PROC MODEL: Functional Summary :: SAS/ETS(R) 9.22 User's Guide

The MODEL Procedure

Functional Summary

The statements and options in the MODEL procedure are summarized in the following table.


Description	Statement	Option

Data Set Options
specify the input data set for the variables	FIT, SOLVE	DATA=
specify the input data set for parameters	FIT, SOLVE	ESTDATA=
specify the method for handling missing values	FIT	MISSING=
specify the input data set for parameters	MODEL	PARMSDATA=
request that the procedure produce graphics via the Output Delivery System	MODEL	PLOTS=
specify the output data set for residual, predicted, or actual values	FIT	OUT=
specify the output data set for solution mode results	SOLVE	OUT=
write the actual values to OUT= data set	FIT	OUTACTUAL
select all output options	FIT	OUTALL
write the covariance matrix of the estimates	FIT	OUTCOV
write the parameter estimates to a data set	FIT	OUTEST=
write the parameter estimates to a data set	MODEL	OUTPARMS=
write the observations used to start the lags	SOLVE	OUTLAGS
write the predicted values to the OUT= data set	FIT	OUTPREDICT
write the residual values to the OUT= data set	FIT	OUTRESID
write the covariance matrix of the equation errors to a data set	FIT	OUTS=
write the S matrix used in the objective function definition to a data set	FIT	OUTSUSED=
write the estimate of the variance matrix of the moment generating function	FIT	OUTV=
read the covariance matrix of the equation errors	FIT, SOLVE	SDATA=
read the covariance matrix for GMM and ITGMM	FIT	VDATA=
specify the name of the time variable	FIT, SOLVE, MODEL	TIME=
select the estimation type to read	FIT, SOLVE	TYPE=
General ESTIMATE Statement Options
specify the name of the data set in which the estimate of the functions of the parameters are to be written	ESTIMATE	OUTEST=
write the covariance matrix of the functions of the parameters to the OUTEST= data set	ESTIMATE	OUTCOV
print the covariance matrix of the functions of the parameters	ESTIMATE	COVB
print the correlation matrix of the functions of the parameters	ESTIMATE	CORRB
Printing Options for FIT Tasks
print the modified Breusch-Pagan test for heteroscedasticity	FIT	BREUSCH
print the Chow test for structural breaks	FIT	CHOW=
print collinearity diagnostics	FIT	COLLIN
print the correlation matrices	FIT	CORR
print the correlation matrix of the parameters	FIT	CORRB
print the correlation matrix of the residuals	FIT	CORRS
print the covariance matrices	FIT	COV
print the covariance matrix of the parameters	FIT	COVB
print the covariance matrix of the residuals	FIT	COVS
print Durbin-Watson d statistics	FIT	DW
print first-stage R $\text{[math]}$ statistics	FIT	FSRSQ
print Godfrey’s tests for autocorrelated residuals for each equation	FIT	GODFREY
print Hausman’s specification test	FIT	HAUSMAN
print tests of normality of the model residuals	FIT	NORMAL
print the predictive Chow test for structural breaks	FIT	PCHOW=
specify all the printing options	FIT	PRINTALL
print White’s test for heteroscedasticity	FIT	WHITE
Options to Control FIT Iteration Output
print the inverse of the crossproducts Jacobian matrix	FIT	I
print a summary iteration listing	FIT	ITPRINT
print a detailed iteration listing	FIT	ITDETAILS
print the crossproduct Jacobian matrix	FIT	XPX
specify all the iteration printing-control options	FIT	ITALL
Options to Control the Minimization Process
specify the convergence criteria	FIT	CONVERGE=
select the Hessian approximation used for FIML	FIT	HESSIAN=
specify the local truncation error bound for the integration	FIT, SOLVE, MODEL	LTEBOUND=
specify the maximum number of iterations allowed	FIT	MAXITER=
specify the maximum number of subiterations allowed	FIT	MAXSUBITER=
select the iterative minimization method to use	FIT	METHOD=
specify the smallest allowed time step to be used in the integration	FIT, SOLVE, MODEL	MINTIMESTEP=
modify the iterations for estimation methods that iterate the S matrix or the V matrix	FIT	NESTIT
specify the smallest pivot value	MODEL, FIT, SOLVE	SINGULAR
specify the number of minimization iterations to perform at each grid point	FIT	STARTITER=
specify a weight variable	WEIGHT
Options to Read and Write Model Files
read a model from one or more input model files	INCLUDE	MODEL=
suppress the default output of the model file	MODEL, RESET	NOSTORE
specify the name of an output model file	MODEL, RESET	OUTMODEL=
delete the current model	RESET	PURGE
Options to List or Analyze the Structure of the Model
print a dependency structure of a model	MODEL	BLOCK
print a graph of the dependency structure of a model	MODEL	GRAPH
print the model program and variable lists	MODEL	LIST
print the derivative tables and compiled model program code	MODEL	LISTCODE
print a dependency list	MODEL	LISTDEP
print a table of derivatives	MODEL	LISTDER
print a cross-reference of the variables	MODEL	XREF
General Printing Control Options
expand parts of the printed output	FIT, SOLVE	DETAILS
print a message for each statement as it is executed	FIT, SOLVE	FLOW
select the maximum number of execution errors that can be printed	FIT, SOLVE	MAXERRORS=
select the number of decimal places shown in the printed output	FIT, SOLVE	NDEC=
suppress the normal printed output	FIT, SOLVE	NOPRINT
specify all the noniteration printing options	FIT, SOLVE	PRINTALL
print the result of each operation as it is executed	FIT, SOLVE	TRACE
request a comprehensive memory usage summary	FIT, SOLVE, MODEL, RESET	MEMORYUSE
turn off the NOPRINT option	RESET	PRINT
Statements that Declare Variables
associate a name with a list of variables and constants	ARRAY
declare a variable to have a fixed value	CONTROL
declare a variable to be a dependent or endogenous variable	ENDOGENOUS
declare a variable to be an independent or exogenous variable	EXOGENOUS
specify identifying variables	ID
assign a label to a variable	LABEL
select additional variables to be output	OUTVARS
declare a variable to be a parameter	PARAMETERS
force a variable to hold its value from a previous observation	RETAIN
declare a model variable	VAR
declare an instrumental variable	INSTRUMENTS
omit the default intercept term in the instruments list	INSTRUMENTS	NOINT
General FIT Statement Options
omit parameters from the estimation	FIT	DROP=
associate a variable with an initial value as a parameter or a constant	FIT	INITIAL=
bypass OLS to get initial parameter estimates for GMM, ITGMM, or FIML	FIT	NOOLS
bypass 2SLS to get initial parameter estimates for GMM, ITGMM, or FIML	FIT	NO2SLS
specify the parameters to estimate	FIT	PARMS=
request confidence intervals on estimated parameters	FIT	PRL=
select a grid search	FIT	START=
Options to Control the Estimation Method Used
specify nonlinear ordinary least squares	FIT	OLS
specify iterated nonlinear ordinary least squares	FIT	ITOLS
specify seemingly unrelated regression	FIT	SUR
specify iterated seemingly unrelated regression	FIT	ITSUR
specify two-stage least squares	FIT	2SLS
specify iterated two-stage least squares	FIT	IT2SLS
specify three-stage least squares	FIT	3SLS
specify iterated three-stage least squares	FIT	IT3SLS
specify full information maximum likelihood	FIT	FIML
specify simulated method of moments	FIT	NDRAW
specify number of draws for the V matrix	FIT	NDRAWV
specify number of initial observations for SMM	FIT	NPREOBS
select the variance-covariance estimator used for FIML	FIT	COVBEST=
specify generalized method of moments	FIT	GMM
specify the kernel for GMM and ITGMM	FIT	KERNEL=
specify iterated generalized method of moments	FIT	ITGMM
specify the type of generalized inverse used for the covariance matrix	FIT	GINV=
specify the denominator for computing variances and covariances	FIT	VARDEF=
specify adding the variance adjustment for SMM	FIT	ADJSMMV
specify variance correction for heteroscedasticity	FIT	HCCME=
specify GMM variance under arbitrary weighting matrix	FIT	GENGMMV
specify GMM variance under optimal weighting matrix	FIT	NOGENGMMV
Solution Mode Options
select a subset of the model equations	SOLVE	SATISFY=
solve only for missing variables	SOLVE	FORECAST
solve for all solution variables	SOLVE	SIMULATE
Solution Mode Options: Lag Processing
use solved values in the lag functions	SOLVE	DYNAMIC
use actual values in the lag functions	SOLVE	STATIC
produce successive forecasts to a fixed forecast horizon	SOLVE	NAHEAD=
select the observation to start dynamic solutions	SOLVE	START=
Solution Mode Options: Numerical Methods
specify the maximum number of iterations allowed	SOLVE	MAXITER=
specify the maximum number of subiterations allowed	SOLVE	MAXSUBITER=
specify the convergence criteria	SOLVE	CONVERGE=
compute a simultaneous solution using a Jacobi-like iteration	SOLVE	JACOBI
compute a simultaneous solution using a Gauss-Seidel-like iteration	SOLVE	SEIDEL
compute a simultaneous solution using Newton’s method	SOLVE	NEWTON
compute a nonsimultaneous solution	SOLVE	SINGLE
Monte Carlo Simulation Options
specify quasi-random number generator	SOLVE	QUASI=
specify pseudo-random number generator	SOLVE	PSUEDO=
repeat the solution multiple times	SOLVE	RANDOM=
initialize the pseudo-random number generator	SOLVE	SEED=
specify copula options	SOLVE	COPULA=
Solution Mode Printing Options
print between data points integration values for the DERT. variables and the auxiliary variables	FIT, SOLVE, MODEL	INTGPRINT
print the solution approximation and equation errors	SOLVE	ITPRINT
print the solution values and residuals at each observation	SOLVE	SOLVEPRINT
print various summary statistics	SOLVE	STATS
print tables of Theil inequality coefficients	SOLVE	THEIL
specify all printing control options	SOLVE	PRINTALL
General TEST Statement Options
specify that a Wald test be computed	TEST	WALD
specify that a Lagrange multiplier test be computed	TEST	LM
specify that a likelihood ratio test be computed	TEST	LR
request all three types of tests	TEST	ALL
specify the name of an output SAS data set that contains the test results	TEST	OUT=
Miscellaneous Statements
specify the range of observations to be used	RANGE
subset the data set with BY variables	BY

Top of Page