The TCOUNTREG Procedure (Experimental)
- Overview
- Getting Started
-
Syntax
-
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 Variable Selection Panel Data Analysis Computational Resources Nonlinear Optimization Options Covariance Matrix Types Displayed Output OUTPUT OUT= Data Set OUTEST= Data Set ODS Table Names
-
Examples
- References
| MODEL Statement |
The MODEL statement specifies the dependent variable and independent covariates (regressors) for the regression model. If you specify no regressors, PROC TCOUNTREG fits a model that contains only an intercept. The dependent count variable should take on only nonnegative integer values in the input data set. PROC TCOUNTREG rounds any positive noninteger count values to the nearest integer. PROC TCOUNTREG ignores any observations with a negative count.
Only one MODEL statement can be specified. The following options can be used in the MODEL statement after a slash (/).
- DIST=value
-
specifies a type of model to be analyzed. If you specify this option in both the MODEL statement and the PROC TCOUNTREG statement, then only the value in the MODEL statement is used. The following model types are supported:
- POISSON | P
specifies a Poisson regression model.
- NEGBIN(P=1)
specifies a negative binomial regression model with a linear variance function.
- NEGBIN(P=2) | NEGBIN
specifies a negative binomial regression model with a quadratic variance function.
- ZIPOISSON | ZIP
specifies a zero-inflated Poisson regression. The ZEROMODEL statement must be specified when this model type is specified.
- ZINEGBIN | ZINB
specifies a zero-inflated negative binomial regression. The ZEROMODEL statement must be specified when this model type is specified.
- ERRORCOMP=value
-
specifies a type of conditional panel model to be analyzed. The following model types are supported:
- FIXED
specifies a fixed-effect error component regression model.
- RANDOM
specifies a random-effect error component regression model.
- NOINT
- OFFSET=variable
specifies a variable in the input data set to be used as an offset variable. The offset variable appears as a covariate in the model with its parameter restricted to 1. The offset variable cannot be the response variable, the zero-inflation offset variable (if any), or one of the explanatory variables. The "Model Fit Summary" table gives the name of the data set variable used as the offset variable; it is labeled as "Offset."
- SELECT=(INFO(option) | PEN(option))
-
SELECT= INFO specifies that the variable selection method is based on an information criterion. For more information, see the section Variable Selection Using an Information Criterion. The following options are available for SELECT=INFO:
- DIRECTION=FORWARD | BACKWARD
specifies the searching algorithm used in the variable selection method. The default is FORWARD.
- CRITER=AIC | SBC
specifies the information criterion used for the variable selection. The default is SBC.
- MAXSTEPS=value
specifies the maximum number of steps allowed in the search algorithm. The default is infinite; that is, the algorithm does not stop until the stopping criterion is satified.
- LSTOP=value
specifies the stopping criterion. value represents the percentage of decrease or increase in the AIC or SBC that is required for the algorithm to proceed; it must be a positive number less than 1. The default is zero.
SELECT=PEN specifies that the variable selection method is penalized likelihood. For more information, see the section Variable Selection Using Penalized Likelihood. The following options are available for SELECT=PEN:- LLASTEPS=value
specifies the maximum number of iterations in the algorithm of local linear approximations. The default is 5.
- GCVLENGTH=value
specifies the number of different values that is used for the generalized cross-validation (GCV) tuning parameter. The value corresponds to
in the computations described in the section Variable Selection Using Penalized Likelihood. The default value is 20. - GCV
specifies that the generalized cross-validation (GCV) approach be used. For more information, see the section The GCV Approach.
- GCV1
specifies that the GCV1 approach be used. For more information, see the section The GCV1 Approach. GCV1 is the default.
Printing Options
- CORRB
prints the correlation matrix of the parameter estimates. The CORRB option can also be specified in the PROC TCOUNTREG statement.
- COVB
prints the covariance matrix of the parameter estimates. The COVB can also be specified in the PROC TCOUNTREG statement.
- ITPRINT
prints the objective function and parameter estimates at each iteration. The objective function is the negative log-likelihood function. The ITPRINT option can also be specified in the PROC TCOUNTREG statement.
- PRINTALL
requests all printing options. The PRINTALL option can also be specified in the PROC TCOUNTREG statement.
Note: This procedure is experimental.