The statements and options in the MODEL procedure are summarized in the following table.
Description 
Statement 
Option 

Data Set Options 

Specifies the input data set for the variables 
FIT, SOLVE 
DATA= 
Specifies the input data set for parameters 
FIT, SOLVE 
ESTDATA= 
Specifies the method for handling missing values 
FIT 
MISSING= 
Specifies the input data set for parameters 
MODEL 
PARMSDATA= 
Requests that the procedure produce graphics via the Output Delivery System 
MODEL 
PLOTS= 
Specifies the output data set for residual, predicted, or actual values 
FIT 
OUT= 
Specifies the output data set for solution mode results 
SOLVE 
OUT= 
Writes the actual values to OUT= data set 
FIT 
OUTACTUAL 
Selects all output options 
FIT 
OUTALL 
Writes the covariance matrix of the estimates 
FIT 
OUTCOV 
Writes the parameter estimates to a data set 
FIT 
OUTEST= 
Writes the parameter estimates to a data set 
MODEL 
OUTPARMS= 
Writes the observations used to start the lags 
SOLVE 
OUTLAGS 
Writes the predicted values to the OUT= data set 
FIT 
OUTPREDICT 
Writes the residual values to the OUT= data set 
FIT 
OUTRESID 
Writes the covariance matrix of the equation errors to a data set 
FIT 
OUTS= 
Writes the S matrix used in the objective function definition to a data set 
FIT 
OUTSUSED= 
Writes the estimate of the variance matrix of the moment generating function 
FIT 
OUTV= 
Reads the covariance matrix of the equation errors 
FIT, SOLVE 
SDATA= 
Reads the covariance matrix for GMM and ITGMM 
FIT 
VDATA= 
Specifies the name of the time variable 
FIT, SOLVE, MODEL 
TIME= 
Selects the estimation type to read 
FIT, SOLVE 
TYPE= 
General ESTIMATE Statement Options 

Specifies the name of the data set in which the estimate of the functions of the parameters are to be written 
ESTIMATE 
OUTEST= 
Writes the covariance matrix of the functions of the parameters to the OUTEST= data set 
ESTIMATE 
OUTCOV 
Prints the covariance matrix of the functions of the parameters 
ESTIMATE 
COVB 
Prints the correlation matrix of the functions of the parameters 
ESTIMATE 
CORRB 
Printing Options for FIT Tasks 

Prints the modified BreuschPagan test for heteroscedasticity 
FIT 
BREUSCH 
Prints the Chow test for structural breaks 
FIT 
CHOW= 
Prints collinearity diagnostics 
FIT 
COLLIN 
Prints the correlation matrices 
FIT 
CORR 
Prints the correlation matrix of the parameters 
FIT 
CORRB 
Prints the correlation matrix of the residuals 
FIT 
CORRS 
Prints the covariance matrices 
FIT 
COV 
Prints the covariance matrix of the parameters 
FIT 
COVB 
Prints the covariance matrix of the residuals 
FIT 
COVS 
Prints DurbinWatson d statistics 
FIT 
DW 
Prints firststage R statistics 
FIT 
FSRSQ 
Prints Godfrey’s tests for autocorrelated residuals for each equation 
FIT 
GODFREY 
Prints Hausman’s specification test 
FIT 
HAUSMAN 
Prints tests of normality of the model residuals 
FIT 
NORMAL 
Prints the predictive Chow test for structural breaks 
FIT 
PCHOW= 
Specifies all the printing options 
FIT 
PRINTALL 
Prints White’s test for heteroscedasticity 
FIT 
WHITE 
Options to Control FIT Iteration Output 

Prints the inverse of the crossproducts Jacobian matrix 
FIT 
I 
Prints a summary iteration listing 
FIT 
ITPRINT 
Prints a detailed iteration listing 
FIT 
ITDETAILS 
Prints the crossproduct Jacobian matrix 
FIT 
XPX 
Specifies all the iteration printingcontrol options 
FIT 
ITALL 
Options to Control the Minimization Process 

Specifies the convergence criteria 
FIT 
CONVERGE= 
Selects the Hessian approximation used for FIML 
FIT 
HESSIAN= 
Specifies the local truncation error bound for the integration 
FIT, SOLVE, MODEL 
LTEBOUND= 
Specifies the maximum number of iterations allowed 
FIT 
MAXITER= 
Specifies the maximum number of subiterations allowed 
FIT 
MAXSUBITER= 
Selects the iterative minimization method to use 
FIT 
METHOD= 
Specifies 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 
Specifies the smallest pivot value 
MODEL, FIT, SOLVE 
SINGULAR 
Specifies the number of minimization iterations to perform at each grid point 
FIT 
STARTITER= 
Specifies a weight variable 
WEIGHT 

Options to Read and Write Model Files 

Deletes a model from a model file 
DELETEMODEL 
MODNAME= 
Reads a model from one or more input model files 
INCLUDE 
MODEL= 
Suppresses the default output of the model file 
MODEL, RESET 
NOSTORE 
Specifies the name of an output model file 
MODEL, RESET 
OUTMODEL= 
Deletes the current model 
RESET 
PURGE 
Options to List or Analyze the Structure of the Model 

Identifies equations in a dependency analysis 
EQGROUP 

Identifies variables in a dependency analysis 
VARGROUP 

Prints a dependency analysis of a simulation model 
SOLVE 
ANALYZEDEP= 
Prints a dependency structure of a normal form model 
MODEL 
BLOCK 
Prints a graph of the dependency structure of a normal form model 
MODEL 
GRAPH 
Prints the model program and variable lists 
MODEL 
LIST 
Prints the derivative tables and compiled model program code 
MODEL 
LISTCODE 
Prints a dependency list 
MODEL 
LISTDEP 
Prints a table of derivatives 
MODEL 
LISTDER 
Prints a crossreference of the variables 
MODEL 
XREF 
General Printing Control Options 

Expands parts of the printed output 
FIT, SOLVE 
DETAILS 
Prints a message for each statement as it is executed 
FIT, SOLVE 
FLOW 
Selects the maximum number of execution errors that can be printed 
FIT, SOLVE 
MAXERRORS= 
Requests a comprehensive memory usage summary 
FIT, SOLVE, MODEL, RESET 
MEMORYUSE 
Selects the number of decimal places shown in the printed output 
FIT, SOLVE 
NDEC= 
Suppresses the normal printed output 
FIT, SOLVE 
NOPRINT 
Turns off the NOPRINT option 
RESET 

Specifies all the noniteration printing options 
FIT, SOLVE 
PRINTALL 
Prints tables which summarize missing value calculations 
FIT, SOLVE, MODEL 
REPORTMISSINGS 
Prints the result of each operation as it is executed 
FIT, SOLVE 
TRACE 
Statements that Declare Variables 

Associates a name with a list of variables and constants 
ARRAY 

Declares a variable to have a fixed value 
CONTROL 

Declares a variable to be a dependent or endogenous variable 
ENDOGENOUS 

Declares a variable to be an independent or exogenous variable 
EXOGENOUS 

Specifies identifying variables 
ID 

Assigns a label to a variable 
LABEL 

Selects additional variables to be output 
OUTVARS 

Declares a variable to be a parameter 
PARAMETERS 

Forces a variable to hold its value from a previous observation 
RETAIN 

Declares a model variable 
VAR 

Declares an instrumental variable 
INSTRUMENTS 

Omits the default intercept term in the instruments list 
INSTRUMENTS 
NOINT 
General FIT Statement Options 

Omits parameters from the estimation 
FIT 
DROP= 
Associates a variable with an initial value as a parameter or a constant 
FIT 
INITIAL= 
Bypasses OLS to get initial parameter estimates for GMM, ITGMM, or FIML 
FIT 
NOOLS 
Bypasses 2SLS to get initial parameter estimates for GMM, ITGMM, or FIML 
FIT 
NO2SLS 
Specifies the parameters to estimate 
FIT 
PARMS= 
Requests confidence intervals on estimated parameters 
FIT 
PRL= 
Selects a grid search 
FIT 
START= 
Options to Control the Estimation Method Used 

Specifies nonlinear ordinary least squares 
FIT 
OLS 
Specifies iterated nonlinear ordinary least squares 
FIT 
ITOLS 
Specifies seemingly unrelated regression 
FIT 
SUR 
Specifies iterated seemingly unrelated regression 
FIT 
ITSUR 
Specifies twostage least squares 
FIT 
2SLS 
Specifies iterated twostage least squares 
FIT 
IT2SLS 
Specifies threestage least squares 
FIT 
3SLS 
Specifies iterated threestage least squares 
FIT 
IT3SLS 
Specifies full information maximum likelihood 
FIT 
FIML 
Specifies simulated method of moments 
FIT 
NDRAW 
Specifies number of draws for the V matrix 
FIT 
NDRAWV 
Specifies number of initial observations for SMM 
FIT 
NPREOBS 
Selects the variancecovariance estimator used for FIML 
FIT 
COVBEST= 
Specifies generalized method of moments 
FIT 
GMM 
Specifies the kernel for GMM and ITGMM 
FIT 
KERNEL= 
Specifies iterated generalized method of moments 
FIT 
ITGMM 
Specifies the type of generalized inverse used for the covariance matrix 
FIT 
GINV= 
Specifies the denominator for computing variances and covariances 
FIT 
VARDEF= 
Specifies adding the variance adjustment for SMM 
FIT 
ADJSMMV 
Specifies variance correction for heteroscedasticity 
FIT 
HCCME= 
Specifies GMM variance under arbitrary weighting matrix 
FIT 
GENGMMV 
Specifies GMM variance under optimal weighting matrix 
FIT 
NOGENGMMV 
Solution Mode Options 

Selects a subset of the model equations 
SOLVE 
SATISFY= 
Solves only for missing variables 
SOLVE 
FORECAST 
Solves for all solution variables 
SOLVE 
SIMULATE 
Solution Mode Options: Lag Processing 

Uses solved values in the lag functions 
SOLVE 
DYNAMIC 
Uses actual values in the lag functions 
SOLVE 
STATIC 
Produces successive forecasts to a fixed forecast horizon 
SOLVE 
NAHEAD= 
Selects the observation to start dynamic solutions 
SOLVE 
START= 
Solution Mode Options: Numerical Methods 

Specifies the maximum number of iterations allowed 
SOLVE 
MAXITER= 
Specifies the maximum number of subiterations allowed 
SOLVE 
MAXSUBITER= 
Specifies the convergence criteria 
SOLVE 
CONVERGE= 
Computes a simultaneous solution using a Jacobilike iteration 
SOLVE 
JACOBI 
Computes a simultaneous solution using a GaussSeidellike iteration 
SOLVE 
SEIDEL 
Computes a simultaneous solution using Newton’s method 
SOLVE 
NEWTON 
Computes a nonsimultaneous solution 
SOLVE 
SINGLE 
Monte Carlo Simulation Options 

Specifies quasirandom number generator 
SOLVE 
QUASI= 
Specifies pseudorandom number generator 
SOLVE 
PSUEDO= 
Repeats the solution multiple times 
SOLVE 
RANDOM= 
Initializes the pseudorandom number generator 
SOLVE 
SEED= 
Specifies copula options 
SOLVE 
COPULA= 
Solution Mode Printing Options 

Prints between data points integration values for the DERT. variables and the auxiliary variables 
FIT, SOLVE, MODEL 
INTGPRINT 
Prints the solution approximation and equation errors 
SOLVE 
ITPRINT 
Prints the solution values and residuals at each observation 
SOLVE 
SOLVEPRINT 
Prints various summary statistics 
SOLVE 
STATS 
Prints tables of Theil inequality coefficients 
SOLVE 
THEIL 
Specifies all printing control options 
SOLVE 
PRINTALL 
General TEST Statement Options 

Specifies that a Wald test be computed 
TEST 
WALD 
Specifies that a Lagrange multiplier test be computed 
TEST 
LM 
Specifies that a likelihood ratio test be computed 
TEST 
LR 
Request all three types of tests 
TEST 
ALL 
Specifies the name of an output SAS data set that contains the test results 
TEST 
OUT= 
Miscellaneous Statements 

Specifies the range of observations to be used 
RANGE 

Subsets the data set with BY variables 
BY 