HPQLIM Procedure
The OUTPUT statement creates a new SAS data set to contain variables that are specified with the COPYVAR option and the following data if they are specified by output-options: estimates of
, predicted value, residual, marginal effects, probability, standard deviation of the error, expected value, conditional expected value, technical efficiency measures, and inverse Mills ratio. When the response values are missing for the observation, all output estimates except the residual are still computed as long as none of the explanatory variables are missing. This enables you to compute these statistics for prediction. You can specify only one OUTPUT statement.
You must specify the OUT= option:
-
OUT=SAS-data-set
names the output data set.
You can specify one or more of the following output-options:
-
CONDITIONAL
outputs estimates of conditional expected values of continuous endogenous variables.
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COPYVAR=SAS-variable-names
COPYVARS=(SAS-variable-names)
adds SAS variables to the output data set.
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ERRSTD
outputs estimates of
, the standard deviation of the error term.
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EXPECTED
outputs estimates of expected values of continuous endogenous variables.
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MARGINAL
outputs marginal effects.
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MILLS
outputs estimates of inverse Mills ratios of censored or truncated continuous, binary discrete, and selection endogenous variables.
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PREDICTED
outputs estimates of predicted endogenous variables.
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PROB
outputs estimates of probability of discrete endogenous variables taking the current observed responses.
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PROBALL
outputs estimates of probability of discrete endogenous variables for all possible responses.
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RESIDUAL
outputs estimates of residuals of continuous endogenous variables.
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XBETA
outputs estimates of
.
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TE1
outputs estimates of technical efficiency for each producer in the stochastic frontier model that is suggested by Battese and Coelli (1988).
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TE2
outputs estimates of technical efficiency for each producer in the stochastic frontier model that is suggested by Jondrow et al. (1982).
Last updated: June 19, 2025