Functional Summary

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 Breusch-Pagan 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 Durbin-Watson d statistics

FIT

DW

Prints first-stage R$^{2}$ 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 printing-control 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 cross-reference 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

PRINT

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 two-stage least squares

FIT

2SLS

Specifies iterated two-stage least squares

FIT

IT2SLS

Specifies three-stage least squares

FIT

3SLS

Specifies iterated three-stage 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 variance-covariance 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 Jacobi-like iteration

SOLVE

JACOBI

Computes a simultaneous solution using a Gauss-Seidel-like iteration

SOLVE

SEIDEL

Computes a simultaneous solution using Newton’s method

SOLVE

NEWTON

Computes a nonsimultaneous solution

SOLVE

SINGLE

Monte Carlo Simulation Options

   

Specifies quasi-random number generator

SOLVE

QUASI=

Specifies pseudo-random number generator

SOLVE

PSUEDO=

Repeats the solution multiple times

SOLVE

RANDOM=

Initializes the pseudo-random 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