HMM Procedure
ESTIMATE Statement
ESTIMATE <options>;
LEARN <options>;
The ESTIMATE statement estimates the parameters. You can specify the following options:
- IN=libref.data-table
-
specifies the input data table for parameter estimation. In general, the data table is an output data table that is produced by the OUT= option in the ESTIMATE statement in a previous call of the HMM procedure. To estimate each model that is specified in the MODEL statement, PROC HMM first checks whether an INITIAL statement is specified for the model. If the INITIAL statement exists for the model, the initial values that are specified in the INITIAL statement are used; otherwise, PROC HMM searches the IN= data table to see whether it contains a model that has the same model specification. If the IN= data table contains a matched model, its values are used as the initial values for the model that is specified in the MODEL statement. Note: When PROC HMM checks for matched models, the ESTISPV model option, which calculates the ISPV parameter, presents a special case. If the current model specification does not include the ESTISPV option, and the IN= table is a parameter estimate output table from a previous model specification that does include the ESTISPV option, then values in the IN= table are not used as initial values, even if all other specifications of the two models are the same.
libref.data-table is a two-level name, where libref refers to the library, and data-table specifies the name of the input data table. For more information about this two-level name, see the DATA= option and the section Using CAS Sessions and CAS Engine Librefs.
- OUT=libref.data-table
writes the parameter estimates to the specified output data table. libref.data-table is a two-level name, where libref refers to the library, and data-table specifies the name of the output data table. For more information about this two-level name, see the DATA= option and the section Using CAS Sessions and CAS Engine Librefs.
- OUTALL=libref.data-table
writes the parameter estimates and their standard errors and covariance matrix to the specified output data table. libref.data-table is a two-level name, where libref refers to the library, and data-table specifies the name of the output data table. For more information about this two-level name, see the DATA= option and the section Using CAS Sessions and CAS Engine Librefs.