ENTROPY Procedure(Experimental)
Functional Summary
The statements and options in the ENTROPY procedure are summarized in Table 1.
Table 1: Functional Summary
| Description | Statement | Option |
|---|---|---|
| Data Set Options | ||
| Specify the input data set for the variables | ENTROPY | DATA= |
| Specify the input data set for support points and priors | ENTROPY | PDATA= |
| Specify the output data set for residual, predicted, and actual values | ENTROPY | OUT= |
| Specify the output data set for the support points and priors | ENTROPY | OUTP= |
| Write the covariance matrix of the estimates to OUTEST= data set | ENTROPY | OUTCOV |
| Write the parameter estimates to a data set | ENTROPY | OUTEST= |
| Write the Lagrange multiplier estimates to a data set | ENTROPY | OUTL= |
| Write the covariance matrix of the equation errors to a data set | ENTROPY | OUTS= |
| Write the S matrix used in the objective function definition to a data set | ENTROPY | OUTSUSED= |
| Read the covariance matrix of the equation errors | ENTROPY | SDATA= |
| Printing Options | ||
| Request that the procedure produce graphics via the Output Delivery System | ENTROPY | PLOTS= |
| Print collinearity diagnostics | ENTROPY | COLLIN |
| Suppress the normal printed output | ENTROPY | NOPRINT |
| Options to Control Iteration Output | ||
| Print a summary iteration listing | ENTROPY | ITPRINT |
| Options to Control the Minimization Process | ||
| Specify the convergence criteria | ENTROPY | CONVERGE= |
| Specify the maximum number of iterations allowed | ENTROPY | MAXITER= |
| Specify the maximum number of subiterations allowed | ENTROPY | MAXSUBITER= |
| Select the iterative minimization method to use | ENTROPY | METHOD= |
| Statements That Declare Variables | ||
| Specify BY-group processing | BY | |
| Specify a weight variable | WEIGHT | |
| Specify identifying variables | ID | |
| General PROC ENTROPY Statement Options | ||
| Specify seemingly unrelated regression | ENTROPY | SUR |
| Specify iterated seemingly unrelated regression | ENTROPY | ITSUR |
| Specify data-constrained generalized maximum entropy | ENTROPY | GME |
| Specify moment generalized maximum entropy | ENTROPY | GMEM |
| Specify the denominator for computing variances and covariances | ENTROPY | VARDEF= |
| General TEST Statement Options | ||
| Specify that a Wald test be computed | TEST | WALD |
| Specify that a Lagrange multiplier test be computed | TEST | LM |
| Specify that a likelihood ratio test be computed | TEST | LR |
| Request all three types of tests | TEST | ALL |
The following sections describe the PROC ENTROPY statement and then describe the other statements in alphabetical order.
Last updated: June 19, 2025