The GAMPL Procedure
The OUTPUT statement creates a data set that contains observationwise statistics that are computed after the model is fitted. The variables in the input data set are not included in the output data set in order to avoid data duplication for large data sets; however, variables that are specified in the ID statement are included.
The computation of the output statistics is based on the final parameter estimates. If the model fit does not converge, missing values are produced for the quantities that depend on the estimates.
You can specify the following syntax elements in the OUTPUT statement before the slash (/).
-
OUT=SAS-data-set
DATA=SAS-data-set
specifies the name of the output data set. If you omit this option, PROC GAMPL uses the DATAn convention to name the output data set.
-
keyword <=name>
-
specifies a statistic to include in the output data set and optionally assigns a name to the variable. If you do not provide a name, the GAMPL procedure assigns a default name based on the keyword.
You can specify the following keywords for adding statistics to the OUTPUT data set:
-
LINP | XBETA
requests the linear predictor
. For observations in which only the response variable is missing, values of the linear predictor are computed even though these observations do not affect the model fit. The default name is Xbeta.
-
LOWER
requests a lower Bayesian confidence band value for the predicted value. The default name is Lower.
-
PEARSON | PEARS | RESCHI
requests the Pearson residual,
, where
is the estimate of the predicted response mean and
is the response distribution variance function. The default name is Pearson.
-
PREDICTED | PRED | P
requests predicted values for the response variable. For observations in which only the response variable is missing, the predicted values are computed even though these observations do not affect the model fit. The default name is Pred.
-
RESIDUAL | RESID | R
requests the raw residual,
, where
is the estimate of the predicted mean. The default name is Residual.
-
STD
requests a standard error for the linear predictor. The default name is Std.
-
UPPER
requests an upper Bayesian confidence band value for the predicted value. The default name is Upper.
You can specify the following options in the OUTPUT statement after the slash (/):
-
ALPHA=number
specifies the significance level for the construction of Bayesian confidence bands in the OUTPUT data set. The confidence level is
.
-
COMPONENT
requests componentwise statistics for all spline terms if LINP, LOWER, STD, or UPPER is specified as a keyword.
Last updated: December 09, 2022