PROC TCOUNTREG produces the following displayed output.
If you specify the ITPRINT or PRINTALL options in the PROC TCOUNTREG statement, PROC TCOUNTREG displays a table that contains the following information for each iteration. Some information is specific to the model-fitting procedure chosen (for example, Newton-Raphson, trust region, quasi-Newton).
iteration number
number of restarts since the fitting began
number of function calls
number of active constraints at the current solution
value of the objective function (–1 times the log-likelihood value) at the current solution
change in the objective function from previous iteration
value of the maximum absolute gradient element
step size (for Newton-Raphson and quasi-Newton methods)
slope of the current search direction (for Newton-Raphson and quasi-Newton methods)
lambda (for trust region method)
radius value at current iteration (for trust region method)
The “Model Fit Summary” table contains the following information:
dependent (count) variable name
number of observations used
number of missing values in data set, if any
data set name
type of model that was fit
offset variable name, if any
zero-inflated link function, if any
zero-inflated offset variable name, if any
log-likelihood value at solution
maximum absolute gradient at solution
number of iterations
AIC value at solution (a smaller value indicates better fit)
SBC value at solution (a smaller value indicates better fit)
Under the “Model Fit Summary” is a statement about whether the algorithm successfully converged.
The “Parameter Estimates” table gives the estimates of the model parameters. In zero-inflated (ZI) models, estimates are also given for the ZI intercept and ZI regressor parameters labeled with the prefix “Inf_”. For example, the ZI intercept is labeled “Inf_intercept”. If you specify “Age” as a ZI regressor, then the “Parameter Estimates” table labels the corresponding parameter estimate “Inf_Age”. If you do not list any ZI regressors, then only the ZI intercept term is estimated.
“_Alpha” is the negative binomial dispersion parameter. The statistic given for “_Alpha” is a test of overdispersion.
If you specify the model option ITPRINT, the TCOUNTREG procedure displays the last evaluation of the gradient vector.
If you specify the COVB option in the MODEL statement or in the PROC TCOUNTREG statement, the TCOUNTREG procedure displays the estimated covariance matrix, defined as the inverse of the information matrix at the final iteration.
If you specify the CORRB option in the MODEL statement or in the PROC TCOUNTREG statement, PROC TCOUNTREG displays the estimated correlation matrix. It is based on the Hessian matrix used at the final iteration.