The HPQLIM Procedure

Functional Summary

Table 4.1 summarizes the statements and options used with the HPQLIM procedure.

Table 4.1: HPQLIM Functional Summary

Description	Statement	Option
Data Set Options
Specifies the input data set	HPQLIM	DATA=
Writes parameter estimates to an output data set	HPQLIM	OUTEST=
Writes predictions to an output data set	OUTPUT	OUT=
Declaring the Role of Variables
Specifies a frequency variable	FREQ
Specifies a weight variable	WEIGHT	NONORMALIZE
Printing Control Options
Requests all printing options	HPQLIM	PRINTALL
Prints the correlation matrix of the estimates	HPQLIM	CORRB
Prints the covariance matrix of the estimates	HPQLIM	COVB
Suppresses the normal printed output	HPQLIM	NOPRINT
Plotting Options
Displays plots	HPQLIM	PLOTS=
Optimization Process Control Options
Selects the iterative minimization method to use	HPQLIM	METHOD=
Specifies the maximum number of iterations allowed	HPQLIM	MAXITER=
Specifies the maximum number of function calls	HPQLIM	MAXFUNC=
Specifies the upper limit of CPU time in seconds	HPQLIM	MAXTIME=
Specifies an absolute convergence criterion	HPQLIM	ABSCONV=
Specifies an absolute function convergence criterion	HPQLIM	ABSFCONV=
Specifies an absolute gradient convergence criterion	HPQLIM	ABSGCONV=
Specifies a relative function convergence criterion	HPQLIM	FCONV=
Specifies a relative gradient convergence criterion	HPQLIM	GCONV=
Specifies an absolute parameter convergence criterion	HPQLIM	ABSXCONV=
Specifies a matrix singularity criterion	HPQLIM	SINGULAR=
Sets boundary restrictions on parameters	BOUNDS
Sets initial values for parameters	INIT
Sets linear restrictions on parameters	RESTRICT
Model Estimation Options
Suppresses the intercept parameter	MODEL	NOINT
Specifies the method to calculate parameter covariance	HPQLIM	COVEST=
Bayesian MCMC Options
Specifies the initial values of the MCMC	INIT
Specifies the maximum number of tuning phases	BAYES	MAXTUNE=
Specifies the minimum number of tuning phases	BAYES	MINTUNE=
Specifies the number of burn-in iterations	BAYES	NBI=
Specifies the number of iterations during the sampling phase	BAYES	NMC=
Specifies the number of iterations during the tuning phase	BAYES	NTU=
Controls options for constructing the initial proposal covariance matrix	BAYES	PROPCOV
Specifies the sampling scheme	BAYES	SAMPLING=
Specifies the random number generator seed	BAYES	SEED=
Controls the thinning of the Markov chain	BAYES	THIN=
Bayesian Summary Statistics and Convergence Diagnostic Options
Displays convergence diagnostics	BAYES	DIAGNOSTICS=
Displays summary statistics of the posterior samples	BAYES	STATISTICS=
Bayesian Prior and Posterior Sample Options
Specifies a SAS data set for the posterior samples	BAYES	OUTPOST=
Bayesian Analysis Options
Specifies the normal prior distribution	PRIOR	NORMAL(MEAN=, VAR=)
Specifies the gamma prior distribution	PRIOR	GAMMA(SHAPE=, SCALE=)
Specifies the inverse gamma prior distribution	PRIOR	IGAMMA(SHAPE=, SCALE=)
Specifies the uniform prior distribution	PRIOR	UNIFORM(MIN=, MAX=)
Specifies the beta prior distribution	PRIOR	BETA(SHAPE1=, SHAPE2=, MIN=, MAX=)
Specifies the t prior distribution	PRIOR	T(LOCATION=, DF=)
Endogenous Variable Options
Specifies a censored variable	ENDOGENOUS	CENSORED()
Specifies a truncated variable	ENDOGENOUS	TRUNCATED()
Specifies a stochastic frontier variable	ENDOGENOUS	FRONTIER()
Heteroscedasticity Model Options
Specifies the function for heteroscedasticity models	HETERO	LINK=
Squares the function for heteroscedasticity models	HETERO	SQUARE
Specifies no constant for heteroscedasticity models	HETERO	NOCONST
Output Control Options
Outputs predicted values	OUTPUT	PREDICTED
Outputs the structured part	OUTPUT	XBETA
Outputs residuals	OUTPUT	RESIDUAL
Outputs the error standard deviation	OUTPUT	ERRSTD
Outputs marginal effects	OUTPUT	MARGINAL
Outputs the expected value	OUTPUT	EXPECTED
Outputs the conditional expected value	OUTPUT	CONDITIONAL
Outputs technical efficiency measures	OUTPUT	TE1
	OUTPUT	TE2
Includes covariances in the OUTEST= data set	HPQLIM	COVOUT
Includes correlations in the OUTEST= data set	HPQLIM	CORROUT
Test Request Options
Requests Wald, Lagrange multiplier, and likelihood ratio tests	TEST	ALL
Requests the Wald test	TEST	WALD
Requests the Lagrange multiplier test	TEST	LM
Requests the likelihood ratio test	TEST	LR