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The QLIM Procedure

PROC QLIM Statement

PROC QLIM options ;

The following options can be used in the PROC QLIM statement.

Data Set Options

DATA=SAS-data-set: specifies the input SAS data set. If the DATA= option is not specified, PROC QLIM uses the most recently created SAS data set.

Output Data Set Options

OUTEST=SAS-data-set: writes the parameter estimates to an output data set.
COVOUT: writes the covariance matrix for the parameter estimates to the OUTEST= data set. This option is valid only if the OUTEST= option is specified.
CORROUT: writes the correlation matrix for the parameter estimates to the OUTEST= data set. This option is valid only if the OUTEST= option is specified.

Printing Options

NOPRINT: suppresses the normal printed output but does not suppress error listings. If NOPRINT option is set, then any other print option is turned off.
PRINTALL: turns on all the printing-control options. The options set by PRINTALL are COVB and CORRB.
CORRB: prints the correlation matrix of the parameter estimates.
COVB: prints the covariance matrix of the parameter estimates.
ITPRINT: prints the initial parameter estimates, convergence criteria, and all constraints of the optimization. At each iteration, objective function value, step size, maximum gradient, and slope of search direction are printed as well.

Model Estimation Options

COVEST=covariance-option

specifies the method to calculate the covariance matrix of parameter estimates. The supported covariance types are as follows:

OP: specifies the covariance from the outer product matrix.
HESSIAN: specifies the covariance from the inverse Hessian matrix.
QML: specifies the covariance from the outer product and Hessian matrices (the quasi-maximum likelihood estimates).

The default is COVEST=HESSIAN.

NDRAW=value

specifies the number of draws for Monte Carlo integration.

SEED=value

specifies a seed for pseudo-random number generation in Monte Carlo integration.

Options to Control the Optimization Process

PROC QLIM uses the nonlinear optimization (NLO) subsystem to perform nonlinear optimization tasks. All the NLO options are available from the NLOPTIONS statement. For details, see Chapter 6, Nonlinear Optimization Methods.

METHOD=value

specifies the optimization method. If this option is specified, it overwrites the TECH= option in NLOPTIONS statement. Valid values are as follows:

CONGRA: performs a conjugate-gradient optimization
DBLDOG: performs a version of double-dogleg optimization
NMSIMP: performs a Nelder-Mead simplex optimization
NEWRAP: performs a Newton-Raphson optimization combining a line-search algorithm with ridging
NRRIDG: performs a Newton-Raphson optimization with ridging
QUANEW: performs a quasi-Newton optimization
TRUREG: performs a trust region optimization

The default method is METHOD=QUANEW.