The following options can be used in the PROC CNTSELECT statement.
Input Data Table Options
DATA=libref.data-table
names the input data table for PROC CNTSELECT to use. libref.data-table is a two-level name, where
libref
refers to a collection of information that is defined in the LIBNAME statement and includes the library, 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 libref, see the section Using CAS Sessions and CAS Engine Librefs.
data-table
specifies the name of the input data table.
GROUPID=variable
specifies an identification variable when a panel data model is estimated. The identification variable is used as a cross-sectional ID variable.
Item Store Option
STORE=SAS-item-store
specifies the item store that preserves the properties of the model and the fit results. No information about the model is preserved unless you specify this option.
Printing Options
You can specify the following options in either the PROC CNTSELECT statement or the MODEL statement:
CORRB
prints the correlation matrix of the parameter estimates.
COVB
prints the covariance matrix of the parameter estimates.
EXTENDPARMLENGTH
prints the parameter labels without truncating.
NOPRINT
suppresses all printed output.
PRINTALL
requests all printing options.
PRINTTIMING
prints a timing report.
PRINTINTERNALNAMES
prints internal names assigned to parameters.
Estimation Control Options
You can specify the following options in either the PROC CNTSELECT statement or the MODEL statement:
COVEST=HESSIAN | OP | QML
specifies the type of covariance matrix for the parameter estimates.
The default is COVEST=HESSIAN. You can specify the following values:
HESSIAN
specifies the covariance from the Hessian matrix.
OP
specifies the covariance from the outer product matrix.
QML
specifies the covariance from the outer product and Hessian matrices.
Optimization Control Options
PROC CNTSELECT uses the nonlinear optimization (NLO) subsystem to perform nonlinear optimization tasks. You can specify the following options in either the PROC CNTSELECT statement or the MODEL statement.
MAXFUNC=i
MAXFU=i
specifies the maximum number of function calls in the optimization process. The default is 1,000.
The optimization can terminate only after completing a full iteration. Therefore, the number of function calls that are actually performed can exceed the number of calls that are specified by this option.
MAXITER=i
MAXIT=i
specifies the maximum number of iterations in the optimization process. The default is 200.
MAXTIME=r
specifies an upper limit of r seconds of CPU time for the optimization process. By default, MAXTIME=200. The time that you specify in this option is checked only once at the end of each iteration. Therefore, the actual run time can be much longer than r. The actual run time includes the remaining time that is needed to finish the iteration and the time that is needed to generate the output of the results.
METHOD=value
specifies the iterative minimization method to use. The default is METHOD=NEWRAP. You can specify the following values:
CONGRA
specifies the conjugate-gradient method.
DBLDOG
specifies the double-dogleg method.
NEWRAP
specifies the Newton-Raphson method (this is the default).
NONE
specifies that no optimization be performed beyond using the ordinary least squares method to compute the parameter estimates.