The SAS System 18:26 Saturday, December 5, 2009 1 The CONTENTS Procedure Data Set Name WORK.MYDATA Observations 5000 Member Type DATA Variables 4 Engine V9 Indexes 0 Created Sat, Dec 05, 2009 06:26:47 PM Observation Length 32 Last Modified Sat, Dec 05, 2009 06:26:47 PM Deleted Observations 0 Protection Compressed NO Data Set Type Sorted NO Label Data Representation LINUX_32, INTEL_ABI Encoding latin1 Western (ISO) Engine/Host Dependent Information Data Set Page Size 8192 Number of Data Set Pages 20 First Data Page 1 Max Obs per Page 254 Obs in First Data Page 211 Number of Data Set Repairs 0 File Name /rnddata/sastmp/SAS_work519700005D47_rnd.stern.nyu.edu/mydata.sas7bdat Release Created 9.0101M3 Host Created Linux Inode Number 617971759 Access Permission rw-r--r-- Owner Name adesouza File Size (bytes) 172032 Alphabetic List of Variables and Attributes # Variable Type Len 1 firmid Num 8 3 x Num 8 4 y Num 8 2 year Num 8 The SAS System 18:26 Saturday, December 5, 2009 2 The REG Procedure Model: MODEL1 Dependent Variable: y Number of Observations Read 5000 Number of Observations Used 5000 Analysis of Variance Sum of Mean Source DF Squares Square F Value Pr > F Model 1 5270.66398 5270.66398 1310.74 <.0001 Error 4998 20098 4.02114 Corrected Total 4999 25368 Root MSE 2.00528 R-Square 0.2078 Dependent Mean 0.03524 Adj R-Sq 0.2076 Coeff Var 5690.64963 Parameter Estimates Parameter Standard Variable DF Estimate Error t Value Pr > |t| Intercept 1 0.02968 0.02836 1.05 0.2954 x 1 1.03483 0.02858 36.20 <.0001 The SAS System 18:26 Saturday, December 5, 2009 3 The REG Procedure Model: MODEL1 Dependent Variable: y Number of Observations Read 5000 Number of Observations Used 5000 Analysis of Variance Sum of Mean Source DF Squares Square F Value Pr > F Model 1 5270.66398 5270.66398 1310.74 <.0001 Error 4998 20098 4.02114 Corrected Total 4999 25368 Root MSE 2.00528 R-Square 0.2078 Dependent Mean 0.03524 Adj R-Sq 0.2076 Coeff Var 5690.64963 Parameter Estimates Parameter Standard Variable DF Estimate Error t Value Pr > |t| Intercept 1 0.02968 0.02836 1.05 0.2954 x 1 1.03483 0.02858 36.20 <.0001 The SAS System 18:26 Saturday, December 5, 2009 4 The REG Procedure Model: MODEL1 Dependent Variable: y Consistent Covariance of Estimates Variable Intercept x Intercept 0.000804006 -0.000011514 x -0.000011514 0.0008059627 The SAS System 18:26 Saturday, December 5, 2009 5 The SURVEYREG Procedure Regression Analysis for Dependent Variable y Data Summary Number of Observations 5000 Mean of y 0.03524 Sum of y 176.19053 Design Summary Number of Clusters 5000 Fit Statistics R-square 0.2078 Root MSE 2.0053 Denominator DF 4999 Tests of Model Effects Effect Num DF F Value Pr > F Model 1 1328.17 <.0001 Intercept 1 1.10 0.2954 x 1 1328.17 <.0001 NOTE: The denominator degrees of freedom for the F tests is 4999. Estimated Regression Coefficients Standard Parameter Estimate Error t Value Pr > |t| Intercept 0.02967972 0.02836067 1.05 0.2954 x 1.03483344 0.02839516 36.44 <.0001 NOTE: The denominator degrees of freedom for the t tests is 4999. The SAS System 18:26 Saturday, December 5, 2009 6 The GENMOD Procedure Model Information Data Set WORK.MYDATA Distribution Normal Link Function Identity Dependent Variable y Number of Observations Read 5000 Number of Observations Used 5000 Class Level Information Class Levels Values counter 5000 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 ... Parameter Information Parameter Effect Prm1 Intercept Prm2 x Criteria For Assessing Goodness Of Fit Criterion DF Value Value/DF Deviance 4998 20097.6389 4.0211 Scaled Deviance 4998 5000.0000 1.0004 Pearson Chi-Square 4998 20097.6389 4.0211 Scaled Pearson X2 4998 5000.0000 1.0004 Log Likelihood -10572.6037 Algorithm converged. Analysis Of Initial Parameter Estimates Standard Wald 95% Confidence Chi- Parameter DF Estimate Error Limits Square Pr > ChiSq Intercept 1 0.0297 0.0284 -0.0259 0.0853 1.10 0.2952 x 1 1.0348 0.0286 0.9788 1.0908 1311.26 <.0001 Scale 1 2.0049 0.0200 1.9660 2.0446 NOTE: The scale parameter was estimated by maximum likelihood. The SAS System 18:26 Saturday, December 5, 2009 7 The GENMOD Procedure GEE Model Information Correlation Structure Independent Subject Effect counter (5000 levels) Number of Clusters 5000 Correlation Matrix Dimension 1 Maximum Cluster Size 1 Minimum Cluster Size 1 Algorithm converged. Analysis Of GEE Parameter Estimates Empirical Standard Error Estimates Standard 95% Confidence Parameter Estimate Error Limits Z Pr > |Z| Intercept 0.0297 0.0284 -0.0259 0.0853 1.05 0.2952 x 1.0348 0.0284 0.9792 1.0905 36.45 <.0001 The SAS System 18:26 Saturday, December 5, 2009 8 The MODEL Procedure Model Summary Model Variables 1 Parameters 2 Equations 1 Number of Statements 1 Model Variables y Parameters b0 b1 Equations y The Equation to Estimate is y = F(b0(1), b1(x)) Instruments 1 x NOTE: At GMM Iteration 0 convergence assumed because OBJECTIVE=3.696815E-31 is almost zero (<1E-12). The SAS System 18:26 Saturday, December 5, 2009 9 The MODEL Procedure GMM Estimation Summary Data Set Options DATA= MYDATA Minimization Summary Parameters Estimated 2 Kernel Used BARTLETT l(n) 1 Method Gauss Iterations 0 Final Convergence Criteria R 1 PPC 0 RPC . Object . Trace(S) 4.021136 Objective Value 3.7E-31 Observations Processed Read 5000 Solved 5000 The SAS System 18:26 Saturday, December 5, 2009 10 The MODEL Procedure Nonlinear GMM Summary of Residual Errors DF DF Adj Equation Model Error SSE MSE Root MSE R-Square R-Sq y 2 4998 20097.6 4.0211 2.0053 0.2078 0.2076 Nonlinear GMM Parameter Estimates Approx Approx Parameter Estimate Std Err t Value Pr > |t| b0 0.02968 0.0284 1.05 0.2954 b1 1.034833 0.0284 36.44 <.0001 Number of Observations Statistics for System Used 5000 Objective 3.697E-31 Missing 0 Objective*N 1.848E-27