The copula and the normal mixture copula have been added to the MODEL procedure. Both copulas support asymmetric parameters. The copula is used to modify the correlation structure of the model residuals for simulation.

Starting with SAS 9.2, the MODEL procedure stores MODEL files in SAS datasets using an XML-like format instead of in SAS catalogs. This makes MODEL files more readily extendable in the future and enables Java-based applications to read the MODEL files directly. More information is stored in the new format MODEL files; this enables some features that are not available when the catalog format is used.

The MODEL procedure continues to read and write old-style catalog MODEL files, and model files created by previous releases of SAS/ETS continue to work, so you should experience no direct impact from this change.

The CMPMODEL= option can be used in an OPTIONS statement to modify the behavior of the MODEL when reading and writing MODEL files. The values allowed are CMPMODEL= BOTH | XML | CATALOG. For example, the following statements restore the previous behavior:

   options cmpmodel=catalog;

The CMPMODEL= option defaults to BOTH in SAS 9.2; this option is intended for transitional use while customers become accustomed to the new file format. If CMPMODEL=BOTH, the MODEL procedure writes both formats; when loading model files, PROC MODEL attempts to load the XML version first and the CATALOG version second (if the XML version is not found). If CMPMODEL=XML the MODEL procedure reads and writes only the XML format. If CMPMODEL=CATALOG, only the catalog format is used.