TMODEL Procedure

SOLVE Statement

  • SOLVE variables <SATISFY= equations> </options>;

PROC TMODEL includes additional options in the SOLVE statement to provide more control of the solution process than PROC MODEL provides. For a complete description of the syntax of the SOLVE statement, see the section SOLVE Statement in Chapter 24, MODEL Procedure.

You can specify the following options after the slash.

Options to Control the Solution of a System of Linear Equations

LUSOLVER=NUMPIVOT | STRUCTPIVOT | OLD | n

specifies the method to use to factor and solve systems of linear equations. These linear systems are encountered when the FIML option (which requests that the FIML method be used to estimate models) is specified in the FIT statement or the PROC TMODEL statement. These linear systems are also encountered when either the NEWTON or OPTIMIZE option is specified in the SOLVE statement (these options specify the numerical solution method). Also, model programs that include differential equations require the solution of linear systems of equations. You can specify the following values:

n

considers numerical values of matrix elements only every nth time a lower triangular times upper triangular (LU) matrix factorization is computed.

NUMPIVOT

considers numerical values of matrix elements each time an LU factorization is computed.

OLD

uses the factorization and solution algorithm that the MODEL procedure uses.

STRUCTPIVOT

considers only the structure of nonzero elements in the linear system for ordering equations in the LU factorization.

By default, LUSOLVER=NUMPIVOT.

Last updated: June 19, 2025