The COUNTREG Procedure |
PROC COUNTREG Statement |
specifies the input SAS data set. If the DATA= option is not specified, PROC COUNTREG uses the most recently created SAS data set.
The COVEST= option specifies the type of covariance matrix of the parameter estimates. The quasi-maximum likelihood estimates are computed with COVEST=QML. The default is COVEST=HESSIAN. The supported covariance types are as follows:
specifies the covariance from the outer product matrix.
specifies the covariance from the Hessian matrix.
specifies the covariance from the outer product and Hessian matrices.
PROC COUNTREG uses the nonlinear optimization (NLO) subsystem to perform nonlinear optimization tasks. All the NLO options are available. For details, see Chapter 6, Nonlinear Optimization Methods. In addition, the following option is supported on the PROC COUNTREG statement:
specifies the iterative minimization method to use. The default is METHOD=NRA.
specifies the quasi-Newton method.
specifies the Newton-Raphson method.
specifies the trust region method.
Copyright © 2008 by SAS Institute Inc., Cary, NC, USA. All rights reserved.