topic Re: Is it possible to output only certain parameters in proc model procedure in SAS Procedures

Is it possible to output only certain parameters in proc model procedure

SeanZ — Thu, 18 Jul 2013 06:46:43 GMT

Hi,

I have a gmm model, and I estimated 16 parameters. I only care about the intercept. Is it possible to output only one parameter in stead of all. I have the following code.

ods output parameterestimates=final;

proc model data = current;

endo Mean;

exog x1 x2 x3 x4 x11 x12 x13 x14 x15;

instruments _exog_;

parms b0 b1 b2 b3 b4 b11 b12 b13 b14 b15;

Mean=b0+b1*x1+b2*x2+b3*x3+b4*x4+b11*x11+b12*x12+b13*x13+b14*x14+b15*x15;

fit Mean/ gmm kernel=(bart,4,0) vardef=n;

run;

quit;

I only want b0 to be presented.

Re: Is it possible to output only certain parameters in proc model procedure

SteveDenham — Thu, 18 Jul 2013 11:48:09 GMT

Since you are outputting the parameter estimates to the dataset final, could you just use PROC PRINT with a WHERE parameter='b0'; statement. You could suppress the listing for proc model with ods listing close; and just output the estimate, standard error, etc. as needed.

Steve Denham

Re: Is it possible to output only certain parameters in proc model procedure

Vince28_Statcan — Thu, 18 Jul 2013 13:14:45 GMT

cycling through proc model documentation, it supports the keep statement

So you could add

keep b0;

right before run; to achieve the desired result. At least according to documentation.

Re: Is it possible to output only certain parameters in proc model procedure

Reeza — Thu, 18 Jul 2013 14:36:29 GMT

Add a keep in with your ODS statement, I don't know what the variable is actually called so make sure you have the correct name:

ods output parameterestimates=final (keep=b0);

proc model data = current;

endo Mean;

exog x1 x2 x3 x4 x11 x12 x13 x14 x15;

instruments _exog_;

parms b0 b1 b2 b3 b4 b11 b12 b13 b14 b15;

Mean=b0+b1*x1+b2*x2+b3*x3+b4*x4+b11*x11+b12*x12+b13*x13+b14*x14+b15*x15;

fit Mean/ gmm kernel=(bart,4,0) vardef=n;

run;

quit;

Re: Is it possible to output only certain parameters in proc model procedure

esjackso — Thu, 18 Jul 2013 14:51:35 GMT

I believe in the ods statement it would be a where statement similar to the proc print mentioned above:

ods output parameterestimates=final (where=(parameter='b0');

Re: Is it possible to output only certain parameters in proc model procedure

SteveDenham — Thu, 18 Jul 2013 15:46:04 GMT

This last works for me. I have problems with ods listing close or ods exclude all in ETS, the former not doing anything, and the latter not allowing print when a subsequent procedure (PROC PRINT) is used.

Steve Denham

Re: Is it possible to output only certain parameters in proc model procedure

SeanZ — Thu, 18 Jul 2013 19:58:13 GMT

Thanks. There is no variable named b0 in the output. b0 b1 ... are variables listed under variable parameter. EJ gave the correct answer.

Re: Is it possible to output only certain parameters in proc model procedure

SeanZ — Thu, 18 Jul 2013 20:05:56 GMT

Thank you. EJ gave the correct answer.

Re: Is it possible to output only certain parameters in proc model procedure

SeanZ — Thu, 18 Jul 2013 20:07:04 GMT

I am not sure, but I don't think proc print can output the parameters to a dataset.

Re: Is it possible to output only certain parameters in proc model procedure

SteveDenham — Fri, 19 Jul 2013 12:14:42 GMT

Sorry. My statement was very unclear. My problem was with the ODS statements. I solved them using ODS HTML rather than ODS LISTING. I was able to output only the values in the 'final' dataset, and suppress all of the output from PROC MODEL.

Steve Denham