OUTEST= Data Set
The OUTEST= data set contains parameter estimates
and the log likelihood for the specified models.
A set of observations is created
for each MODEL statement specified.
You can specify a label in the MODEL statement to distinguish
between the estimates for different MODEL statements.
If the COVOUT option is specified, the
OUTEST= data set also contains the estimated
covariance matrix of the parameter estimates.
Note that, if the LIFEREG procedure does not converge, the
parameter estimates are set to missing in the OUTEST data set.
The OUTEST= data set is not created if
there are any CLASS variables in any models.
If created, this data set contains all variables specified
in the MODEL statement and the BY statement.
One observation consists of parameter values for the
model with the dependent variable having the value -1.
If the COVOUT option is specified, there
are additional observations containing the
rows of the estimated covariance matrix.
For these observations, the dependent variable contains
the parameter estimate for the corresponding row variable.
The following variables are also added to the data set:
- _MODEL_
- a character variable of length 8 containing the label
of the MODEL statement, if present.
Otherwise, the variable's value is blank.
- _NAME_
- a character variable of length 8 containing the name of the
dependent variable for the parameter estimates observations
or the name of the row for the covariance matrix estimates
- _TYPE_
- a character variable of length 8 containing the
type of the observation, either PARMS for parameter
estimates or COV for covariance estimates
- _DIST_
- a character variable of length 8 containing
the name of the distribution modeled
- _LNLIKE_
- a numeric variable containing the last
computed value of the log likelihood
- INTERCEPT
- a numeric variable containing the intercept
parameter estimates and covariances
- _SCALE_
- a numeric variable containing the scale
parameter estimates and covariances
- _SHAPE1_
- a numeric variable containing the first shape
parameter estimates and covariances if the
specified distribution has additional shape parameters
Any BY variables specified are also added to the OUTEST= data set.
Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.
