The PROC CQLIM statement invokes the CQLIM procedure. You can specify the following options.
Data Table Options
DATA=libref.data-table
names the input data table for PROC CQLIM to use. The default is the most recently created data table. 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 the data, 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 input data table.
Printing Options
CORRB
prints the correlation matrix of the parameter estimates.
COVB
prints the covariance matrix of the parameter estimates.
ITPRINT
prints the initial parameter estimates, convergence criteria, and all constraints of the optimization. At each iteration, the objective function value, step size, maximum gradient, and slope of search direction are also printed.
Model Estimation Options
COVEST=HESSIAN | OP | QML
specifies the method to use for calculating the covariance matrix of parameter estimates. You can specify the following covariance options:
HESSIAN
specifies the covariance from the inverse Hessian matrix.
OP
specifies the covariance from the outer product matrix.
QML
specifies the covariance from the outer product and Hessian matrices (the quasi-maximum likelihood estimates).
By default, COVEST=HESSIAN.
NDRAW=value
specifies the number of draws for Monte Carlo integration.
SEED=value
specifies a seed for pseudorandom number generation in Monte Carlo integration.
Optimization Control Options
PROC CQLIM uses the nonlinear optimization (NLO) subsystem to perform nonlinear optimization tasks. You can specify the following options:
MAXITER=i
MAXIT=i
specifies the maximum number of iterations in the optimization process. By default, MAXITER=200.