DEEPPRICE Procedure

Functional Summary

The statements and options available in the DEEPPRICE procedure are summarized in Table 1. The sections after the table provide a description of each statement in alphabetical order, following the PROC DEEPPRICE statement.

Table 1: Functional Summary

Description Statement Option
Input Data Table Options
Specifies the input data table PROC DEEPPRICE DATA=
Specifies the input data table for alpha left parenthesis dot right parenthesis estimation information SCORE INA=
Specifies the input data table for beta left parenthesis dot right parenthesis estimation information SCORE INB=
Specifies the input data table for eta 0 left parenthesis dot right parenthesis estimation information SCORE INETA0=
Specifies the input data table for eta 1 left parenthesis dot right parenthesis estimation information SCORE INETA1=
Specifies the input data table for outcome model information SCORE INO=
Specifies the input data table for treatment model information SCORE INT=
Output Data Table Options
Writes the estimation of the parameters of interest and the policy evaluation and comparison results to an output data set INFER OUTEST=
Writes the details of the estimation, including alpha left parenthesis dot right parenthesis, beta left parenthesis dot right parenthesis, p left parenthesis dot right parenthesis, the residual, and influence functions for each unit, to an output data set INFER OUTDETAILS=
Writes the alpha left parenthesis dot right parenthesis estimation information to the specified output data set SCORE OUTA=
Writes the beta left parenthesis dot right parenthesis estimation information to the specified output data set SCORE OUTB=
Writes the eta 0 left parenthesis dot right parenthesis estimation information to the specified output data set SCORE OUTETA0=
Writes the eta 1 left parenthesis dot right parenthesis estimation information to the specified output data set SCORE OUTETA1=
Writes the outcome model information to the specified output data set SCORE OUTO=
Writes the treatment model information to the specified output data set SCORE OUTT=
ID Variable
Specifies the identifying variable ID
Instrumental Variable
Specifies the instrumental variable INSTRUMENT
Deep Neural Network (DNN) Options
Specifies the parameters of the DNN for the treatment model TMODEL DNN=
Specifies the parameters of the DNN for the outcome model MODEL DNN=
Specifies the number of nodes for all hidden layers of the DNN for the treatment and outcome models DNN NODES=
Specifies the training options of the DNN for the treatment and outcome models DNN TRAIN=
Outcome Model Variables
Specifies the outcome variable MODEL outcome-variable
Specifies the covariates for the outcome model MODEL covariates
Treatment Model Variables
Specifies the treatment variable TMODEL treatment-variable
Specifies the covariates for the treatment model TMODEL covariates
Inference Options
Specifies the list of policy variables to be evaluated INFER POLICY=
Specifies the parameters for policy comparison INFER POLICYCOMPARISON=


Last updated: November 24, 2025