The COUNTREG Procedure

PROC COUNTREG Statement

PROC COUNTREG options ;

The following options can be used 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.

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

NOPRINT

suppresses all printed output.

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.

Estimation Control Options

COVEST=value

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

OP

specifies the covariance from the outer product matrix.

HESSIAN

specifies the covariance from the Hessian matrix.

QML

specifies the covariance from the outer product and Hessian matrices.

Options to Control the Optimization Process

PROC COUNTREG uses the nonlinear optimization (NLO) subsystem to perform nonlinear optimization tasks. All the NLO options are available in the NLOPTIONS statement. For details, see the NLOPTIONS Statement. In addition, the following option is supported in the PROC COUNTREG statement:

METHOD=value

specifies the iterative minimization method to use. The default is METHOD=NRA.

CONGRA

specifies the conjugate-gradient method.

DBLDOG

specifies the double-dogleg method.

QN

specifies the quasi-Newton method.

NMSIMP

specifies Nelder-Mead simplex method.

NRA

specifies the Newton-Raphson method.

NRRIDG

specifies the Newton-Raphson ridge method.

TR

specifies the trust region method.