HPQLIM Procedure

The parameters are named in the same way as in other SAS procedures such as the REG and PROBIT procedures. The constant in the regression equation is called Intercept. The coefficients of independent variables are named by the independent variables. The standard deviation of the errors is called _Sigma. If the HETERO statement is included, the coefficients of the independent variables in the HETERO statement are called _H.x, where x is the name of the independent variable.

Table 10 shows the options in the OUTPUT statement, with the corresponding variable names and their explanations.

Table 10: OUTPUT Statement Options

output-option	Variable Name	Explanation
CONDITIONAL	CEXPCT_y	Conditional expected value of y, conditioned on the truncation
ERRSTD	ERRSTD_y	Standard deviation of error term
EXPECTED	EXPCT_y	Unconditional expected value of y
MARGINAL	MEFF_x	Marginal effect of x on y () with single equation
PREDICTED	P_y	Predicted value of y
RESIDUAL	RESID_y	Residual of y, (y – PredictedY)
PROB	PROB_y	Probability that y is taking the observed value in this observation (discrete y only)
PROBALL	PROBi_y	Probability that y is taking the ith value (discrete y only)
MILLS	MILLS_y	Inverse Mills ratio for y
TE1	TE1	Technical efficiency estimate for each producer proposed by Battese and Coelli (1988)
TE2	TE2	Technical efficiency estimate for each producer proposed by Jondrow et al. (1982)
XBETA	XBETA_y	Structure part () of y equation

If you prefer to name the output variables differently, you can use the RENAME option in the data set. For example, the following statements rename the residual of y as Resid:

proc hpqlim data=one;
   model y = x1-x10 / censored;
   output out=outds(rename=(resid_y=resid)) residual;
run;