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The ENTROPY Procedure

Functional Summary

The statements and options in the ENTROPY procedure are summarized in the following table.

Description

Statement

Option

Data Set Options

   

specify the input data set for the variables

ENTROPY

DATA=

specify the input data set for support points and priors

ENTROPY

PDATA=

specify the output data set for residual, predicted, and actual values

ENTROPY

OUT=

specify the output data set for the support points and priors

ENTROPY

OUTP=

write the covariance matrix of the estimates to OUTEST= data set

ENTROPY

OUTCOV

write the parameter estimates to a data set

ENTROPY

OUTEST=

write the Lagrange multiplier estimates to a data set

ENTROPY

OUTL=

write the covariance matrix of the equation errors to a data set

ENTROPY

OUTS=

write the S matrix used in the objective function definition to a data set

ENTROPY

OUTSUSED=

read the covariance matrix of the equation errors

ENTROPY

SDATA=

Printing Options

   

request that the procedure produce graphics via the Output Delivery System

ENTROPY

PLOTS=

print collinearity diagnostics

ENTROPY

COLLIN

suppress the normal printed output

ENTROPY

NOPRINT

Options to Control Iteration Output

   

print a summary iteration listing

ENTROPY

ITPRINT

Options to Control the Minimization Process

   

specify the convergence criteria

ENTROPY

CONVERGE=

specify the maximum number of iterations allowed

ENTROPY

MAXITER=

specify the maximum number of subiterations allowed

ENTROPY

MAXSUBITER=

select the iterative minimization method to use

ENTROPY

METHOD=

Statements That Declare Variables

   

specify BY-group processing

BY

 

specify a weight variable

WEIGHT

 

specify identifying variables

ID

 

General PROC ENTROPY Statement Options

   

specify seemingly unrelated regression

ENTROPY

SUR

specify iterated seemingly unrelated regression

ENTROPY

ITSUR

specify data-constrained generalized maximum entropy

ENTROPY

GME

specify normed moment generalized maximum entropy

ENTROPY

GMENM

specify the denominator for computing variances and covariances

ENTROPY

VARDEF=

General TEST Statement Options

   

specify that a Wald test be computed

TEST

WALD

specify that a Lagrange multiplier test be computed

TEST

LM

specify that a likelihood ratio test be computed

TEST

LR

request all three types of tests

TEST

ALL


Note: This procedure is experimental.

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