The COUNTREG Procedure

Displayed Output

Subsections:

PROC COUNTREG produces the following displayed output.

Class Level Information

If you specify the CLASS statement, the COUNTREG procedure displays a table that contains the following information:

• class variable name

• number of levels of the class variable

• list of values of the class variable

Iteration History for Parameter Estimates

If you specify the ITPRINT or PRINTALL option in the PROC COUNTREG statement, PROC COUNTREG displays a table that contains the following information for each iteration. Some information is specific to the model-fitting procedure that you choose (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)

Model Fit Summary

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

• parameterization for the Conway-Maxwell-Poisson model

• 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.

Parameter Estimates

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.

If the DISPMODEL statement is specified for the Conway-Maxwell-Poisson model, the estimates are given for the dispersion intercept, and parameters are labeled with the prefix "Dsp_". For example, the dispersion model intercept is labeled "Dsp_Intercept". If you specify "Education" as a dispersion model regressor, then the “Parameter Estimates” table labels the corresponding parameter estimate "Dsp_Education". If you do not list any dispersion regressors, then only the dispersion intercept is estimated.

"_Alpha" is the negative binomial dispersion parameter. The t statistic given for "_Alpha" is a test of overdispersion.