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The QLIM Procedure

OUTEST= Data Set

The OUTEST= data set contains all the parameters estimated in a MODEL statement. The OUTEST= option can be used when the PROC QLIM call contains one MODEL statement:

   proc qlim data=a outest=e;
      model y = x1 x2 x3;
      endogenous y ~ censored(lb=0);
   run;

Each parameter contains the estimate for the corresponding parameter in the corresponding model. In addition, the OUTEST= data set contains the following variables:

_NAME_

the name of the independent variable

_TYPE_

type of observation. PARM indicates the row of coefficients; STD indicates the row of standard deviations of the corresponding coefficients.

_STATUS_

convergence status for optimization

The rest of the columns correspond to the explanatory variables.

The OUTEST= data set contains one observation for the MODEL statement, giving the parameter estimates for that model. If the COVOUT option is specified, the OUTEST= data set includes additional observations for the MODEL statement, giving the rows of the covariance matrix of parameter estimates. For covariance observations, the value of the _TYPE_ variable is COV, and the _NAME_ variable identifies the parameter associated with that row of the covariance matrix. If the CORROUT option is specified, the OUTEST= data set includes additional observations for the MODEL statement, giving the rows of the correlation matrix of parameter estimates. For correlation observations, the value of the _TYPE_ variable is CORR, and the _NAME_ variable identifies the parameter associated with that row of the correlation matrix.

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