PROC ENTROPY Statement
PROC ENTROPY options ;

The following options can be specified in the PROC ENTROPY statement.

General Options

COLLIN

requests that the collinearity diagnostics of the matrix be printed.

COVBEST=CROSS | GME | GMEM

specifies the method for producing the covariance matrix of parameters for output and for standard error calculations. GMEM and GME are aliases and are the default.

GME | GCE

requests generalized maximum entropy or generalized cross entropy. This is the default estimation method.

GMEM | GCEM

requests moment maximum entropy or the moment cross entropy.

GMED

requests a variant of GME suitable for multinomial discrete choice models.

MARKOV

specifies that the model is a first-order Markov model.

PURE

specifies a regression without an error term.

SUR | ITSUR

specifies seemingly unrelated regression or iterated seemingly unrelated regression.

VARDEF=N | WGT | DF | WDF

specifies the denominator to be used in computing variances and covariances. VARDEF=N specifies that the number of nonmissing observations be used. VARDEF=WGT specifies that the sum of the weights be used. VARDEF=DF specifies that the number of nonmissing observations minus the model degrees of freedom (number of parameters) be used. VARDEF=WDF specifies that the sum of the weights minus the model degrees of freedom be used. The default is VARDEF=DF.

Data Set Options

DATA=SAS-data-set

specifies the input data set. Values for the variables in the model are read from this data set.

PDATA=SAS-data-set

names the SAS data set that contains the data about priors and supports.

OUT=SAS-data-set

names the SAS data set to contain the residuals from each estimation.

OUTCOV

COVOUT

writes the covariance matrix of the estimates to the OUTEST= data set in addition to the parameter estimates. The OUTCOV option is applicable only if the OUTEST= option is also specified.

OUTEST=SAS-data-set

names the SAS data set to contain the parameter estimates and optionally the covariance of the estimates.

OUTL=SAS-data-set

names the SAS data set to contain the estimated Lagrange multipliers for the models.

OUTP=SAS-data-set

names the SAS data set to contain the support points and estimated probabilities.

OUTS=SAS-data-set

names the SAS data set to contain the estimated covariance matrix of the equation errors. This is the covariance of the residuals computed from the parameter estimates.

OUTSUSED=SAS-data-set

names the SAS data set to contain the matrix used in the objective function definition. The OUTSUSED= data set is the same as the OUTS= data set for the methods that iterate the matrix.

SDATA=SAS-data-set

specifies a data set that provides the covariance matrix of the equation errors. The matrix read from the SDATA= data set is used for the equation error covariance matrix ( matrix) in the estimation. The SDATA= matrix is used to provide only the initial estimate of for the methods that iterate the S matrix.

Printing Options

ITPRINT

prints the parameter estimates, objective function value, and convergence criteria at each iteration.

NOPRINT

suppresses the normal printed output but does not suppress error listings. Using any other print option turns the NOPRINT option off.

PLOTS=global-plot-options | plot-request

controls the plots that the ENTROPY procedure produces. (For general information about ODS Graphics, see Chapter 21, Statistical Graphics Using ODS (SAS/STAT User's Guide).) The global-plot-options apply to all relevant plots generated by the ENTROPY procedure.

The global-plot-options supported by the ENTROPY procedure are as follows:

ONLY

suppresses the default plots. Only the plots specifically requested are produced.

UNPACKPANEL

breaks a graphic that is otherwise paneled into individual component plots.

The specific plot-request values supported by the ENTROPY procedure are as follows:

ALL

requests that all plots appropriate for the particular analysis be produced. ALL is equivalent to specifying FITPLOT, COOKSD, QQ, RESIDUALHISTOGRAM, and STUDENTRESIDUAL.

FITPLOT

plots the predicted and actual values.

COOKSD

produces the Cook’s D plot.

QQ

produces a Q-Q plot of residuals.

RESIDUALHISTOGRAM

plots the histogram of residuals.

STUDENTRESIDUAL

plots the studentized residuals.

NONE

suppresses all plots.

The default behavior is to plot all plots appropriate for the particular analysis (ALL) in a panel.

Options to Control the Minimization Process

The following options can be helpful if a convergence problem occurs for a given model and set of data. The ENTROPY procedure uses the nonlinear optimization subsystem (NLO) to perform the model optimizations. In addition to the options listed below, all options supported in the NLO subsystem can be specified on the ENTROPY procedure statement. See Chapter 6, Nonlinear Optimization Methods, for more details.

CONVERGE=value
GCONV=value

specifies the convergence criteria for S-iterated methods. The convergence measure computed during model estimation must be less than value before convergence is assumed. The default value is CONVERGE=0.001.

DUAL | PRIMAL

specifies whether the optimization problem is solved using the dual or primal form. The dual form is the default.

MAXITER=n

specifies the maximum number of iterations allowed. The default is MAXITER=100.

MAXSUBITER=n

specifies the maximum number of subiterations allowed for an iteration. The MAXSUBITER= option limits the number of step halvings. The default is MAXSUBITER=30.

METHOD=TR | NEWRAP | NRR | QN | CONGR | NSIMP | DBLDOG | LEVMAR
TECHNIQUE=TR | NEWRAP | NRR | QN | CONGR | NSIMP | DBLDOG | LEVMAR
TECH=TR | NEWRAP | NRR | QN | CONGR | NSIMP | DBLDOG | LEVMAR

specifies the iterative minimization method to use. METHOD=TR specifies the trust region method, METHOD=NEWRAP specifies the Newton-Raphson method, METHOD=NRR specifies the Newton-Raphson ridge method, and METHOD=QN specifies the quasi-Newton method. See Chapter 6, Nonlinear Optimization Methods, for more details about optimization methods. The default is METHOD=QN for the dual form and METHOD=NEWRAP for the primal form.


Note: This procedure is experimental.