The COUNTREG Procedure

PROC COUNTREG Statement

PROC COUNTREG <options> ;

You can specify the following options in the PROC COUNTREG statement.

Data Set Options

DATA=SAS-data-set

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

GROUPID=variable

specifies an identification variable when a panel data model is estimated. The identification variable is used as a cross-sectional ID variable.

Item Store Control Options

(Experimental)
RESTORE=item-store-name

specifies the source item store for processing. An item-store-name consists of a one- or two-level name, as with SAS data sets. As with data sets, an item store is associated by default with the Work library, and any item stores that are created in this library are deleted when the SAS session concludes.

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

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.

NOPRINT

suppresses all printed output.

Estimation Control Options

COVEST=value

specifies the type of covariance matrix of the parameter estimates. The quasi-maximum-likelihood estimates are computed using COVEST=QML. By default, COVEST=HESSIAN. The supported covariance types are as follows:

HESSIAN

specifies the covariance from the Hessian matrix.

OP

specifies the covariance from the outer product matrix.

QML

specifies the covariance from the outer product and Hessian matrices.

Plot Control Options

PLOTS<(global-plot-options)> < = specific-plot-options>

requests that the COUNTREG procedure produce statistical graphics via the Output Delivery System, provided that ODS GRAPHICS has been enabled. For general information about ODS Graphics, see Chapter 21: Statistical Graphics Using ODS in SAS/STAT User's Guide. The global-plot-options apply to all relevant plots that are generated by the COUNTREG procedure.

You can specify the following global-plot-options:

COUNTS(value1 <value2...>)

supplies the plots PREDPROB and PREDPROFILE with particular values of the response variable. Each value should be a nonnegative integer. Nonintegers are rounded to the nearest integer. The value can also be a list of the form X TO Y BY Z. For example, COUNTS(0 1 2 TO 10 BY 2 15) specifies plotting for counts 0, 1, 2, 4, 6, 8, 10, and 15.

ONLY

suppresses the default plots. Only the plots that are specifically requested are produced.

UNPACKPANEL
UNPACK

displays each graph separately. (By default, some graphs can appear together in a single panel.)

You can specify the following specific-plot-options:

ALL

requests that all plots appropriate for the particular analysis be produced.

DISPERSION

produces the overdispersion diagnostic plot.

NONE

suppresses all plots.

PREDPROB

produces the overall predictive probabilities of the specified count levels. You must also specify COUNTS in global-plot-options.

PREDPROFILE

produces the predictive probability profiles of specified count levels against model regressors. The regressor on the X axis is varied, whereas all other regressors are fixed at the mean of the observed data set.

PROFILELIKE

produces the profile likelihood functions of the model parameters. The model parameter on the X axis is varied, whereas all other parameters are fixed at their estimated maximum likelihood estimates.

ZEROPROFILE | ZPPRO

produces the probability profiles of zero-inflation process selection and zero count prediction against model regressors. The regressor on the X axis is varied, whereas all other regressors are fixed at the mean of the observed data set.

Optimization Process Control Options

PROC COUNTREG uses the nonlinear optimization (NLO) subsystem to perform nonlinear optimization tasks. All the NLO options are available in the NLOPTIONS statement. For more information, see the NLOPTIONS Statement. In addition, you can specify the following option in the PROC COUNTREG statement:

METHOD=value

specifies the iterative minimization method to use. By default, METHOD=NRA.

CONGRA

specifies the conjugate-gradient method.

DBLDOG

specifies the double-dogleg method.

NMSIMP

specifies Nelder-Mead simplex method.

NRA

specifies the Newton-Raphson method.

NRRIDG

specifies the Newton-Raphson ridge method.

QN

specifies the quasi-Newton method.

TR

specifies the trust region method.