The ENTROPY Procedure (Experimental)
- Overview
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Getting Started
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Syntax
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Details
Generalized Maximum Entropy Generalized Cross Entropy Moment Generalized Maximum Entropy Maximum Entropy-Based Seemingly Unrelated Regression Generalized Maximum Entropy for Multinomial Discrete Choice Models Censored or Truncated Dependent Variables Information Measures Parameter Covariance For GCE Parameter Covariance For GCE-M Statistical Tests Missing Values Input Data Sets Output Data Sets ODS Table Names ODS Graphics
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Examples
- References
| Functional Summary |
The statements and options in the ENTROPY procedure are summarized in the following table.
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Description |
Statement |
Option |
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Data Set Options |
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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 |
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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 |
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print a summary iteration listing |
ENTROPY |
ITPRINT |
Options to Control the Minimization Process |
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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 |
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specify BY-group processing |
BY |
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specify a weight variable |
WEIGHT |
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specify identifying variables |
ID |
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General PROC ENTROPY Statement Options |
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specify seemingly unrelated regression |
ENTROPY |
SUR |
specify iterated seemingly unrelated regression |
ENTROPY |
ITSUR |
specify data-constrained generalized maximum entropy |
ENTROPY |
GME |
specify moment generalized maximum entropy |
ENTROPY |
GMEM |
specify the denominator for computing variances and covariances |
ENTROPY |
VARDEF= |
General TEST Statement Options |
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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.