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The MODEL Procedure |

The variables in the data set are as follows:

- BY variables
- RANGE variable
- ID variables
- _ESTYPE_, a character variable of length 8 identifying the estimation method: OLS, SUR, N2SLS, N3SLS, ITOLS, ITSUR, IT2SLS, IT3SLS, GMM, ITGMM, or FIML
- _TYPE_, a character variable of length 8 identifying the type of observation: RESIDUAL, PREDICT, or ACTUAL
- _WEIGHT_, the weight of the observation in the estimation. The _WEIGHT_ value is 0 if the observation was not used. It is equal to the product of the _WEIGHT_ model program variable and the variable named in the WEIGHT statement, if any, or 1 if weights were not used.
- the WEIGHT statement variable if used
- the model variables. The dependent variables for the normalized-form equations in the estimation contain residuals, actuals, or predicted values, depending on the _TYPE_ variable, whereas the model variables that are not associated with estimated equations always contain actual values from the input data set.
- any other variables named in the OUTVARS statement. These can be program variables computed by the model program, CONTROL variables, parameters, or special variables in the model program.

The following SAS statements are used to generate and print an OUT= data set:

proc model data=gmm2; exogenous x1 x2; parms a1 a2 b2 b1 2.5 c2 55 d1; inst b1 b2 c2 x1 x2; y1 = a1 * y2 + b1 * x1 * x1 + d1; y2 = a2 * y1 + b2 * x2 * x2 + c2 / x2 + d1; fit y1 y2 / 3sls gmm out=resid outall ; run; proc print data=resid(obs=20); run;

The data set GMM2 was generated by the example in the preceding ESTDATA= section above. A partial listing of the RESID data set is shown in Figure 14.58.

The variables in the data set are as follows:

- BY variables
- _NAME_, a character variable of length 8, blank for observations containing parameter estimates or a parameter name for observations containing covariances
- _TYPE_, a character variable of length 8 identifying the estimation method: OLS, SUR, N2SLS, N3SLS, ITOLS, ITSUR, IT2SLS, IT3SLS, GMM, ITGMM, or FIML
- the parameters estimated.

If the COVOUT option is specified, an additional observation is written for each row of the estimate of the covariance matrix of parameter estimates, with the _NAME_ values containing the parameter names for the rows. Parameter names longer than eight characters are truncated.

The variables in the OUTS= data set are as follows:

- BY variables
- _NAME_, a character variable containing the name of the equation
- _TYPE_, a character variable of length 8 identifying the estimation method: OLS, SUR, N2SLS, N3SLS, ITOLS, ITSUR, IT2SLS, IT3SLS, GMM, ITGMM, or FIML
- variables with the names of the equations in the estimation.

Each observation contains a row of the covariance matrix. The data set is suitable for use with the SDATA= option on a subsequent FIT or SOLVE statement. (See "Tests on Parameters" in this chapter for an example of the SDATA= option.)

Note that OUTSUSED= is the same as OUTS= for the estimation methods that
iterate the **S** matrix (ITOLS, IT2SLS, ITSUR, and IT3SLS).
If the SDATA= option is specified in the FIT statement, OUTSUSED=
is the same as the SDATA= matrix read in for the methods that do not
iterate the **S** matrix (OLS, SUR, N2SLS, and N3SLS).

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