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
| Input Data Sets |
DATA= Data Set
The DATA= data set specified in the PROC ENTROPY statement is the data set that contains the data to be analyzed.
PDATA= Data Set
The PDATA= data set specified in the PROC ENTROPY statement specifies the support points and prior probabilities to be used in the estimation. The PDATA= can be used in lieu of a PRIORS statement, but is intended for use in conjunction with the OUTP= option. Once priors are entered through a PRIORS statement, they can be reused in subsequent estimations by specifying the PDATA= option.
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 GMEM. This is an optional column.
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. This is required.
_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. This an optional column.
equation, a character variable of length 32 indicating the name of the dependent variable. This is a required column.
NSupport, a numeric variable that indicates the number of support points for each basis. This variable is required.
support, a numeric variable that is the support value the probability is associated with. This is a required column.
prior, a numeric variable that is the prior probability associated with the probability. This is a required column.
Prb, a numeric variable that is the estimated probability. This is optional.
SDATA= Data Set
The SDATA= 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 covariance matrix (
matrix) in the estimation. (The SDATA= matrix is used to provide only the initial estimate of for the methods that iterate the matrix.)
Note: This procedure is experimental.