The QLIM Procedure |
PROC QLIM Statement |
specifies the input SAS data set. If the DATA= option is not specified, PROC QLIM uses the most recently created SAS data set.
writes the parameter estimates to an output data set.
writes the covariance matrix for the parameter estimates to the OUTEST= data set. This option is valid only if the OUTEST= option is specified.
writes the correlation matrix for the parameter estimates to the OUTEST= data set. This option is valid only if the OUTEST= option is specified.
suppresses the normal printed output but does not suppress error listings. If NOPRINT option is set, then any other print option is turned off.
turns on all the printing-control options. The options set by PRINTALL are COVB and CORRB.
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.
specifies the method to calculate the covariance matrix of parameter estimates. The supported covariance types are as follows:
specifies the covariance from the outer product matrix.
specifies the covariance from the inverse Hessian matrix.
specifies the covariance from the outer product and Hessian matrices (the quasi-maximum likelihood estimates).
The default is COVEST=HESSIAN.
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.
specifies the optimization method. If this option is specified, it overwrites the TECH= option in NLOPTIONS statement. Valid values are as follows:
performs a conjugate-gradient optimization
performs a version of double dogleg optimization
performs a Nelder-Mead simplex optimization
performs a Newton-Raphson optimization combining a line-search algorithm with ridging
performs a Newton-Raphson optimization with ridging
performs a quasi-Newton optimization
performs a trust region optimization
The default method is METHOD=QUANEW.
Copyright © 2008 by SAS Institute Inc., Cary, NC, USA. All rights reserved.