The HPCOUNTREG Procedure

Displayed Output

Subsections:

PROC HPCOUNTREG produces the following displayed output.

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 (smaller value indicates better fit)

  • SBC value at solution (smaller value indicates better fit)

A line in the "Model Fit Summary" table indicates 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, which are 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 that is given for "_Alpha" is a test of overdispersion.

Covariance of Parameter Estimates

If you specify the COVB option in the PROC HPCOUNTREG or MODEL statement, the HPCOUNTREG procedure displays the estimated covariance matrix, which is defined as the inverse of the information matrix at the final iteration.

Correlation of Parameter Estimates

If you specify the CORRB option in the PROC HPCOUNTREG or MODEL statement, the HPCOUNTREG procedure displays the estimated correlation matrix, which is based on the Hessian matrix used at the final iteration.