A TYPE=EST data set contains parameter estimates. The CALIS, CATMOD, LIFEREG, LOGISTIC, NLIN, ORTHOREG, PHREG, PROBIT, and REG procedures create TYPE=EST data sets when the OUTEST= option is specified. A TYPE=EST data set produced by PROC LIFEREG, PROC ORTHOREG, or PROC REG can be used with PROC SCORE to compute residuals or predicted values. The variables in a TYPE=EST data set include the following:
the BY variables, if a BY statement is used
_TYPE_, a character variable of length eight, that indicates the type of estimate. The values depend on which procedure created
the data set. Usually a value of ’PARM’ or ’PARMS’ indicates estimated regression coefficients, and a value of ’COV’ or ’COVB’
indicates estimated covariances of the parameter estimates. Some procedures, such as PROC NLIN, have other values of _TYPE_ for special purposes.
_NAME_, a character variable that contains the values of the names of the rows of the covariance matrix when the procedure outputs
the covariance matrix of the parameter estimates
variables that contain the parameter estimates, usually the same variables that appear in the VAR statement or in any MODEL statement. See Chapter 29: The CALIS Procedure, Chapter 32: The CATMOD Procedure, and Chapter 67: The NLIN Procedure, for details on the variable names used in output data sets created by those procedures.
Other variables can be included depending on the particular procedure and options used.
Figure A.4 shows the TYPE=EST data set produced by the following statements:
proc reg data=SocEcon outest=regest covout; full: model house=pop school employ services / noprint; empser: model house=employ services / noprint; run; quit;
proc print data=regest; run;
Figure A.4: A TYPE=EST Data Set Produced by PROC REG
| Five Socioeconomic Variables |
| OBS | _MODEL_ | _TYPE_ | _NAME_ | _DEPVAR_ | _RMSE_ | Intercept | Pop | School | Employ | Services | House |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | full | PARMS | House | 3122.03 | -8074.21 | 0.65 | 2140.10 | -2.92 | 27.81 | -1 | |
| 2 | full | COV | Intercept | House | 3122.03 | 109408014.44 | -9157.04 | -9784744.54 | 20612.49 | 102764.89 | . |
| 3 | full | COV | Pop | House | 3122.03 | -9157.04 | 2.32 | 852.86 | -6.20 | -5.20 | . |
| 4 | full | COV | School | House | 3122.03 | -9784744.54 | 852.86 | 907886.36 | -2042.24 | -9608.59 | . |
| 5 | full | COV | Employ | House | 3122.03 | 20612.49 | -6.20 | -2042.24 | 17.44 | 6.50 | . |
| 6 | full | COV | Services | House | 3122.03 | 102764.89 | -5.20 | -9608.59 | 6.50 | 202.56 | . |
| 7 | empser | PARMS | House | 3789.96 | 15021.71 | . | . | -1.94 | 53.88 | -1 | |
| 8 | empser | COV | Intercept | House | 3789.96 | 5824096.19 | . | . | -1915.99 | -1294.94 | . |
| 9 | empser | COV | Employ | House | 3789.96 | -1915.99 | . | . | 1.15 | -6.41 | . |
| 10 | empser | COV | Services | House | 3789.96 | -1294.94 | . | . | -6.41 | 134.49 | . |