The COUNTREG Procedure

MODEL Statement

Variable Selection Options
Printing Options

MODEL dependent = <regressors> </ options> ;

The MODEL statement specifies the dependent variable and independent covariates (regressors) for the regression model. If you specify no regressors, PROC COUNTREG 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 COUNTREG rounds any positive noninteger count values to the nearest integer. PROC COUNTREG 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 COUNTREG statement, then only the value in the MODEL statement is used. The following model types are supported:

POISSON | P: Poisson regression model
NEGBIN(P=1): negative binomial regression model with a linear variance function
NEGBIN(P=2) | NEGBIN: negative binomial regression model with a quadratic variance function
ZIPOISSON | ZIP: zero-inflated Poisson regression. The ZEROMODEL statement must be specified when this model type is specified.
ZINEGBIN | ZINB: zero-inflated negative binomial regression. The ZEROMODEL statement must be specified when this model type is specified.

NOINT

suppresses the intercept parameter.

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 gives the name of the data set variable used as the offset variable; it is labeled as “Offset.”

Variable Selection Options

SELECTVAR=(option)

specifies variable selection based on an information criterion. For more information, see the section Variable Selection. You can specify the following options:

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 AIC.
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 satisfied.
LSTOP=value: specifies the stopping criterion. The 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.
RETAIN(value): specifies a list of regressors to be retained in any model that the variable selection process considers.

The following rules apply to the way in which regressors are handled when you specify more than one MODEL statement and use the SELECTVAR option.

If you do not specify the SELECTVAR option in a MODEL statement, then all regressors in the original model are included in any model that the variable selection algorithm considers. In other words, omitting the SELECTVAR option is equivalent to specifying the option SELECTVAR=(RETAIN(all-regressors)).

If you specify the SELECTVAR option without any =(option) clause in a MODEL statement, then all regressors in that model (other than the Intercept, if present) are eligible for potential exclusion as the variable selection process is executed.

The following example shows how to use the SELECTVAR statement. There are ten possible regressor candidates. Out of the ten candidates, five are selected using the AIC criterion.

   proc countreg data=one;
      model y = x1-x10 /selectvar=(direction=forward criter=AIC maxsteps=5);
   run;

Printing Options

CORRB: prints the correlation matrix of the parameter estimates. The CORRB option can also be specified in the PROC COUNTREG statement.
COVB: prints the covariance matrix of the parameter estimates. The COVB can also be specified in the PROC COUNTREG 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 COUNTREG statement.
PRINTALL: requests all printing options. The PRINTALL option can also be specified in the PROC COUNTREG statement.