The HPQLIM Procedure
OUTEST= Data Set
The OUTEST= data set contains all the parameters that are estimated by a MODEL statement. Each parameter contains the estimate for the corresponding parameter in the corresponding model. In addition, the OUTEST= data set contains the following variables:
- _NAME_
-
indicates the name of the independent variable.
- _TYPE_
-
indicates the type of observation. PARM indicates the row of coefficients; STD indicates the row of standard deviations of the corresponding coefficients.
- _STATUS_
-
indicates the convergence status for optimization.
The rest of the columns correspond to the explanatory variables.
The OUTEST= data set contains one observation for the MODEL statement, which shows the parameter estimates for that model. If you specify the COVOUT option in the PROC HPQLIM statement, the OUTEST= data set includes additional observations for the MODEL statement, which show the rows of the covariance matrix of parameter estimates. For covariance observations, the value of the _TYPE_ variable is COV, and the _NAME_ variable identifies the parameter that is associated with that row of the covariance matrix. If you specify the CORROUT option in the PROC HPQLIM statement, the OUTEST= data set includes additional observations for the MODEL statement, which show the rows of the correlation matrix of parameter estimates. For correlation observations, the value of the _TYPE_ variable is CORR, and the _NAME_ variable identifies the parameter that is associated with that row of the correlation matrix.