Functional Summary |
The statements and options in the MODEL procedure are summarized in the following table.
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Description |
Statement |
Option |
Data Set Options |
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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 |
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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 |
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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 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 |
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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 |
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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 |
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Options to Read and Write Model Files |
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delete a model from a model file |
DELETEMODEL |
MODNAME= |
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 |
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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 |
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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 |
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Statements that Declare Variables |
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associate a name with a list of variables and constants |
ARRAY |
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declare a variable to have a fixed value |
CONTROL |
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declare a variable to be a dependent or endogenous variable |
ENDOGENOUS |
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declare a variable to be an independent or exogenous variable |
EXOGENOUS |
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specify identifying variables |
ID |
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assign a label to a variable |
LABEL |
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select additional variables to be output |
OUTVARS |
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declare a variable to be a parameter |
PARAMETERS |
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force a variable to hold its value from a previous observation |
RETAIN |
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declare a model variable |
VAR |
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declare an instrumental variable |
INSTRUMENTS |
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omit the default intercept term in the instruments list |
INSTRUMENTS |
NOINT |
General FIT Statement Options |
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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 |
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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 |
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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 |
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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 |
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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 |
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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 |
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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 |
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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 |
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specify the range of observations to be used |
RANGE |
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subset the data set with BY variables |
BY |