The MODEL Procedure

names the input data set. Variables in the model program are looked up in the DATA= data set and, if found, their attributes (type, length, label, format) are set to be the same as those in the input data set (if not previously defined otherwise). The values for the variables in the program are read from the input data set when the model is estimated or simulated by FIT and SOLVE statements.

writes the parameter estimates to a SAS data set. See the section Output Data Sets for details.

names the SAS data set that contains the parameter estimates. In PROC MODEL, you have several options to specify starting values for the parameters to be estimated. When more than one option is specified, the options are implemented in the following order of precedence (from highest to lowest): the START= option, the PARMS statement initialization value, the ESTDATA= option, and the PARMSDATA= option. If no options are specified for the starting value, the default value of 0.0001 is used. See the section Input Data Sets for details.

selects plots that the MODEL procedure produces via the Output Delivery System. For general information about ODS Graphics, see Chapter 21: Statistical Graphics Using ODS in SAS/STAT 13.2 User's Guide. The global-plot-options apply to all relevant plots generated by the MODEL procedure. The global-plot-options and specific plot-request options supported by the MODEL procedure follow.

reads the model from one or more input model files created by previous PROC MODEL executions. Model files are written by the OUTMODEL= option.

suppresses the default output of the model file. This option is applicable only when FIT or SOLVE statements are not used, the MODEL= option is not used, and when a model is specified.

specifies the name and model-key for writing fitted model files. The model-key is a SAS name. Files written using the OUTCAT= option are used by SAS Risk Dimensions. The OUTCAT= option only applies to FIT statements. You can specify the following outcat-options:

specifies the name of an output model file to which the model is to be written. Starting with SAS 9.2, model files are being stored as XML-based SAS data sets instead of being stored as members of a SAS catalog as in earlier releases. This makes MODEL files more readily extendable in the future and enables Java-based applications to read the MODEL files directly. To change this behavior, use the SAS global-CMPMODEL-options. You can choose the format in which the output model file is stored and read by using the CMPMODEL=global-CMPMODEL-options in an OPTIONS statement as follows.

You can specify the following global-CMPMODEL-options:

plots analyses of the dependencies among equations and solve variables. Each dependency-plot is one of the following:

You can specify which equations and solve variables are included in the dependency analysis by qualifying both the BLOCK and DETAILS dependency-plot options with a pair of lists. The first list in the pair is the eq-list. It specifies which equations to include in the dependency analysis. You can specify a mix of equation names and equation group labels in the eq-list. The MODEL procedure replaces each equation group label in the eq-list with the list of equations that are specified in the corresponding EQGROUP statement. The second list in the pair is the var-list. It specifies which solve variables to include in the dependency analysis. You can specify a mix of variable names and variable group labels in the var-list. The MODEL procedure replaces each variable group label in the var-list with the list of variables that are specified in the corresponding VARGROUP statement. By default, when you specify a BLOCK option, a listing of the equations and solve variables that form each dependency block is generated. The NOLISTBLOCK option suppresses this listing. The ANALYZEDEP= option applies only to SOLVE steps. For more information about the analyses that are performed by the ANALYZEDEP= option, see the section Diagnostics and Debugging.

prints an analysis of the structure of the model given by the assignments to model variables that appear in the model program. This analysis includes a classification of model variables into endogenous (dependent) and exogenous (independent) groups based on the presence of the variable on the left side of an assignment statement. The endogenous variables are grouped into simultaneously determined blocks. The dependency structure of the simultaneous blocks and exogenous variables is also printed. The BLOCK option cannot analyze dependencies implied by general form equations.

prints the graph of the dependency structure of the model. The GRAPH option also invokes the BLOCK option and produces a graphical display of the information listed by the BLOCK option.

prints the model program and variable lists, including the statements added by PROC MODEL and macros.

selects the LIST, LISTDEP, LISTDER, and LISTCODE options.

prints the derivative tables and compiled model program code. LISTCODE is a debugging feature and is not normally needed.

prints a report that lists for each variable in the model program the variables that depend on it and that it depends on. These lists are given separately for current-period values and for lagged values of the variables.

The information displayed is the same as that used to construct the BLOCK report but differs in that the information is listed for all variables (including parameters, control variables, and program variables), not just for the model variables. Classification into endogenous and exogenous groups and analysis of simultaneous structure is not done by the LISTDEP report.

prints a table of derivatives for FIT and SOLVE tasks. (The LISTDER option is applicable only for the default NEWTON method for SOLVE tasks.) The derivatives table shows each nonzero derivative computed for the problem. The derivative listed can be a constant, a variable in the model program, or a special derivative variable created to hold the result of the derivative expression. This option is turned on by the LISTCODE and PRINTALL options.

prints a cross-reference of the variables in the model program that shows where each variable was referenced or given a value. The XREF option is normally used in conjunction with the LIST option. A more detailed description is given in the section Diagnostics and Debugging.

specifies the detailed printout. Parts of the printed output are expanded when the DETAILS option is specified. The following additional graphs of the residuals are produced when graphics output is enabled: ACF, PACF, IACF, white noise, and QQ plot versus the normal.

prints a message for each statement in the model program as it is executed. This debugging option is needed very rarely and produces voluminous output.

specifies the maximum number of execution errors that can be printed. The default is MAXERRORS=50.

prints a report of the memory required for the various parts of the analysis.

specifies the precision of the format that PROC MODEL uses when printing various numbers. The default is NDEC=3, which means that PROC MODEL attempts to print values by using the D format but ensures that at least three significant digits are shown. If the NDEC= value is greater than nine, the BEST. format is used. The smallest value allowed is NDEC=2.

The NDEC= option affects the format of most, but not all, of the floating point numbers that PROC MODEL can print. For some values (such as parameter estimates), a precision limit one or two digits greater than the NDEC= value is used. This option does not apply to the precision of the variables in the output data set.

suppresses the normal printed output but does not suppress error listings. Using any other print option turns the NOPRINT option off. The PRINT option can be used with the RESET statement to turn off NOPRINT.

turns on all the printing-control options. The options set by PRINTALL are DETAILS; the model information options LIST, LISTDEP, LISTDER, XREF, BLOCK, and GRAPH; the FIT task printing options FSRSQ, COVB, CORRB, COVS, CORRS, DW, and COLLIN; and the SOLVE task printing options STATS, THEIL, SOLVEPRINT, and ITPRINT.

prints tables that summarize missing values that are encountered during a SOLVE or FIT task. The missing values that are summarized in these tabular reports can be produced by missing values in the DATA= data set or by calculations in the model program that generate missing values. The number of missing values that are reported can be limited by using the MAXERRORS= option.

prints the result of each operation in each statement in the model program as it is executed, in addition to the information printed by the FLOW option. This debugging option is needed very rarely and produces voluminous output.