The OUTPUT statement specifies that predicted and residual values be put in an output data set. A DATA= input data set must
be supplied if the OUTPUT statement is used, and only one OUTPUT statement is allowed. The following options can be used in
the OUTPUT statement:
-
OUT= SAS-data-set
-
names the output SAS data set to contain the predicted values and residuals. If OUT= is not specified, the output data set
is named using the DATAn convention.
-
PREDICTED= names
-
-
P= names
-
names the variables in the output data set that contain the predicted values of the simulation. These variables correspond
to the endogenous variables in the order in which they are specified in the ENDOGENOUS statement. Specify up to as many names
as there are endogenous variables. If you specify names on the PREDICTED= option for only some of the endogenous variables,
predicted values for the remaining variables are not output. The names must not match any variable name in the input data
set.
-
RESIDUAL= names
-
-
R= names
-
names the variables in the output data set that contain the residual values from the simulation. The residuals are the differences
between the actual values of the endogenous variables from the DATA= data set and the predicted values from the simulation.
These variables correspond to the endogenous variables in the order in which they are specified in the ENDOGENOUS statement.
Specify up to as many names as there are endogenous variables. The names must not match any variable name in the input data
set.
The following is an example of the use of the OUTPUT statement. This example outputs predicted values for Y1 and Y2 and outputs
residuals for Y1.
proc simlin est=e;
endog y1 y2;
output out=b predicted=y1hat y2hat
residual=y1resid;
run;