The OUTPUT statement creates a new SAS data set that contains all the variables in the input data set and, optionally, the
estimated linear predictors (XBETA) and predicted probabilities (P). The input data set must be sorted by the choice variables
within each ID.
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OUT=SAS-data-set
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specifies the name of the output data set.
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PRED=variable name
P=variable name
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requests the predicted probabilities by naming the variable that contains the predicted probabilities in the output data set.
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XBETA=variable name
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names the variable that contains the linear predictor () values. However, the XBETA= option is not supported in the nested logit model.