The MODEL Procedure

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