The TCOUNTREG Procedure (Experimental)

PROC TCOUNTREG Statement

PROC TCOUNTREG <options> ;

The following options can be used in the PROC TCOUNTREG statement:

Data Set Options

DATA=SAS-data-set

specifies the input SAS data set. If the DATA= option is not specified, PROC TCOUNTREG 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.

Plot Control Options

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

requests that the TCOUNTREG procedure produce statistical graphics via the Output Delivery System, provided that the ODS GRAPHICS statement has been specified. For general information about ODS Graphics, see Chapter 21: Statistical Graphics Using ODS in SAS/STAT 12.1 User's Guide. The global-plot-options apply to all relevant plots that are generated by the TCOUNTREG procedure.

You can specify the following global-plot-options:

ONLY

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

UNPACKPANEL
UNPACK

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

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, CNTLVLS(0 1 2 TO 10 BY 2 15) specifies plotting for counts 0, 1, 2, 4, 6, 8, 10, and 15.

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.

PREDPROB

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

PREDPROFILE | PREDPRO

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.

NONE

suppresses all plots.

Optimization Process Control Options

PROC TCOUNTREG 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 TCOUNTREG 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.

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.