The HPQLIM Procedure

Naming

Naming of Parameters

The parameters are named in the same way as in other SAS procedures such as the REG and PROBIT procedures. The constant in the regression equation is called Intercept. The coefficients of independent variables are named by the independent variables. The standard deviation of the errors is called _Sigma. If the HETERO statement is included, the coefficients of the independent variables in the HETERO statement are called _H.$x$, where $x$ is the name of the independent variable.

Naming of Output Variables

Table 4.10 shows the options in the OUTPUT statement, with the corresponding variable names and their explanations.

Table 4.10: OUTPUT Statement Options

output-option

Variable Name

Explanation

CONDITIONAL

CEXPCT_y

Conditional expected value of $y$, conditioned on the truncation

ERRSTD

ERRSTD_y

Standard deviation of error term

EXPECTED

EXPCT_y

Unconditional expected value of $y$

MARGINAL

MEFF_x

Marginal effect of $x$ on $y$ ($\frac{\partial y}{\partial x}$) with single equation

OUTVAR

The variable name used in the input data set

Input data variables are added to the output data set

PREDICTED

P_y

Predicted value of $y$

RESIDUAL

RESID_y

Residual of $y$, (y – PredictedY)

TE1

TE1

Technical efficiency estimate for each producer proposed by Battese and Coelli (1988)

TE2

TE2

Technical efficiency estimate for each producer proposed by Jondrow et al. (1982)

XBETA

XBETA_y

Structure part ($\mb {x}’\bbeta $) of $y$ equation


If you prefer to name the output variables differently, you can use the RENAME option in the data set. For example, the following statements rename the residual of $y$ as Resid:

   proc hpqlim data=one;
      model y = x1-x10 / censored;
      output out=outds(rename=(resid_y=resid)) residual;
   run;