|The MODEL Procedure|
|PROC MODEL Statement|
The following options can be specified in the PROC MODEL statement. All of the nonassignment options (the options that do not accept a value after an equal sign) can have NO prefixed to the option name in the RESET statement to turn the option off. The default case is not explicitly indicated in the discussion that follows. Thus, for example, the option DETAILS is documented in the following, but NODETAILS is not documented since it is the default. Also, the NOSTORE option is documented because STORE is the default.
names the input data set. Variables in the model program are looked up in the DATA= data set and, if found, their attributes (type, length, label, format) are set to be the same as those in the input data set (if not previously defined otherwise). The values for the variables in the program are read from the input data set when the model is estimated or simulated by FIT and SOLVE statements.
writes the parameter estimates to a SAS data set. See the section Output Data Sets for details.
names the SAS data set that contains the parameter estimates. In PROC MODEL, you have several options to specify starting values for the parameters to be estimated. When more than one option is specified, the options are implemented in the following order of precedence (from highest to lowest): the START= option, the PARMS statement initialization value, the ESTDATA= option, and the PARMSDATA= option. If no options are specified for the starting value, the default value of 0.0001 is used. See the section Input Data Sets for details.
requests that the MODEL procedure produce statistical graphics via the Output Delivery System, provided that the ODS GRAPHICS statement has been specified. For general information about ODS Graphics, see Chapter 21, Statistical Graphics Using ODS (SAS/STAT User's Guide). The global-plot-options apply to all relevant plots generated by the MODEL procedure. The global-plot-options supported by the MODEL procedure follow.
suppresses the default plots. Only the plots specifically requested are produced.
breaks a graphic that is otherwise paneled into individual component plots.
requests that all plots appropriate for the particular analysis be produced.
produces the autocorrelation function plot.
produces the inverse autocorrelation function plot of residuals.
produces the partial autocorrelation function plot of residuals.
plots the predicted and actual values.
produces the Cook’s D plot.
produces a QQ plot of residuals.
plots the residuals.
plots the studentized residuals.
plots the histogram of residuals.
suppresses all plots.
reads the model from one or more input model files created by previous PROC MODEL executions. Model files are written by the OUTMODEL= option.
specifies the name of an output model file to which the model is to be written. Starting with SAS 9.2, model files are being stored as XML-based SAS data sets instead of being stored as members of a SAS catalog as in earlier releases. This makes MODEL files more readily extendable in the future and enables Java-based applications to read the MODEL files directly. To change this behavior, use the SAS global-CMPMODEL-options. You can choose the format in which the output model file is stored and read by using the CMPMODEL=global-CMPMODEL-options in an OPTIONS statement as follows.
specifies that model files be written and read from SAS catalogs only.
specifies that model files be written and read from XML datasets only.
specifies that model files be written to both XML and CATALOG formats. When BOTH is specified, model files are read from the data set first and read from the SAS catalog only if the data set is not found. This is the default option.
These options produce reports on the structure of the model or list the programming statements that define the models. These options are automatically reset (turned off) after the reports are printed. To turn these options back on after a RUN statement has been entered, use the RESET statement or specify the options on a FIT or SOLVE statement.
prints an analysis of the structure of the model given by the assignments to model variables appearing in the model program. This analysis includes a classification of model variables into endogenous (dependent) and exogenous (independent) groups based on the presence of the variable on the left-hand side of an assignment statement. The endogenous variables are grouped into simultaneously determined blocks. The dependency structure of the simultaneous blocks and exogenous variables is also printed. The BLOCK option cannot analyze dependencies implied by general form equations.
prints a report that lists for each variable in the model program the variables that depend on it and that it depends on. These lists are given separately for current-period values and for lagged values of the variables.
The information displayed is the same as that used to construct the BLOCK report but differs in that the information is listed for all variables (including parameters, control variables, and program variables), not just for the model variables. Classification into endogenous and exogenous groups and analysis of simultaneous structure is not done by the LISTDEP report.
prints a table of derivatives for FIT and SOLVE tasks. (The LISTDER option is applicable only for the default NEWTON method for SOLVE tasks.) The derivatives table shows each nonzero derivative computed for the problem. The derivative listed can be a constant, a variable in the model program, or a special derivative variable created to hold the result of the derivative expression. This option is turned on by the LISTCODE and PRINTALL options.
prints a cross-reference of the variables in the model program that shows where each variable was referenced or given a value. The XREF option is normally used in conjunction with the LIST option. A more detailed description is given in the section Diagnostics and Debugging.
specifies the detailed printout. Parts of the printed output are expanded when the DETAILS option is specified. If ODS GRAPHICS ON is specified, the following additional graphs of the residuals are produced: ACF, PACF, IACF, white noise, and QQ plot versus the normal.
specifies the precision of the format that PROC MODEL uses when printing various numbers. The default is NDEC=3, which means that PROC MODEL attempts to print values by using the D format but ensures that at least three significant digits are shown. If the NDEC= value is greater than nine, the BEST. format is used. The smallest value allowed is NDEC=2.
The NDEC= option affects the format of most, but not all, of the floating point numbers that PROC MODEL can print. For some values (such as parameter estimates), a precision limit one or two digits greater than the NDEC= value is used. This option does not apply to the precision of the variables in the output data set.
suppresses the normal printed output but does not suppress error listings. Using any other print option turns the NOPRINT option off. The PRINT option can be used with the RESET statement to turn off NOPRINT.
turns on all the printing-control options. The options set by PRINTALL are DETAILS; the model information options LIST, LISTDEP, LISTDER, XREF, BLOCK, and GRAPH; the FIT task printing options FSRSQ, COVB, CORRB, COVS, CORRS, DW, and COLLIN; and the SOLVE task printing options STATS, THEIL, SOLVEPRINT, and ITPRINT.
prints the result of each operation in each statement in the model program as it is executed, in addition to the information printed by the FLOW option. This debugging option is needed very rarely and produces voluminous output.
The following options are used in the FIT statement (parameter estimation) and can also be used in the PROC MODEL statement: COLLIN, CONVERGE=, CORR, CORRB, CORRS, COVB, COVBEST=, COVS, DW, FIML, FSRSQ, GMM, HESSIAN=, I, INTGPRINT, ITALL, ITDETAILS, ITGMM, ITPRINT, ITOLS, ITSUR, IT2SLS, IT3SLS, KERNEL=, LTEBOUND=, MAXITER=, MAXSUBITER=, METHOD=, MINTIMESTEP=, NESTIT, N2SLS, N3SLS, OLS, OUTPREDICT, OUTRESID, OUTACTUAL, OUTLAGS, OUTALL, OUTCOV, SINGULAR=, STARTITER=, SUR, TIME=, VARDEF, and XPX. See the section FIT Statement for a description of these options.
When used in the PROC MODEL or RESET statement, these are default options for subsequent FIT statements. For example, the statement
proc model n2sls ... ;
makes two-stage least squares the default parameter estimation method for FIT statements that do not specify an estimation method.
The following options used in the SOLVE statement can also be used in the PROC MODEL statement: CONVERGE=, DYNAMIC, FORECAST, INTGPRINT, ITPRINT, JACOBI, LTEBOUND=, MAXITER=, MAXSUBITER=, MINTIMESTEP=, NAHEAD=, NEWTON, OUTPREDICT, OUTRESID, OUTACTUAL, OUTLAGS, OUTERRORS, OUTALL, SEED=, SEIDEL, SIMULATE, SINGLE, SINGULAR=, SOLVEPRINT, START=, STATIC, STATS, THEIL, TIME=, and TYPE=. See the section SOLVE Statement for a description of these options.
When used in the PROC MODEL or RESET statement, these options provide default values for subsequent SOLVE statements.