MODEL Statement
- MODEL response = regressors / options;
The MODEL statement specifies the regression model and
the error structure assumed for the regression residuals.
The response variable on the left side of the equal sign is regressed
on the independent variables listed after the equal sign.
Any number of MODEL statements can be used. For each model statement
only one response variable can be specified on the left side of the
equal sign.
The error structure is specified by the FULLER, PARKS, and DASILVA options.
More than one of these three options can be used,
in which case the analysis is repeated for each error structure model
specified.
Models can be given labels.
Model labels are used in the printed output to identify the results
for different models.
If no label is specified, the response variable name is used as
the label for the model.
The model label is specified as follows:
label : MODEL ... ;
The following options can be specified on the MODEL statement
after a slash (/).
- CORRB
-
- CORR
-
prints the matrix of estimated
correlations between the parameter estimates.
- COVB
-
- VAR
-
prints the matrix of estimated
covariances between the parameter estimates.
- FIXONE
-
specifies that a one-way fixed effects model be estimated.
- FIXTWO
-
specifies that a two-way fixed effects model be estimated.
- RANONE
-
specifies that a one-way random effects model be estimated.
- RANTWO
-
specifies that a two-way random effects model be estimated.
- FULLER
-
specifies that the model be estimated using the
Fuller-Battese method, which assumes a variance components model
for the error structure.
See "Fuller-Battese Method" later in this chapter for details.
FULLER is the default.
- PARKS
-
specifies that the model be estimated using
the Parks method, which assumes a first-order autoregressive model
for the error structure.
See "Parks Method" later in this chapter for details.
- DASILVA
-
specifies that the model be estimated using
the Da Silva method, which assumes a mixed variance-component
moving average model
for the error structure.
See "Da Silva Method" later in this chapter for details.
- M= number
-
specifies the order of the moving average process in
the Da Silva method.
The M= value must be less than T-1.
The default is M=1.
- PHI
-
prints the
matrix of estimated
covariances of the observations for the Parks method.
The PHI option is relevant only when the PARKS option is used.
See "Parks Method" later in this chapter for details.
- RHO
-
prints the estimated autocorrelation coefficients for the Parks method.
- NOINT
-
- NOMEAN
-
suppresses the intercept parameter from the model.
- NOPRINT
-
suppresses the normal printed output.
- SINGULAR= number
-
specifies a singularity criterion for the inversion of the matrix.
The default depends on the precision of the computer system.
Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.
