CQLIM Procedure
The OUTPUT statement creates a new SAS data table to contain variables that you specify using the COPYVAR option and the following quantities of interest if they are specified as output-options: estimates of
, predicted value, residual, marginal effects, probability, standard deviation of the error, expected value, conditional expected value, technical efficiency measures, and inverse Mills ratio. When the response values are missing for an observation, all output estimates except the residual for that observation are still computed as long as none of the explanatory variables are missing. This enables you to compute these statistics for prediction. You can specify only one OUTPUT statement.
You must specify the OUT= option:
-
OUT=libref.data-table
-
names the output data table for PROC CQLIM to use. You must specify this option before any other options. 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 where the data table is to be stored, 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 output data table.
You can specify one or more of the following output-options:
-
CONDITIONAL
outputs estimates of conditional expected values of continuous endogenous variables.
-
COPYVAR=SAS-variable-names
COPYVARS=(SAS-variable-names)
adds any SAS variables that appear in the input data table to the output data table.
-
ERRSTD
outputs estimates of
, the standard deviation of the error term.
-
EXPECTED
outputs estimates of expected values of continuous endogenous variables.
-
MARGINAL
outputs marginal effects.
-
MILLS
outputs estimates of inverse Mills ratios of censored or truncated continuous variables and binary discrete variables.
-
PREDICTED
outputs estimates of predicted endogenous variables.
-
PROB
outputs estimates of probability of discrete endogenous variables that take the current observed responses.
-
PROBALL
outputs estimates of probability of discrete endogenous variables for all possible responses.
-
RESIDUAL
outputs estimates of residuals of continuous endogenous variables.
-
TE1
outputs estimates of technical efficiency for each producer in the stochastic frontier model that is suggested by Battese and Coelli (1988).
-
TE2
outputs estimates of technical efficiency for each producer in the stochastic frontier model that is suggested by Jondrow et al. (1982).
-
XBETA
outputs estimates of
.
Last updated: November 24, 2025