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SAS 9.2 Documentation
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SAS/ETS(R) 9.2 User's Guide
PDF
Contents
About
Credits and Acknowledgments
What's New in SAS/ETS
General Information
Introduction
Working with Time Series Data
Date Intervals, Formats, and Functions
SAS Macros and Functions
Nonlinear Optimization Methods
Procedure Reference
The ARIMA Procedure
The AUTOREG Procedure
The COMPUTAB Procedure
The COUNTREG Procedure
The DATASOURCE Procedure
The ENTROPY Procedure
The ESM Procedure
The EXPAND Procedure
The FORECAST Procedure
The LOAN Procedure
The MDC Procedure
The MODEL Procedure
The PANEL Procedure
The PDLREG Procedure
The QLIM Procedure
The SIMILARITY Procedure
The SIMLIN Procedure
The SPECTRA Procedure
The STATESPACE Procedure
The SYSLIN Procedure
The TIMESERIES Procedure
The TSCSREG Procedure
The UCM Procedure
The VARMAX Procedure
The X11 Procedure
The X12 Procedure
Data Access Engines
The SASECRSP Interface Engine
The SASEFAME Interface Engine
The SASEHAVR Interface Engine
Time Series Forecasting System
Overview of the Time Series Forecasting System
Getting Started with Time Series Forecasting
Creating Time ID Variables
Specifying Forecasting Models
Choosing the Best Forecasting Model
Using Predictor Variables
Command Reference
Window Reference
Forecasting Process Details
Investment Analysis
Overview
Portfolios
Investments
Computations
Analyses
Details
Index here
Product
Release
SAS/ETS
9.2
Type
Usage and Reference
Copyright Date
March 2008
Last Updated
15Apr2008
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The ENTROPY Procedure
The ENTROPY Procedure
Experimental
Overview: ENTROPY Procedure
Getting Started: ENTROPY Procedure
Simple Regression Analysis
Using Prior Information
Pure Inverse Problems
Analyzing Multinomial Response Data
Syntax: ENTROPY Procedure
Functional Summary
PROC ENTROPY Statement
BOUNDS Statement
BY Statement
ID Statement
MODEL Statement
PRIORS Statement
RESTRICT Statement
TEST Statement
WEIGHT Statement
Details: ENTROPY Procedure
Generalized Maximum Entropy
Generalized Cross Entropy
Normed Moment Generalized Maximum Entropy
Maximum Entropy-Based Seemingly Unrelated Regression
Generalized Maximum Entropy for Multinomial Discrete Choice Models
Censored or Truncated Dependent Variables
Information Measures
Parameter Covariance For GCE
Parameter Covariance For GCE-NM
Statistical Tests
Missing Values
Input Data Sets
Output Data Sets
ODS Table Names
ODS Graphics
Examples: ENTROPY Procedure
Nonnormal Error Estimation
Unreplicated Factorial Experiments
Censored Data Models in PROC ENTROPY
Use of the PDATA= Option
Illustration of ODS Graphics
References
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Copyright © 2007 by SAS Institute Inc., Cary, NC, USA. All rights reserved.
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