The CQLIM Procedure

Specifies the input data table

PROC CQLIM

DATA=

Writes predictions to an output data table

OUTPUT

OUT=

Specifies BY-group processing

BY

Specifies classification variables

CLASS

Specifies a frequency variable

FREQ

Specifies a weight variable

WEIGHT

NONORMALIZE

Prints the correlation matrix of the estimates

PROC CQLIM

CORRB

Prints the covariance matrix of the estimates

PROC CQLIM

COVB

Prints a summary iteration listing

PROC CQLIM

ITPRINT

Sets boundary restrictions on parameters

BOUNDS

Sets initial values for parameters

INIT

Sets linear restrictions on parameters

RESTRICT

Suppresses the intercept parameter

MODEL

NOINT

Specifies the method to calculate parameter covariance

PROC CQLIM

COVEST=

Specifies a discrete variable

ENDOGENOUS

DISCRETE()

Specifies a censored variable

ENDOGENOUS

CENSORED()

Specifies a truncated variable

ENDOGENOUS

TRUNCATED()

Specifies a stochastic frontier variable

ENDOGENOUS

FRONTIER()

Specifies the function for heteroscedasticity models

HETERO

LINK=

Squares the function for heteroscedasticity models

HETERO

SQUARE

Specifies no constant for heteroscedasticity models

HETERO

NOCONST

Specifies the ODS tables to display

DISPLAY

Specifies the ODS tables to save as CAS output tables

DISPLAYOUT

Outputs the predicted values

OUTPUT

PREDICTED

Outputs the structured part

OUTPUT

XBETA

Outputs the residuals

OUTPUT

RESIDUAL

Outputs the error standard deviation

OUTPUT

ERRSTD

Outputs the marginal effects

OUTPUT

MARGINAL

Outputs the probability for the current response

OUTPUT

PROB

Outputs the probability for all responses

OUTPUT

PROBALL

Outputs the expected value

OUTPUT

EXPECTED

Outputs the conditional expected value

OUTPUT

CONDITIONAL

Outputs the inverse Mills ratio

OUTPUT

MILLS

Outputs the technical efficiency measures

OUTPUT

TE1

OUTPUT

TE2

Requests Wald, Lagrange multiplier, and likelihood ratio tests

TEST

ALL

Requests the Wald test

TEST

WALD

Requests the Lagrange multiplier test

TEST

LM

Requests the likelihood ratio test

TEST

LR