The COUNTREG Procedure |

Displayed Output |

PROC COUNTREG produces the following displayed output.

If you specify the ITPRINT or PRINTALL options in the PROC COUNTREG statement, PROC COUNTREG displays a table containing the following for each iteration. Note that some information is specific to the model fitting procedure chosen (for example, Newton-Raphson, trust region, quasi-Newton).

iteration number

number of restarts since the fitting began

number of function calls

number of active constraints at the current solution

value of the objective function (negative one times the log-likelihood value) at the current solution

change in the objective function from previous iteration

value of the maximum absolute gradient element

step size (for Newton-Raphson and quasi-Newton methods)

slope of the current search direction (for Newton-Raphson and quasi-Newton methods)

lambda (for trust region method)

radius value at current iteration (for trust region method)

The Model Fit Summary output contains the following information:

dependent (count) variable name

number of observations used

number of missing values in data set, if any

data set name

type of model that was fit

offset variable name, if any

zero-inflated link function, if any

zero-inflated offset variable name, if any

log-likelihood value at solution

maximum absolute gradient at solution

number of iterations

AIC value at solution. Smaller value indicates better fit.

SBC value at solution. Smaller value indicates better fit.

Under the Model Fit Summary is a statement about whether or not the algorithm successfully converged.

The “Parameter Estimates” table in the displayed output gives the estimates for the ZI intercept and ZI explanatory variables; they are labeled with the prefix "Inf_". For example, the ZI intercept is labeled "Inf_intercept". If you specify "Age" (a variable in your data set) as a ZI explanatory variable, then the “Parameter Estimates” table labels the corresponding parameter estimate "Inf_Age". If you do not list any ZI explanatory variables (for the ZI option VAR=), then only the intercept term is estimated.

"_Alpha" is the negative binomial dispersion parameter. The statistic given for "_Alpha" is a test of overdispersion.

If you specify the model option ITPRINT, the COUNTREG procedure displays the last evaluation of the gradient vector.

If you specify the COVB option in the MODEL statement, the COUNTREG procedure displays the estimated covariance matrix, defined as the inverse of the information matrix at the final iteration.

If you specify the CORRB option in the MODEL statement, PROC COUNTREG displays the estimated correlation matrix. It is based on the Hessian matrix used at the final iteration.

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