The ENTROPY Procedure (Experimental)
- Overview
-
Getting Started
-
Syntax
-
DetailsGeneralized Maximum EntropyGeneralized Cross EntropyMoment Generalized Maximum EntropyMaximum Entropy-Based Seemingly Unrelated RegressionGeneralized Maximum Entropy for Multinomial Discrete Choice ModelsCensored or Truncated Dependent VariablesInformation MeasuresParameter Covariance For GCEParameter Covariance For GCE-MStatistical TestsMissing ValuesInput Data SetsOutput Data SetsODS Table NamesODS Graphics
-
Examples
- References
The DATA= data set specified in the PROC ENTROPY statement is the data set that contains the data to be analyzed.
The PDATA= data set specified in the PROC ENTROPY statement specifies the support points and prior probabilities to be used in the estimation. The PDATA= can be used in lieu of a PRIORS statement, but is intended for use in conjunction with the OUTP= option. Once priors are entered through a PRIORS statement, they can be reused in subsequent estimations by specifying the PDATA= option.
The variables in the data set are as follows:
-
BY variables (if any)
-
_TYPE_, a character variable of length 8 that identifies the estimation method: GME or GMEM. This is an optional column.
-
variable, a character variable of length 32 that indicates the name of the regressor. The regressor name and the equation name identify a unique coefficient. This is required.
-
_OBS_, a numeric variable that is either missing when the probabilities are for coefficients or the observation number when the probabilities are for the residual terms. The _OBS_ and the equation name identify which residual the probability is associated with. This an optional column.
-
equation, a character variable of length 32 indicating the name of the dependent variable. This is a required column.
-
NSupport, a numeric variable that indicates the number of support points for each basis. This variable is required.
-
support, a numeric variable that is the support value the probability is associated with. This is a required column.
-
prior, a numeric variable that is the prior probability associated with the probability. This is a required column.
-
Prb, a numeric variable that is the estimated probability. This is optional.
The SDATA= data set specifies a data set that provides the covariance matrix of the equation errors. The matrix read from
the SDATA= data set is used for the equation covariance matrix (
matrix) in the estimation. (The SDATA= matrix is used to provide only the initial estimate of for the methods that iterate the matrix.)