The QLIM Procedure

Functional Summary

Table 22.1 summarizes the statements and options used with the QLIM procedure.

Table 22.1 QLIM Functional Summary
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