The COUNTREG Procedure
- Overview
- Getting Started
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Syntax
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Details
Specification of Regressors Missing Values Poisson Regression Negative Binomial Regression Zero-Inflated Count Regression Overview Zero-Inflated Poisson Regression Zero-Inflated Negative Binomial Regression Computational Resources Nonlinear Optimization Options Covariance Matrix Types Displayed Output OUTPUT OUT= Data Set OUTEST= Data Set ODS Table Names
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Examples
- References
| PROC COUNTREG Statement |
- PROC COUNTREG options ;
Data Set Options
Output Data Set Options
Printing Options
Estimation Control Options
- COVEST=value
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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:
- OP
specifies the covariance from the outer product matrix.
- HESSIAN
specifies the covariance from the Hessian matrix.
- QML
specifies the covariance from the outer product and Hessian matrices.
Options to Control the Optimization Process
PROC COUNTREG uses the nonlinear optimization (NLO) subsystem to perform nonlinear optimization tasks. All the NLO options are available in the NLOPTIONS statement. For details, see the NLOPTIONS Statement. In addition, the following option is supported in the PROC COUNTREG statement:
- METHOD=value
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specifies the iterative minimization method to use. The default is METHOD=NRA.
- CONGRA
specifies the conjugate-gradient method.
- DBLDOG
specifies the double-dogleg method.
- QN
specifies the quasi-Newton method.
- NMSIMP
specifies Nelder-Mead simplex method.
- NRA
specifies the Newton-Raphson method.
- NRRIDG
specifies the Newton-Raphson ridge method.
- TR
specifies the trust region method.