specify the input data set

QLIM

DATA=

write parameter estimates to an output data set

QLIM

OUTEST=

write predictions to an output data set

OUTPUT

OUT=

specify BY-group processing

BY

specify classification variables

CLASS

specify a weight variable

WEIGHT

request all printing options

QLIM

PRINTALL

print correlation matrix of the estimates

QLIM

CORRB

print covariance matrix of the estimates

QLIM

COVB

print a summary iteration listing

QLIM

ITPRINT

suppress the normal printed output

QLIM

NOPRINT

specify the optimization method

QLIM

METHOD=

specify the optimization options

NLOPTIONS

see Chapter 6, Nonlinear Optimization Methods,

set initial values for parameters

INIT

set linear restrictions on parameters

BOUNDS RESTRICT

specify options specific to Box-Cox transformation

MODEL

BOXCOX()

suppress the intercept parameter

MODEL

NOINT

specify a seed for pseudo-random number generation

QLIM

SEED=

specify number of draws for Monte Carlo integration

QLIM

NDRAW=

specify method to calculate parameter covariance

QLIM

COVEST=

specify discrete variable

ENDOGENOUS

DISCRETE()

specify censored variable

ENDOGENOUS

CENSORED()

specify truncated variable

ENDOGENOUS

TRUNCATED()

specify variable selection condition

ENDOGENOUS

SELECT()

specify stochastic frontier variable

ENDOGENOUS

FRONTIER()

specify the function for heteroscedasticity models

HETERO

LINK=

square the function for heteroscedasticity models

HETERO

SQUARE

specify no constant for heteroscedasticity models

HETERO

NOCONST

output predicted values

OUTPUT

PREDICTED

output structured part

OUTPUT

XBETA

output residuals

OUTPUT

RESIDUAL

output error standard deviation

OUTPUT

ERRSTD

output marginal effects

OUTPUT

MARGINAL

output probability for the current response

OUTPUT

PROB

output probability for all responses

OUTPUT

PROBALL

output expected value

OUTPUT

EXPECTED

output conditional expected value

OUTPUT

CONDITIONAL

output inverse Mills ratio

OUTPUT

MILLS

include covariances in the OUTEST= data set

QLIM

COVOUT

include correlations in the OUTEST= data set

QLIM

CORROUT

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