Nonnormal Error Estimation
/*--------------------------------------------------------------
SAS Sample Library
Name: entex01.sas
Description: Example program from SAS/ETS User's Guide,
The ENTROPY Procedure
Title: Nonnormal Error Estimation
Product: SAS/ETS Software
Keys: Generalized Maximum Entropy
PROC: ENTROPY
Notes:
--------------------------------------------------------------*/
data one;
call streaminit(156789);
do by = 1 to 100;
do x2 = 1 to 10;
x1 = 10 * ranuni( 512);
y = x1 + 2*x2 + rand('cauchy');
output;
end;
end;
run;
proc entropy data=one gme outest=parm1;
model y = x1 x2;
by by;
run;
proc reg data=one outest=parm3;
model y = x1 x2;
by by;
run;
proc univariate data=parm1;
var x1;
run;