The CQLIM Procedure

PROC CQLIM Statement

PROC CQLIM options;

The PROC CQLIM statement invokes the CQLIM procedure. You can specify the following options.

Data Table Options

DATA=CAS-libref.data-table

names the input data table for PROC CQLIM to use. The default is the most recently created data table. CAS-libref.data-table is a two-level name, where

CAS-libref: refers to a collection of information that is defined in the LIBNAME statement and includes the caslib, which includes a path to the data, and a session identifier, which defaults to the active session but which can be explicitly defined in the LIBNAME statement. For more information about CAS-libref, see the section Using CAS Sessions and CAS Engine Librefs.
data-table: specifies the name of the input data table.

Printing Options

CORRB: prints the correlation matrix of the parameter estimates.
COVB: prints the covariance matrix of the parameter estimates.
ITPRINT: prints the initial parameter estimates, convergence criteria, and all constraints of the optimization. At each iteration, the objective function value, step size, maximum gradient, and slope of search direction are also printed.

Model Estimation Options

COVEST=HESSIAN | OP | QML

specifies the method to use for calculating the covariance matrix of parameter estimates. You can specify the following covariance options:

HESSIAN: specifies the covariance from the inverse Hessian matrix.
OP: specifies the covariance from the outer product matrix.
QML: specifies the covariance from the outer product and Hessian matrices (the quasi-maximum likelihood estimates).

By default, COVEST=HESSIAN.

Last updated: June 14, 2018