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The TCOUNTREG Procedure (Experimental)

PROC TCOUNTREG Statement

PROC TCOUNTREG <options> ;

The following options can be used in the PROC TCOUNTREG statement:

Data Set Options

DATA=SAS-data-set: specifies the input SAS data set. If the DATA= option is not specified, PROC TCOUNTREG uses the most recently created SAS data set.

Output Data Set Options

OUTEST=SAS-data-set: writes the parameter estimates to the specified output data set.
COVOUT: writes the covariance matrix for the parameter estimates to the OUTEST= data set. This option is valid only if the OUTEST= option is specified.

Printing Options

NOPRINT: suppresses all printed output.
CORRB: prints the correlation matrix of the parameter estimates. This option can also be specified in the MODEL statement.
COVB: prints the covariance matrix of the parameter estimates. This option can also be specified in the MODEL statement.

Estimation Control Options

COVEST=value

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 TCOUNTREG 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 TCOUNTREG statement:

METHOD=value

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.

Note: This procedure is experimental.