The ENTROPY Procedure (Experimental)
- Overview
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Getting Started
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Syntax
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DetailsGeneralized Maximum EntropyGeneralized Cross EntropyMoment Generalized Maximum EntropyMaximum Entropy-Based Seemingly Unrelated RegressionGeneralized Maximum Entropy for Multinomial Discrete Choice ModelsCensored or Truncated Dependent VariablesInformation MeasuresParameter Covariance For GCEParameter Covariance For GCE-MStatistical TestsMissing ValuesInput Data SetsOutput Data SetsODS Table NamesODS Graphics
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Examples
- References
Functional Summary
The statements and options in the ENTROPY procedure are summarized in the following table.
|
Description |
Statement |
Option |
|---|---|---|
|
Data Set Options |
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|
specify the input data set for the variables |
ENTROPY |
DATA= |
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specify the input data set for support points and priors |
ENTROPY |
PDATA= |
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specify the output data set for residual, predicted, and actual values |
ENTROPY |
OUT= |
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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= |
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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 |
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Options to Control Iteration Output |
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|
print a summary iteration listing |
ENTROPY |
ITPRINT |
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Options to Control the Minimization Process |
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specify the convergence criteria |
ENTROPY |
CONVERGE= |
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specify the maximum number of iterations allowed |
ENTROPY |
MAXITER= |
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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 |
|
|
specify a weight variable |
WEIGHT |
|
|
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 |
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specify data-constrained generalized maximum entropy |
ENTROPY |
GME |
|
specify moment generalized maximum entropy |
ENTROPY |
GMEM |
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specify the denominator for computing variances and covariances |
ENTROPY |
VARDEF= |
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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 |
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specify that a likelihood ratio test be computed |
TEST |
LR |
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request all three types of tests |
TEST |
ALL |