MODEL Procedure

PROC MODEL assigns a name to each table it creates. You can use these names to reference the table when you use the Output Delivery System (ODS) to select tables and create output data sets. These names are listed in Table 4.

Table 4: ODS Tables Produced in PROC MODEL

ODS Table Name	Description	Option
ODS Tables Created by the FIT Statement
AugGMMCovariance	Crossproducts matrix	GMM ITALL
ChowTest	Structural change test	CHOW=
CollinDiagnostics	Collinearity diagnostics
ConfInterval	Profile likelihood confidence intervals	PRL=
ConvCrit	Convergence criteria for estimation	Default
ConvergenceStatus	Convergence status	Default
CorrB	Correlations of parameters	COVB/CORRB
CorrResiduals	Correlations of residuals	CORRS/COVS
CovB	Covariance of parameters	COVB/CORRB
CovResiduals	Covariance of residuals	CORRS/COVS
Crossproducts	Crossproducts matrix	ITALL/ITPRINT
DatasetOptions	Data sets used	Default
DetResidCov	Determinant of the residuals	DETAILS
DWTest	Durbin-Watson test	DW=
Equations	Listing of equations to estimate	Default
EstSummaryMiss	Model summary statistics for PAIRWISE	MISSING=
EstSummaryStats	Objective, objective * N	Default
FirstLagrMultEst	First-order Lagrange multiplier estimates	GMM ITALL
GMMCovariance	Crossproducts matrix	GMM DETAILS
GMMTestStats	GMM test statistics	GMM
Godfrey	Godfrey’s serial correlation test	GF=
HausmanTest	Hausman’s test table	HAUSMAN
HeteroTest	Heteroscedasticity test tables	BREUSCH/PAGEN
InvXPXMat	XX inverse for system	I
IterInfo	Iteration printing	ITALL/ITPRINT
LagLength	Model lag length	Default
MinSummary	Number of parameters, estimation kind	Default
ModSummary	Listing of all categorized variables	Default
ModVars	Listing of model variables and parameters	Default
NormalityTest	Normality test table	NORMAL
ObsSummary	Identifies observations with errors	Default
ObsUsed	Observations read, used, and missing	Default
ParameterEstimates	Parameter estimates	Default
ParmChange	Parameter change vector	ITALL
ResidSummary	Summary of the SSE, MSE for the equations	Default
SecondLagrMultEst	Second-order Lagrange multiplier estimates	GMM ITALL
SizeInfo	Storage requirement for estimation	DETAILS
TermEstimates	Nonlinear OLS and ITOLS estimates	OLS/ITOLS
TestResults	Test statement table
WgtVar	The name of the weight variable
XPXMat	XX for system	XPX
YkVector	Marquardt iteration vector	GMM ITALL
ODS Tables Created by the SOLVE Statement
BlockEqsAndVars	Dependency analysis block partitioning	ANALYZEDEPS=
DatasetOptions	Data sets used	Default
DescriptiveStatistics	Descriptive statistics	STATS
FitStatistics	Fit statistics for simulation	STATS
LagLength	Model lag length	Default
ModSummary	Listing of all categorized variables	Default
ObsSummary	Simulation trace output	SOLVEPRINT
ObsUsed	Observations read, used, and missing	Default
SimulationSummary	Number of variables solved for	Default
SolutionVarList	Solution variable lists	Default
TheilRelStats	Theil relative change error statistics	THEIL
TheilStats	Theil forecast error statistics	THEIL
ErrorVec	Iteration error vector	ITPRINT
ResidualValues	Iteration residual values	ITPRINT
PredictedValues	Iteration predicted values	ITPRINT
SolutionValues	Iteration solved for variable values	ITPRINT
ODS Tables Created by the FIT and SOLVE Statements
AdjacencyMatrix	Adjacency graph	GRAPH
BlockAnalysis	Block analysis	BLOCK
BlockStructure	Block structure	BLOCK
CodeDependency	Variable cross reference	LISTDEP
CodeList	Listing of programs statements	LISTCODE
CrossReference	Cross-reference listing for program
DepStructure	Dependency structure of the system	BLOCK
FirstDerivatives	First derivative table	LISTDER
IterIntg	Integration iteration output	INTGPRINT
MemUsage	Memory usage statistics	MEMORYUSE
MissingDependencies	Missing values by dependency	REPORTMISSINGS
MissingObservations	Missing values by observation	REPORTMISSINGS
MissingSymbols	Missing values by symbol	REPORTMISSINGS
ParmReadIn	Parameter estimates read in	ESTDATA=
ProgList	Listing of compiled program code
RangeInfo	RANGE statement specification
SortAdjacencyMatrix	Sorted adjacency graph	GRAPH
TransitiveClosure	Transitive closure graph	GRAPH

The AugGMMCovariance table is the matrix augmented with the moment vector at iteration zero, produced when the ITALL option is used with the GMM option. If the matrix to be used in GMM is read in by the VDATA option, then AugGMMCovariance would be the same matrix augmented with the moment vectors. The GMMCovariance ODS output is produced only when you read in a covariance matrix to be used in the GMM method. This table is produced by using the DETAILS option with the GMM option.