specify the convergence criteria | FIT | CONVERGE= |
| select the Hessian approximation used for FIML | FIT | HESSIAN= |
| specifies the local truncation error bound for the integration | FIT, SOLVE, MODEL | LTEBOUND= |
| specify the maximum number of iterations allowed | FIT | MAXITER= |
| specify the maximum number of subiterations allowed | FIT | MAXSUBITER= |
| select the iterative minimization method to use | FIT | METHOD= |
| specifies the smallest allowed time step to be used in the integration | FIT, SOLVE, MODEL | MINTIMESTEP= |
| modify the iterations for estimation methods that iterate the S matrix or the V matrix | FIT | NESTIT |
| specify the smallest pivot value | MODEL, FIT, SOLVE | SINGULAR |
| specify the number of minimization iterations to perform at each grid point | FIT | STARTITER= |
| specify a weight variable | WEIGHT | |
| Options to Read and Write Model Files | ||
| read a model from one or more input model files | INCLUDE | MODEL= |
| suppress the default output of the model file | MODEL, RESET | NOSTORE |
| specify the name of an output model file | MODEL, RESET | OUTMODEL= |
| delete the current model | RESET | PURGE |
| Options to List or Analyze the Structure of the Model | ||
| print a dependency structure of a model | MODEL | BLOCK |
| print a graph of the dependency structure of a model | MODEL | GRAPH |
| print the model program and variable lists | MODEL | LIST |
| print the derivative tables and compiled model program code | MODEL | LISTCODE |
| print a dependency list | MODEL | LISTDEP |
| print a table of derivatives | MODEL | LISTDER |
| print a cross-reference of the variables | MODEL | XREF |
| General Printing Control Options | ||
| expand parts of the printed output | FIT, SOLVE | DETAILS |
| print a message for each statement as it is executed | FIT, SOLVE | FLOW |
| select the maximum number of execution errors that can be printed | FIT, SOLVE | MAXERRORS= |
| select the number of decimal places shown in the printed output | FIT, SOLVE | NDEC= |
| suppress the normal printed output | FIT, SOLVE | NOPRINT |
| specify all the noniteration printing options | FIT, SOLVE | PRINTALL |
| print the result of each operation as it is executed | FIT, SOLVE | TRACE |
| request a comprehensive memory usage summary | FIT, SOLVE, MODEL, RESET | MEMORYUSE |
| turns off the NOPRINT option | RESET | |
| Statements that Declare Variables | ||
| associate a name with a list of variables and constants | ARRAY | |
| declare a variable to have a fixed value | CONTROL | |
| declare a variable to be a dependent or endogenous variable | ENDOGENOUS | |
| declare a variable to be an independent or exogenous variable | EXOGENOUS | |
| specify identifying variables | ID | |
| assign a label to a variable | LABEL | |
| select additional variables to be output | OUTVARS | |
| declare a variable to be a parameter | PARAMETERS | |
| force a variable to hold its value from a previous observation | RETAIN | |
| declare a model variable | VAR | |
| declare an instrumental variable | INSTRUMENTS | |
| omit the default intercept term in the instruments list | INSTRUMENTS | NOINT |
| General FIT Statement Options | ||
| omit parameters from the estimation | FIT | DROP= |
| associate a variable with an initial value as a parameter or a constant | FIT | INITIAL= |
| bypass OLS to get initial parameter estimates for GMM, ITGMM, or FIML | FIT | NOOLS |
| bypass 2SLS to get initial parameter estimates for GMM, ITGMM, or FIML | FIT | NO2SLS |
| specify the parameters to estimate | FIT | PARMS= |
| select a grid search | FIT | START= |
| Options to Control the Estimation Method Used | ||
| specify nonlinear ordinary least squares | FIT | OLS |
| specify iterated nonlinear ordinary least squares | FIT | ITOLS |
| specify seemingly unrelated regression | FIT | SUR |
| specify iterated seemingly unrelated regression | FIT | ITSUR |
| specify two-stage least squares | FIT | 2SLS |
| specify iterated two-stage least squares | FIT | IT2SLS |
| specify three-stage least squares | FIT | 3SLS |
| specify iterated three-stage least squares | FIT | IT3SLS |
| specify full information maximum likelihood | FIT | FIML |
| select the variance-covariance estimator used for FIML | FIT | COVBEST= |
| specify generalized method of moments | FIT | GMM |
| specify the kernel for GMM and ITGMM | FIT | KERNEL= |
| specify iterated generalized method of moments | FIT | ITGMM |
| specify the denominator for computing variances and covariances | FIT | VARDEF= |
| Solution Mode Options | ||
| select a subset of the model equations | SOLVE | SATISFY= |
| solve only for missing variables | SOLVE | FORECAST |
| solve for all solution variables | SOLVE | SIMULATE |
| Solution Mode Options: Lag Processing | ||
| use solved values in the lag functions | SOLVE | DYNAMIC |
| use actual values in the lag functions | SOLVE | STATIC |
| produce successive forecasts to a fixed forecast horizon | SOLVE | NAHEAD= |
| select the observation to start dynamic solutions | SOLVE | START= |
| Solution Mode Options: Numerical Methods | ||
| specify the maximum number of iterations allowed | SOLVE | MAXITER= |
| specify the maximum number of subiterations allowed | SOLVE | MAXSUBITER= |
| specify the convergence criteria | SOLVE | CONVERGE= |
| compute a simultaneous solution using a Jacobi-like iteration | SOLVE | JACOBI |
| compute a simultaneous solution using a Gauss-Seidel-like iteration | SOLVE | SEIDEL |
| compute a simultaneous solution using Newton's method | SOLVE | NEWTON |
| compute a nonsimultaneous solution | SOLVE | SINGLE |
| Monte Carlo Simulation Options | ||
| specify psuedo or quasi-random number generator | SOLVE | QUASI= |
| repeat the solution multiple times | SOLVE | RANDOM= |
| initialize the pseudo-random number generator | SOLVE | SEED= |
| Solution Mode Printing Options | ||
| print between data points integration values for the DERT. variables and the auxiliary variables | FIT, SOLVE, MODEL | INTGPRINT |
| print the solution approximation and equation errors | SOLVE | ITPRINT |
| print the solution values and residuals at each observation | SOLVE | SOLVEPRINT |
| print various summary statistics | SOLVE | STATS |
| print tables of Theil inequality coefficients | SOLVE | THEIL |
| specify all printing control options | SOLVE | PRINTALL |
| General TEST Statement Options | ||
| specify that a Wald test be computed | TEST | WALD |
| specify that a Lagrange multiplier test be computed | TEST | LM |
| specify that a likelihood ratio test be computed | TEST | LR |
| requests all three types of tests | TEST | ALL |
| specify the name of an output SAS data set that contains the test results | TEST | OUT= |
| Miscellaneous Statements | ||
| specify the range of observations to be used | RANGE | |
| subset the data set with by variables | BY | |
|
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Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.