The OUTPUT statement creates a new SAS data set containing all variables in the input data set and, optionally, the estimates
of , predicted value, residual, marginal effects, probability, standard deviation of the error, expected value, conditional expected
value, technical efficiency measures, and inverse Mills ratio. When the response values are missing for the observation, all
output estimates except residual are still computed as long as none of the explanatory variables is missing. This enables
you to compute these statistics for prediction. You can specify only one OUTPUT statement.
Details on the specifications in the OUTPUT statement are as follows:
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CONDITIONAL
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outputs estimates of conditional expected values of continuous endogenous variables.
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ERRSTD
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outputs estimates of , the standard deviation of the error term.
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EXPECTED
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outputs estimates of expected values of continuous endogenous variables.
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MARGINAL
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outputs marginal effects.
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MILLS
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outputs estimates of inverse Mills ratios of censored or truncated continuous, binary discrete, and selection endogenous variables.
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OUT=SAS-data-set
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names the output data set.
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PREDICTED
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outputs estimates of predicted endogenous variables.
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PROB
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outputs estimates of probability of discrete endogenous variables taking the current observed responses.
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PROBALL
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outputs estimates of probability of discrete endogenous variables for all possible responses.
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RESIDUAL
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outputs estimates of residuals of continuous endogenous variables.
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XBETA
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outputs estimates of .
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TE1
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outputs estimates of technical efficiency for each producer in the stochastic frontier model suggested by Battese and Coelli
(1988).
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TE2
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outputs estimates of technical efficiency for each producer in the stochastic frontier model suggested by Jondrow et al. (1982).