1 The SAS System 18:26 Saturday, December 5, 2009 NOTE: Copyright (c) 2002-2003 by SAS Institute Inc., Cary, NC, USA. NOTE: SAS (r) 9.1 (TS1M3) Licensed to NEW YORK UNIVERSITY - STERN SCHOOL OF BUSINESS-T/R, Site 0003802016. NOTE: This session is executing on the Linux 2.6.9-78.0.22.ELsmp platform. NOTE: SAS 9.1.3 Service Pack 4 You are running SAS 9. Some SAS 8 files will be automatically converted by the V9 engine; others are incompatible. Please see http://support.sas.com/rnd/migration/planning/platform/64bit.html PROC MIGRATE will preserve current SAS file attributes and is recommended for converting all your SAS libraries from any SAS 8 release to SAS 9. For details and examples, please see http://support.sas.com/rnd/migration/index.html This message is contained in the SAS news file, and is presented upon initialization. Edit the file "news" in the "misc/base" directory to display site-specific news and information in the program log. The command line option "-nonews" will prevent this display. NOTE: SAS initialization used: real time 0.21 seconds cpu time 0.01 seconds NOTE: AUTOEXEC processing beginning; file is /homedir/fin/adesouza/autoexec.sas. NOTE: Libref SASTEMP was successfully assigned as follows: Engine: V9 Physical Name: /homedir/fin/adesouza/sastemp SAS (r) Proprietary Software Release 9.1 TS1M3 WORK=/rnddata/sastmp/SAS_work519700005D47_rnd.stern.nyu.edu Location for WORK SAS data library NOTE: PROCEDURE OPTIONS used (Total process time): real time 0.00 seconds cpu time 0.00 seconds NOTE: AUTOEXEC processing completed. 1 filename foo1 URL "http://www.kellogg.northwestern.edu/faculty/petersen/htm/papers/se/test_data.txt"; 2 3 4 data mydata; 5 infile foo1; 6 input firmid year x y; 7 run; 2 The SAS System 18:26 Saturday, December 5, 2009 NOTE: The infile FOO1 is: Filename=http://www.kellogg.northwestern.edu/faculty/petersen/htm/papers/se/test_data.txt, Local Host Name=rnd.stern.nyu.edu, Local Host IP addr=128.122.195.24, Service Hostname Name=www.kellogg.northwestern.edu, Service IP addr=129.105.97.53, Service Name=httpd,Service Portno=80,Lrecl=256, Recfm=Variable NOTE: 5000 records were read from the infile FOO1. The minimum record length was 42. The maximum record length was 42. NOTE: The data set WORK.MYDATA has 5000 observations and 4 variables. NOTE: DATA statement used (Total process time): real time 0.32 seconds cpu time 0.01 seconds 8 9 proc contents data=mydata; 10 NOTE: The PROCEDURE CONTENTS printed page 1. NOTE: PROCEDURE CONTENTS used (Total process time): real time 0.01 seconds cpu time 0.01 seconds 11 proc reg data=mydata; 12 model y=x; 13 NOTE: The PROCEDURE REG printed page 2. NOTE: PROCEDURE REG used (Total process time): real time 0.00 seconds cpu time 0.01 seconds 14 proc reg; 15 model y = x /acov; 16 ods output acovest=covmat parameterestimates=parms; 17 run; NOTE: The data set WORK.PARMS has 2 observations and 8 variables. NOTE: The data set WORK.COVMAT has 2 observations and 5 variables. 18 NOTE: The PROCEDURE REG printed pages 3-4. NOTE: PROCEDURE REG used (Total process time): real time 0.01 seconds cpu time 0.02 seconds 19 proc datasets lib=work; Directory Libref WORK Engine V9 3 The SAS System 18:26 Saturday, December 5, 2009 Directory Physical Name /rnddata/sastmp/SAS_work519700005D47_rnd.stern.nyu.edu File Name /rnddata/sastmp/SAS_work519700005D47_rnd.stern.nyu.edu Inode Number 617971750 Access Permission rwxr-xr-x Owner Name adesouza File Size (bytes) 4096 Member File # Name Type Size Last Modified 1 COVMAT DATA 16384 05Dec09:18:26:47 2 MYDATA DATA 172032 05Dec09:18:26:47 3 PARMS DATA 24576 05Dec09:18:26:47 4 SASMACR CATALOG 98304 05Dec09:18:26:47 20 quit; NOTE: PROCEDURE DATASETS used (Total process time): real time 0.04 seconds cpu time 0.00 seconds 21 22 data mydata; 23 set mydata; 24 counter=_n_; 25 run; NOTE: There were 5000 observations read from the data set WORK.MYDATA. NOTE: The data set WORK.MYDATA has 5000 observations and 5 variables. NOTE: DATA statement used (Total process time): real time 0.00 seconds cpu time 0.00 seconds 26 27 proc surveyreg data=mydata; 28 cluster counter; 29 model y=x; 30 run; NOTE: The PROCEDURE SURVEYREG printed page 5. NOTE: PROCEDURE SURVEYREG used (Total process time): real time 3.91 seconds cpu time 3.91 seconds 31 32 33 proc genmod data=mydata; 34 class counter; 35 model y=x; 36 repeated subject=counter/type=ind; 37 run; NOTE: Class levels for some variables were not printed due to excessive size. 4 The SAS System 18:26 Saturday, December 5, 2009 NOTE: Algorithm converged. NOTE: The scale parameter was estimated by maximum likelihood. NOTE: Algorithm converged. NOTE: The PROCEDURE GENMOD printed pages 6-7. NOTE: PROCEDURE GENMOD used (Total process time): real time 4.99 seconds cpu time 4.99 seconds 38 39 proc model data=mydata; 40 instruments x; 41 y=b0+b1*x; 42 fit y / gmm kernel=(bart,1,0); 43 run; NOTE: At 2SLS Iteration 1 convergence assumed because OBJECTIVE=1.465481E-30 is almost zero (<1E-12). NOTE: At GMM Iteration 0 convergence assumed because OBJECTIVE=3.696815E-31 is almost zero (<1E-12). NOTE: The PROCEDURE MODEL printed pages 8-10. NOTE: PROCEDURE MODEL used (Total process time): real time 0.06 seconds cpu time 0.06 seconds NOTE: SAS Institute Inc., SAS Campus Drive, Cary, NC USA 27513-2414 NOTE: The SAS System used: real time 9.62 seconds cpu time 9.05 seconds