Data Set Options

DATA=SAS-data-set

specifies the input SAS data set. If the DATA= option is not specified, PROC QLIM uses the most recently created SAS data set.

Output Data Set Options

OUTEST=SAS-data-set

writes the parameter estimates to an output data set.

COVOUT

writes the covariance matrix for the parameter estimates to the OUTEST= data set. This option is valid only if the OUTEST= option is specified.

CORROUT

writes the correlation matrix for the parameter estimates to the OUTEST= data set. This option is valid only if the OUTEST= option is specified.

Printing Options

NOPRINT

suppresses the normal printed output but does not suppress error listings. If NOPRINT option is set, then any other print option is turned off.

PRINTALL

turns on all the printing-control options. The options set by PRINTALL are COVB and CORRB.

CORRB

prints the correlation matrix of the parameter estimates.

COVB

prints the covariance matrix of the parameter estimates.

ITPRINT

prints the initial parameter estimates, convergence criteria, and all constraints of the optimization. At each iteration, objective function value, step size, maximum gradient, and slope of search direction are printed as well.

Model Estimation Options

COVEST=covariance-option

specifies the method to calculate the covariance matrix of parameter estimates. The supported covariance types are as follows:

OP

specifies the covariance from the outer product matrix.

HESSIAN

specifies the covariance from the inverse Hessian matrix.

QML

specifies the covariance from the outer product and Hessian matrices (the quasi-maximum likelihood estimates).

The default is COVEST=HESSIAN.

NDRAW=value

specifies the number of draws for Monte Carlo integration.

SEED=value

specifies a seed for pseudo-random number generation in Monte Carlo integration.

Options to Control the Optimization Process

PROC QLIM uses the nonlinear optimization (NLO) subsystem to perform nonlinear optimization tasks. All the NLO options are available from the NLOPTIONS statement. For details, see Chapter 6, Nonlinear Optimization Methods.

METHOD=value

specifies the optimization method. If this option is specified, it overwrites the TECH= option in NLOPTIONS statement. Valid values are as follows:

CONGRA

performs a conjugate-gradient optimization

DBLDOG

performs a version of double dogleg optimization

NMSIMP

performs a Nelder-Mead simplex optimization

NEWRAP

performs a Newton-Raphson optimization combining a line-search algorithm with ridging

NRRIDG

performs a Newton-Raphson optimization with ridging

QUANEW

performs a quasi-Newton optimization

TRUREG

performs a trust region optimization

The default method is METHOD=QUANEW.