What’s New in SAS/ETS 13.2


Highlights of Enhancements in SAS/ETS 13.1

Some users might be unfamiliar with updates made in the previous releases. SAS/ETS 13.1 introduced the HPCDM, HPCOPULA, and HPPANEL procedures and the SASEFRED interface engine. Following are highlights of the other enhancements in SAS/ETS 13.1:

  • The tail dependence plot (chi-plot) was added to the COPULA procedure.

  • The item store functionality and enhanced CLASS statement were added to the COUNTREG procedure.

  • Support for the BY statement was added to the HPCOUNTREG procedure.

  • Support for binary and ordinal probit and logit models and support for the BY statement were added to the HPQLIM procedure.

  • The BY statement, OFFSET= option for specifying an offset variable in the scale regression model, and OUTSCORELIB statement for creating scoring functions were added to the HPSEVERITY procedure.

  • The system GMM estimator was added to the PANEL procedure.

  • Bayesian estimation features, new endogeneity tests, and overidentification restriction tests were added to the QLIM procedure.

  • A new OFFSET= option for specifying an offset variable in the scale regression model and OUTSCORELIB statement for creating scoring functions was added to the SEVERITY procedure.

  • The inclusion of regression effects in the state transition equation and the new CHECKBREAK option in the STATE and TREND statements were added to the SSM procedure.

  • Rodriguez and Ruiz (2010) bootstrap-based computation of standard errors was added to the UCM procedure.

  • Huge performance and scalability improvements for VARMAX and VARMAX-GARCH models, support for DCC GARCH, four new forms of univariate GARCH models, support for BOUND and INITIAL statements, and the concentrated likelihood estimation for CCC and DCC GARCH models were added to the VARMAX procedure.