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The MODEL Procedure

ODS Table Names

PROC MODEL assigns a name to each table it creates. You can use these names to reference the table when you use the Output Delivery System (ODS) to select tables and create output data sets. These names are listed in the following table.

Table 18.3 ODS Tables Produced in PROC MODEL

ODS Table Name

Description

Option

ODS Tables Created by the FIT Statement

AugGMMCovariance

Crossproducts matrix

GMM ITALL

ChowTest

Structural change test

CHOW=

CollinDiagnostics

Collinearity diagnostics

 

ConfInterval

Profile likelihood confidence intervals

PRL=

ConvCrit

Convergence criteria for estimation

default

ConvergenceStatus

Convergence status

default

CorrB

Correlations of parameters

COVB/CORRB

CorrResiduals

Correlations of residuals

CORRS/COVS

CovB

Covariance of parameters

COVB/CORRB

CovResiduals

Covariance of residuals

CORRS/COVS

Crossproducts

Crossproducts matrix

ITALL/ITPRINT

DatasetOptions

Data sets used

default

DetResidCov

Determinant of the residuals

DETAILS

DWTest

Durbin Watson test

DW=

Equations

Listing of equations to estimate

default

EstSummaryMiss

Model summary statistics for PAIRWISE

MISSING=

EstSummaryStats

Objective, objective * N

default

FirstLagrMultEst

First order Lagrange Multiplier estimates

GMM ITALL

GMMCovariance

Crossproducts matrix

GMM DETAILS

GMMTestStats

GMM test statistics

GMM

Godfrey

Godfrey’s serial correlation test

GF=

HausmanTest

Hausman’s test table

HAUSMAN

HeteroTest

Heteroscedasticity test tables

BREUSCH/PAGEN

InvXPXMat

XX inverse for system

I

IterInfo

Iteration printing

ITALL/ITPRINT

LagLength

Model lag length

default

MinSummary

Number of parameters, estimation kind

default

ModSummary

Listing of all categorized variables

default

ModVars

Listing of model variables and parameters

default

NormalityTest

Normality test table

NORMAL

ObsSummary

Identifies observations with errors

default

ObsUsed

Observations read, used, and missing.

default

ParameterEstimates

Parameter estimates

default

ParmChange

Parameter change vector

ITALL

ResidSummary

Summary of the SSE, MSE for the equations

default

SecondLagrMultEst

Second order Lagrange Multiplier estimates

GMM ITALL

SizeInfo

Storage requirement for estimation

DETAILS

TermEstimates

Nonlinear OLS and ITOLS Estimates

OLS/ITOLS

TestResults

Test statement table

 

WgtVar

The name of the weight variable

 

XPXMat

XX for system

XPX

YkVector

Marquardt iteration vector

GMM ITALL

ODS Tables Created by the SOLVE Statement

DatasetOptions

Data sets used

default

DescriptiveStatistics

Descriptive statistics

STATS

FitStatistics

Fit statistics for simulation

STATS

LagLength

Model lag length

default

ModSummary

Listing of all categorized variables

default

ObsSummary

Simulation trace output

SOLVEPRINT

ObsUsed

Observations read, used, and missing.

default

SimulationSummary

Number of variables solved for

default

SolutionVarList

Solution variable lists

default

TheilRelStats

Theil relative change error statistics

THEIL

TheilStats

Theil forecast error statistics

THEIL

ErrorVec

Iteration Error vector

ITPRINT

ResidualValues

Iteration residual values

ITPRINT

PredictedValues

Iteration predicted values

ITPRINT

SolutionValues

Iteration solved for variable values

ITPRINT

ODS Tables Created by the FIT and SOLVE Statements

AdjacencyMatrix

Adjacency graph

GRAPH

BlockAnalysis

Block analysis

BLOCK

BlockStructure

Block structure

BLOCK

CodeDependency

Variable cross reference

LISTDEP

CodeList

Listing of programs statements

LISTCODE

CrossReference

Cross-reference listing for program

 

DepStructure

Dependency structure of the system

BLOCK

FirstDerivatives

First derivative table

LISTDER

IterIntg

Integration iteration output

INTGPRINT

MemUsage

Memory usage statistics

MEMORYUSE

ParmReadIn

Parameter estimates read in

ESTDATA=

ProgList

Listing of compiled program code

 

RangeInfo

RANGE statement specification

 

SortAdjacencyMatrix

Sorted adjacency graph

GRAPH

TransitiveClosure

Transitive closure graph

GRAPH

The AugGMMCovariance table is the matrix augmented with the moment vector at iteration zero, produced when the ITALL option is used with the GMM option. If the matrix to be used in GMM is read in by the VDATA option, then AugGMMCovariance would be the same matrix augmented with the moment vectors. The GMMCovariance ODS output is produced only when you read in a covariance matrix to be used in the GMM method. This table is produced by using DETAILS option with the GMM option.

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