The QLIM Procedure |
Functional Summary |
Table 21.1 summarizes the statements and options used with the QLIM procedure.
Description |
Statement |
Option |
---|---|---|
Data Set Options |
||
Specifies the input data set |
QLIM |
DATA= |
Writes parameter estimates to an output data set |
QLIM |
OUTEST= |
Writes predictions to an output data set |
OUTPUT |
OUT= |
Declaring the Role of Variables |
||
Specifies BY-group processing |
BY |
|
Specifies classification variables |
CLASS |
|
Specifies a frequency variable |
FREQ |
|
Specifies a weight variable |
WEIGHT |
NONORMALIZE |
Printing Control Options |
||
Requests all printing options |
QLIM |
PRINTALL |
Prints correlation matrix of the estimates |
QLIM |
CORRB |
Prints covariance matrix of the estimates |
QLIM |
COVB |
Prints a summary iteration listing |
QLIM |
ITPRINT |
Suppresses the normal printed output |
QLIM |
NOPRINT |
Options to Control the Optimization Process |
||
Specifies the optimization method |
QLIM |
METHOD= |
Specifies the optimization options |
NLOPTIONS |
see Chapter 6, Nonlinear Optimization Methods, |
Sets initial values for parameters |
INIT |
|
Specifies upper and lower bounds for the parameter estimates |
BOUNDS |
|
Specifies linear restrictions on the parameter estimates |
RESTRICT |
|
Model Estimation Options |
||
Specifies options specific to Box-Cox transformation |
MODEL |
BOXCOX() |
Suppresses the intercept parameter |
MODEL |
NOINT |
Specifies a seed for pseudo-random number generation |
QLIM |
SEED= |
Specifies number of draws for Monte Carlo integration |
QLIM |
NDRAW= |
Specifies method to calculate parameter covariance |
QLIM |
COVEST= |
Endogenous Variable Options |
||
Specifies discrete variable |
ENDOGENOUS |
DISCRETE() |
Specifies censored variable |
ENDOGENOUS |
CENSORED() |
Specifies truncated variable |
ENDOGENOUS |
TRUNCATED() |
Specifies variable selection condition |
ENDOGENOUS |
SELECT() |
Specifies stochastic frontier variable |
ENDOGENOUS |
FRONTIER() |
Heteroscedasticity Model Options |
||
Specifies the function for heteroscedasticity models |
HETERO |
LINK= |
Squares the function for heteroscedasticity models |
HETERO |
SQUARE |
Specifies no constant for heteroscedasticity models |
HETERO |
NOCONST |
Output Control Options |
||
Outputs predicted values |
OUTPUT |
PREDICTED |
Outputs structured part |
OUTPUT |
XBETA |
Outputs residuals |
OUTPUT |
RESIDUAL |
Outputs error standard deviation |
OUTPUT |
ERRSTD |
Outputs marginal effects |
OUTPUT |
MARGINAL |
Outputs probability for the current response |
OUTPUT |
PROB |
Outputs probability for all responses |
OUTPUT |
PROBALL |
Outputs expected value |
OUTPUT |
EXPECTED |
Outputs conditional expected value |
OUTPUT |
CONDITIONAL |
Outputs inverse Mills ratio |
OUTPUT |
MILLS |
Outputs technical efficiency measures |
OUTPUT |
TE1 |
OUTPUT |
TE2 |
|
Includes covariances in the OUTEST= data set |
QLIM |
COVOUT |
Includes correlations in the OUTEST= data set |
QLIM |
CORROUT |
Test Request Options |
||
Requests Wald, Lagrange multiplier, and likelihood ratio tests |
TEST |
ALL |
Requests the WALD test |
TEST |
WALD |
Requests the Lagrange multiplier test |
TEST |
LM |
Requests the likelihood ratio test |
TEST |
LR |
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