The ENTROPY Procedure |

Output Data Sets |

The OUT= data set specified in the PROC ENTROPY statement contains residuals of the dependent variables computed from the parameter estimates. The ID and BY variables are also added to this data set.

The OUTEST= data set contains parameter estimates and, if requested via the COVOUT option, estimates of the covariance of the parameter estimates.

The variables in the data set are as follows:

BY variables

_NAME_, a character variable of length 32, blank for observations that contain parameter estimates or a parameter name for observations that contain covariances

_TYPE_, a character variable of length 8 that identifies the estimation method: GME or GMENM

the parameters estimated

If the COVOUT option is specified, an additional observation is written for each row of the estimate of the covariance matrix of parameter estimates, with the _NAME_ values containing the parameter names for the rows.

The OUTP= data set specified in the PROC ENTROPY statement contains the probabilities estimated for each support point, as well as the support points and prior probabilities used in the estimation.

The variables in the data set are as follows:

BY variables (if any)

_TYPE_, a character variable of length 8 that identifies the estimation method: GME or GMENM.

variable, a character variable of length 32 that indicates the name of the regressor. The regressor name and the equation name identify a unique coefficient.

_OBS_, a numeric variable that is either missing when the probabilities are for coefficients or the observation number when the probabilities are for the residual terms. The _OBS_ and the equation name identify which residual the probability is associated with.

equation, a character variable of length 32 that indicates the name of the dependent variable

NSupport, a numeric variable that indicates the number of support points for each basis

support, a numeric variable that is the support value the probability is associated with

prior, a numeric variable that is the prior probability associated with the probability

Prb, a numeric variable that is the estimated probability

The OUTL= data set specified in the PROC ENTROPY statement contains the Lagrange multiplier values for the underlying maximum entropy problem.

The variables in the data set are as follows:

BY variables

equation, a character variable of length 32 that indicates the name of the dependent variable

variable, a character variable of length 32 that indicates the name of the regressor. The regressor name and the equation name identify a unique coefficient.

_OBS_, a numeric variable that is either missing when the probabilities are for coefficients or the observation number when the probabilities are for the residual terms. The _OBS_ and the equation name identify which residual the Lagrange multiplier is associated with

LagrangeMult, a numeric variable that contains the Lagrange multipliers

Note: This procedure is experimental.

Copyright © 2008 by SAS Institute Inc., Cary, NC, USA. All rights reserved.