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 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

   

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

   

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