Spatial Data Regression Modeling Action Set
Provides an action for modeling spatial data
spatialreg Action
Analyzes regression models for spatial data.
CASL Syntax
Summary: Input and Output Tables
If a row includes a subparameter, you can specify the name, caslib, and so on in the subparameter. Otherwise, you can specify the name, caslib, and so on in the parameter.
|
Parameter |
Subparameter |
Description |
|---|---|---|
|
required parametertable |
— |
specifies the input data table. |
|
— |
specifies the input table of spatial weights. |
|
Parameter |
Subparameter |
Description |
|---|---|---|
|
required parametercasOut |
specifies details for an output data table to contain scores for various statistics. | |
|
names |
specifies the list of display tables that you want to output as CAS tables. If this parameter is not specified, no tables are output as CAS tables. |
Parameter Descriptions
bounds={"string-1" <, "string-2", ...>}
imposes simple boundary constraints on the parameter estimates.
class={{classStatement-1} <, {classStatement-2}, ...>}
specifies the classification variables.
| Alias | classVars |
|---|
The classStatement value can be one or more of the following:
countMissing=TRUE | FALSE
when set to True, treats missing as a valid level for this variable.
| Default | FALSE |
|---|
descending=TRUE | FALSE
when set to True, reverses the sort order that is imposed by the order parameter.
| Default | FALSE |
|---|
ignoreMissing=TRUE | FALSE
when set to True, ignores the fact that some variables in the observation have missing values and honors the nonmissing values for other variables in that observation.
| Default | FALSE |
|---|
maxLev=integer
specifies the maximum number of levels. A value of 0 means an unlimited number of levels.
| Default | 0 |
|---|---|
| Minimum value | 0 |
order="FORMATTED" | "FREQ" | "FREQFORMATTED" | "FREQINTERNAL" | "INTERNAL"
specifies the sort order for the levels of the classification variable. This ordering determines which parameters in the model correspond to each level in the data.
param="BTH" | "EFFECT" | "GLM" | "ORDINAL" | "ORTHBTH" | "ORTHEFFECT" | "ORTHORDINAL" | "ORTHPOLY" | "ORTHREF" | "POLYNOMIAL" | "REFERENCE"
specifies the parameterization method for the classification variable or variables. The default is GLM when none of the variables specified in the vars parameter includes a param parameter; otherwise, the default is REFERENCE.
ref="FIRST" | "LAST" | double | "string"
specifies the reference level to use when you specify a nonsingular parameterization in the param parameter. For an individual variable, you can specify the level of the variable to use as the reference level. If the action supports the global class options parameter, then you can specify FIRST or LAST.
* vars={"variable-name-1" <, "variable-name-2", ...>}
specifies the classification variables.
| Alias | name |
|---|
display={displayTables}
specifies the list of display tables that you want the action to create. If this parameter is not specified, all tables are created.
For more information about specifying the display parameter, see the common displayTables parameter (Appendix A: Common Parameters).
impact={ImpactEstOptions}
specifies impact estimation control options.
| Alias | impactestimate |
|---|
The ImpactEstOptions value can be one or more of the following:
nmc=integer
specifies the number of random draws for impact estimation.
| Alias | ndraws |
|---|---|
| Minimum value | 1 |
order=integer
specifies the order of Neumann series for impact estimation.
| Alias | truncorder |
|---|---|
| Range | 1–2000 |
seed=integer
specifies the seed for random number generation for impact estimation.
| Alias | randomseed |
|---|---|
| Minimum value | 1 |
includeinternalnames=TRUE | FALSE
when set to True, adds an extra column to the parameter estimates table that shows the internal names for the parameters.
| Default | FALSE |
|---|
initialvalues={"string-1" <, "string-2", ...>}
specifies initial values for parameters in the optimization.
* model={spregmodelstmt}
specifies the dependent variable and independent regressor variables for the regression model.
The spregmodelstmt value can be one or more of the following:
depVars={{responsevar-1} <, {responsevar-2}, ...>}
specifies one or more variables to use as response variables in the model. Not all models support more than one response variable.
| Aliases | depVar |
|---|---|
| target |
name="variable-name"
names the response variable.
effects={{effect-1} <, {effect-2}, ...>}
specifies a list of effects that define the model. Each term in this list is made up of variables specified in the vars parameter and their interaction (which can be NONE, CROSS, or BAR). When the interaction is BAR, it can be limited by the maxInteract parameter.
The effect value can be one or more of the following:
interaction="BAR" | "CROSS" | "NONE"
specifies the type of interaction for the variables.
| Alias | interact |
|---|---|
| Default | NONE |
maxInteract=integer
eliminates interaction effects whose order is higher than the specified integer value when used in conjunction with the BAR interaction.
nest={"string-1" <, "string-2", ...>}
specifies the variables to be nested within the term that is defined by the vars parameter. For terms with a BAR or CROSS interaction, the nest corresponds to the last variable in the vars parameter. For terms with no interaction, the nest is distributed across all variables that are listed in the vars parameter.
* vars={"string-1" <, "string-2", ...>}
specifies the variables to use in defining a term of the effect. You must specify at least one variable.
modeloptions={modeloptions}
specifies options that you can apply to the model.
The modeloptions value can be one or more of the following:
corrb=TRUE | FALSE
when set to True, produces a table of the correlations of the parameter estimates.
| Default | FALSE |
|---|
covb=TRUE | FALSE
when set to True, produces a table of the covariances of the parameter estimates.
| Default | FALSE |
|---|
modelLabel="string"
specifies a label for the model.
modeltype="ALL" | "AUTO" | "CAR" | "LINEAR" | "SAC" | "SAR" | "SARMA" | "SEM" | "SMA"
specifies the type of model to be analyzed.
| Default | SAR |
|---|
noint=TRUE | FALSE
when set to True, suppresses the intercept parameter.
| Default | FALSE |
|---|
noint=TRUE | FALSE
when set to True, does not include the intercept term in the model.
| Default | FALSE |
|---|
montecarloapprox={MCApproxOptions}
specifies Monte Carlo approximation control options.
| Alias | approximation |
|---|
| Long form | montecarloapprox={method="CHEBYSHEV" | "TAYLOR"} |
|---|---|
| Shortcut form | montecarloapprox="CHEBYSHEV" | "TAYLOR" |
The MCApproxOptions value can be one or more of the following:
method="CHEBYSHEV" | "TAYLOR"
specifies the type of approximation to use.
| Alias | approxmethod |
|---|---|
| Default | CHEBYSHEV |
nmc=integer
specifies the number of random draws for approximation.
| Alias | ndraws |
|---|---|
| Minimum value | 1 |
order=integer
specifies the order of series in the Taylor or Chebyshev approximation.
| Alias | truncorder |
|---|---|
| Range | 1–2000 |
seed=integer
specifies the seed for random number generation.
| Alias | randomseed |
|---|---|
| Minimum value | 1 |
nonormalizeWMatrix=TRUE | FALSE
when set to True, suppresses the row standardization of the spatial weights matrix.
| Default | FALSE |
|---|
optimizer={optimizerOpts}
specifies parameters that control various aspects of the parameter estimation process.
| Long form | optimizer={algorithm="CONJUGATEGRADIENT" | "DOUBLEDOGLEG" | "NEWTONRAPHSONWITHLINESEARCH" | "NEWTONRAPHSONWITHRIDGING" | "NONE" | "QUASINEWTON" | "TRUSTREGION"} |
|---|---|
| Shortcut form | optimizer="CONJUGATEGRADIENT" | "DOUBLEDOGLEG" | "NEWTONRAPHSONWITHLINESEARCH" | "NEWTONRAPHSONWITHRIDGING" | "NONE" | "QUASINEWTON" | "TRUSTREGION" |
The optimizerOpts value can be one or more of the following:
aftl=double
specifies an absolute function difference convergence criterion.
| Aliases | absfconv |
|---|---|
| absftol | |
| Minimum value | 0 |
agtl=double
specifies an absolute gradient convergence criterion.
| Aliases | absgconv |
|---|---|
| absgtol | |
| Minimum value | 0 |
algorithm="CONJUGATEGRADIENT" | "DOUBLEDOGLEG" | "NEWTONRAPHSONWITHLINESEARCH" | "NEWTONRAPHSONWITHRIDGING" | "NONE" | "QUASINEWTON" | "TRUSTREGION"
specifies the nonlinear optimization technique to use.
| Aliases | technique |
|---|---|
| tech | |
| method | |
| Default | NEWTONRAPHSONWITHLINESEARCH |
atol=double
specifies an absolute function convergence criterion.
axtl=double
specifies an absolute parameter convergence criterion.
| Alias | absxconv |
|---|---|
| Minimum value | 0 |
ceps=double
specifies the infeasibility tolerance applied to constraints (such as restrictions and bounds).
| Aliases | lceps |
|---|---|
| feastol | |
| Minimum value | 0 |
covestmethod="CROSSOP" | "HESSIAN" | "QML"
ftol=double
specifies a relative function difference convergence criterion.
| Alias | fconv |
|---|---|
| Minimum value | 0 |
gtol=double
specifies a relative gradient convergence criterion.
| Alias | gconv |
|---|---|
| Minimum value | 0 |
iterationHistory={iterationHistoryOpts}
when set to True, produces various tables that describe the iteration process.
The iterationHistoryOpts value can be one or more of the following:
basic=TRUE | FALSE
when set to True, produces a table that provides the basic optimization history.
| Default | TRUE |
|---|
estimatesForEachStep=TRUE | FALSE
when set to True, produces a table that provides the parameter estimates calculated at each iteration during the optimization process.
| Default | FALSE |
|---|
olsEstimates=TRUE | FALSE
when set to True, produces a table of the initial parameter estimates based on ordinary least squares estimation. The OLS estimate for a given parameter is ignored if you provide an initial value for that parameter.
| Default | FALSE |
|---|
maxf=double
specifies the maximum number of objective function evaluations in the optimization process.
| Minimum value | 0 |
|---|
maxit=double
specifies the maximum number of iterations in the optimization process.
| Alias | maxiter |
|---|---|
| Minimum value | 0 |
maxtime=double
specifies an upper limit (in seconds) on the CPU time for the optimization process.
| Minimum value | 0 |
|---|
sing=double
specifies the singularity criterion to use for the inversion of the Hessian matrix.
| Minimum value | 0 |
|---|
sweepSing=double
specifies the singularity criterion to use for the inversion of the SSCP matrix.
| Minimum value | 0 |
|---|
output={spregoutputStatement}
specifies details for an output data table to contain scores for various statistics.
The spregoutputStatement value can be one or more of the following:
* casOut={casouttable}
specifies the settings for an output table.
For more information about specifying the casOut parameter, see the common casouttable parameter (Appendix A: Common Parameters).
copyVars="ALL" | "ALL_MODEL" | "ALL_NUMERIC" | {"variable-name-1" <, "variable-name-2", ...>}
specifies a list of one or more variables to be copied from the input table to the output table. You can alternatively specify the value ALL, ALL_MODEL, or ALL_NUMERIC, which respectively copies all variables, all variables used in the modeling, or all numeric variables from the input table to the output table.
pred="string"
names the variable to contain the expected value of the response variable.
| Aliases | expected |
|---|---|
| mean |
resid="string"
names the variable to contain the residual.
| Alias | residual |
|---|
xbeta="string"
names the variable to contain the estimates of xbeta.
| Alias | xb |
|---|
outputTables={outputTables}
specifies the list of display tables that you want to output as CAS tables. If this parameter is not specified, no tables are output as CAS tables.
For more information about specifying the outputTables parameter, see the common outputTables parameter (Appendix A: Common Parameters).
| Alias | displayOut |
|---|
restrictions={"string-1" <, "string-2", ...>}
specifies linear restrictions to be imposed on the parameter estimates.
spatialeffects={slxmodelstmt}
specifies independent regressor variables whose spatial lag is to be added to the MODEL statement.
The slxmodelstmt value can be one or more of the following:
depVars={{responsevar-1} <, {responsevar-2}, ...>}
specifies one or more variables to use as response variables in the model. Not all models support more than one response variable.
| Aliases | depVar |
|---|---|
| target |
name="variable-name"
names the response variable.
effects={{effect-1} <, {effect-2}, ...>}
specifies a list of effects that define the model. Each term in this list is made up of variables specified in the vars parameter and their interaction (which can be NONE, CROSS, or BAR). When the interaction is BAR, it can be limited by the maxInteract parameter.
The effect value can be one or more of the following:
interaction="BAR" | "CROSS" | "NONE"
specifies the type of interaction for the variables.
| Alias | interact |
|---|---|
| Default | NONE |
maxInteract=integer
eliminates interaction effects whose order is higher than the specified integer value when used in conjunction with the BAR interaction.
nest={"string-1" <, "string-2", ...>}
specifies the variables to be nested within the term that is defined by the vars parameter. For terms with a BAR or CROSS interaction, the nest corresponds to the last variable in the vars parameter. For terms with no interaction, the nest is distributed across all variables that are listed in the vars parameter.
* vars={"string-1" <, "string-2", ...>}
specifies the variables to use in defining a term of the effect. You must specify at least one variable.
spatialid="variable-name"
specifies a variable that identifies an observation in two tables of input data and spatial weights.
| Alias | sid |
|---|
* table={castable}
specifies the input data table.
For more information about specifying the table parameter, see the common castable parameter (Appendix A: Common Parameters).
tests={{singleTest-1} <, {singleTest-2}, ...>}
specifies linear hypotheses about the regression parameters that are specified in the model and tests to be performed on the hypotheses (Wald, Lagrange multiplier, and likelihood ratio tests).
The singleTest value can be one or more of the following:
* eqns={"string-1" <, "string-2", ...>}
specifies a list of equations to be tested for a single test.
testLabel="string"
specifies a label to be assigned to a single test.
testNames={"string-1" <, "string-2", ...>}
specifies one or more of the tests (Wald, LM, and LR) to be applied to each equation in the list.
| Default | WALD |
|---|
timingReport={timingReportOpts}
specifies the type of timing information that you want the action to provide.
The timingReportOpts value can be one or more of the following:
details=TRUE | FALSE
when set to True, produces a detailed summary of the time used for all phases of execution.
| Default | FALSE |
|---|
summary=TRUE | FALSE
when set to True, produces a summary of the time used for the main phases of execution.
| Default | FALSE |
|---|
wmatrix={castable}
specifies the input table of spatial weights.
For more information about specifying the wmatrix parameter, see the common castable parameter (Appendix A: Common Parameters).
| Alias | wmat |
|---|
spatialreg Action
Analyzes regression models for spatial data.
Lua Syntax
Summary: Input and Output Tables
If a row includes a subparameter, you can specify the name, caslib, and so on in the subparameter. Otherwise, you can specify the name, caslib, and so on in the parameter.
|
Parameter |
Subparameter |
Description |
|---|---|---|
|
required parametertable |
— |
specifies the input data table. |
|
— |
specifies the input table of spatial weights. |
|
Parameter |
Subparameter |
Description |
|---|---|---|
|
required parametercasOut |
specifies details for an output data table to contain scores for various statistics. | |
|
names |
specifies the list of display tables that you want to output as CAS tables. If this parameter is not specified, no tables are output as CAS tables. |
Parameter Descriptions
bounds={"string-1" <, "string-2", ...>}
imposes simple boundary constraints on the parameter estimates.
class={{classStatement-1} <, {classStatement-2}, ...>}
specifies the classification variables.
| Alias | classVars |
|---|
The classStatement value can be one or more of the following:
countMissing=true | false
when set to True, treats missing as a valid level for this variable.
| Default | false |
|---|
descending=true | false
when set to True, reverses the sort order that is imposed by the order parameter.
| Default | false |
|---|
ignoreMissing=true | false
when set to True, ignores the fact that some variables in the observation have missing values and honors the nonmissing values for other variables in that observation.
| Default | false |
|---|
maxLev=integer
specifies the maximum number of levels. A value of 0 means an unlimited number of levels.
| Default | 0 |
|---|---|
| Minimum value | 0 |
order="FORMATTED" | "FREQ" | "FREQFORMATTED" | "FREQINTERNAL" | "INTERNAL"
specifies the sort order for the levels of the classification variable. This ordering determines which parameters in the model correspond to each level in the data.
param="BTH" | "EFFECT" | "GLM" | "ORDINAL" | "ORTHBTH" | "ORTHEFFECT" | "ORTHORDINAL" | "ORTHPOLY" | "ORTHREF" | "POLYNOMIAL" | "REFERENCE"
specifies the parameterization method for the classification variable or variables. The default is GLM when none of the variables specified in the vars parameter includes a param parameter; otherwise, the default is REFERENCE.
ref="FIRST" | "LAST" | double | "string"
specifies the reference level to use when you specify a nonsingular parameterization in the param parameter. For an individual variable, you can specify the level of the variable to use as the reference level. If the action supports the global class options parameter, then you can specify FIRST or LAST.
* vars={"variable-name-1" <, "variable-name-2", ...>}
specifies the classification variables.
| Alias | name |
|---|
display={displayTables}
specifies the list of display tables that you want the action to create. If this parameter is not specified, all tables are created.
For more information about specifying the display parameter, see the common displayTables parameter (Appendix A: Common Parameters).
impact={ImpactEstOptions}
specifies impact estimation control options.
| Alias | impactestimate |
|---|
The ImpactEstOptions value can be one or more of the following:
nmc=integer
specifies the number of random draws for impact estimation.
| Alias | ndraws |
|---|---|
| Minimum value | 1 |
order=integer
specifies the order of Neumann series for impact estimation.
| Alias | truncorder |
|---|---|
| Range | 1–2000 |
seed=integer
specifies the seed for random number generation for impact estimation.
| Alias | randomseed |
|---|---|
| Minimum value | 1 |
includeinternalnames=true | false
when set to True, adds an extra column to the parameter estimates table that shows the internal names for the parameters.
| Default | false |
|---|
initialvalues={"string-1" <, "string-2", ...>}
specifies initial values for parameters in the optimization.
* model={spregmodelstmt}
specifies the dependent variable and independent regressor variables for the regression model.
The spregmodelstmt value can be one or more of the following:
depVars={{responsevar-1} <, {responsevar-2}, ...>}
specifies one or more variables to use as response variables in the model. Not all models support more than one response variable.
| Aliases | depVar |
|---|---|
| target |
name="variable-name"
names the response variable.
effects={{effect-1} <, {effect-2}, ...>}
specifies a list of effects that define the model. Each term in this list is made up of variables specified in the vars parameter and their interaction (which can be NONE, CROSS, or BAR). When the interaction is BAR, it can be limited by the maxInteract parameter.
The effect value can be one or more of the following:
interaction="BAR" | "CROSS" | "NONE"
specifies the type of interaction for the variables.
| Alias | interact |
|---|---|
| Default | NONE |
maxInteract=integer
eliminates interaction effects whose order is higher than the specified integer value when used in conjunction with the BAR interaction.
nest={"string-1" <, "string-2", ...>}
specifies the variables to be nested within the term that is defined by the vars parameter. For terms with a BAR or CROSS interaction, the nest corresponds to the last variable in the vars parameter. For terms with no interaction, the nest is distributed across all variables that are listed in the vars parameter.
* vars={"string-1" <, "string-2", ...>}
specifies the variables to use in defining a term of the effect. You must specify at least one variable.
modeloptions={modeloptions}
specifies options that you can apply to the model.
The modeloptions value can be one or more of the following:
corrb=true | false
when set to True, produces a table of the correlations of the parameter estimates.
| Default | false |
|---|
covb=true | false
when set to True, produces a table of the covariances of the parameter estimates.
| Default | false |
|---|
modelLabel="string"
specifies a label for the model.
modeltype="ALL" | "AUTO" | "CAR" | "LINEAR" | "SAC" | "SAR" | "SARMA" | "SEM" | "SMA"
specifies the type of model to be analyzed.
| Default | SAR |
|---|
noint=true | false
when set to True, suppresses the intercept parameter.
| Default | false |
|---|
noint=true | false
when set to True, does not include the intercept term in the model.
| Default | false |
|---|
montecarloapprox={MCApproxOptions}
specifies Monte Carlo approximation control options.
| Alias | approximation |
|---|
| Long form | montecarloapprox={method="CHEBYSHEV" | "TAYLOR"} |
|---|---|
| Shortcut form | montecarloapprox="CHEBYSHEV" | "TAYLOR" |
The MCApproxOptions value can be one or more of the following:
method="CHEBYSHEV" | "TAYLOR"
specifies the type of approximation to use.
| Alias | approxmethod |
|---|---|
| Default | CHEBYSHEV |
nmc=integer
specifies the number of random draws for approximation.
| Alias | ndraws |
|---|---|
| Minimum value | 1 |
order=integer
specifies the order of series in the Taylor or Chebyshev approximation.
| Alias | truncorder |
|---|---|
| Range | 1–2000 |
seed=integer
specifies the seed for random number generation.
| Alias | randomseed |
|---|---|
| Minimum value | 1 |
nonormalizeWMatrix=true | false
when set to True, suppresses the row standardization of the spatial weights matrix.
| Default | false |
|---|
optimizer={optimizerOpts}
specifies parameters that control various aspects of the parameter estimation process.
| Long form | optimizer={algorithm="CONJUGATEGRADIENT" | "DOUBLEDOGLEG" | "NEWTONRAPHSONWITHLINESEARCH" | "NEWTONRAPHSONWITHRIDGING" | "NONE" | "QUASINEWTON" | "TRUSTREGION"} |
|---|---|
| Shortcut form | optimizer="CONJUGATEGRADIENT" | "DOUBLEDOGLEG" | "NEWTONRAPHSONWITHLINESEARCH" | "NEWTONRAPHSONWITHRIDGING" | "NONE" | "QUASINEWTON" | "TRUSTREGION" |
The optimizerOpts value can be one or more of the following:
aftl=double
specifies an absolute function difference convergence criterion.
| Aliases | absfconv |
|---|---|
| absftol | |
| Minimum value | 0 |
agtl=double
specifies an absolute gradient convergence criterion.
| Aliases | absgconv |
|---|---|
| absgtol | |
| Minimum value | 0 |
algorithm="CONJUGATEGRADIENT" | "DOUBLEDOGLEG" | "NEWTONRAPHSONWITHLINESEARCH" | "NEWTONRAPHSONWITHRIDGING" | "NONE" | "QUASINEWTON" | "TRUSTREGION"
specifies the nonlinear optimization technique to use.
| Aliases | technique |
|---|---|
| tech | |
| method | |
| Default | NEWTONRAPHSONWITHLINESEARCH |
atol=double
specifies an absolute function convergence criterion.
axtl=double
specifies an absolute parameter convergence criterion.
| Alias | absxconv |
|---|---|
| Minimum value | 0 |
ceps=double
specifies the infeasibility tolerance applied to constraints (such as restrictions and bounds).
| Aliases | lceps |
|---|---|
| feastol | |
| Minimum value | 0 |
covestmethod="CROSSOP" | "HESSIAN" | "QML"
ftol=double
specifies a relative function difference convergence criterion.
| Alias | fconv |
|---|---|
| Minimum value | 0 |
gtol=double
specifies a relative gradient convergence criterion.
| Alias | gconv |
|---|---|
| Minimum value | 0 |
iterationHistory={iterationHistoryOpts}
when set to True, produces various tables that describe the iteration process.
The iterationHistoryOpts value can be one or more of the following:
basic=true | false
when set to True, produces a table that provides the basic optimization history.
| Default | true |
|---|
estimatesForEachStep=true | false
when set to True, produces a table that provides the parameter estimates calculated at each iteration during the optimization process.
| Default | false |
|---|
olsEstimates=true | false
when set to True, produces a table of the initial parameter estimates based on ordinary least squares estimation. The OLS estimate for a given parameter is ignored if you provide an initial value for that parameter.
| Default | false |
|---|
maxf=double
specifies the maximum number of objective function evaluations in the optimization process.
| Minimum value | 0 |
|---|
maxit=double
specifies the maximum number of iterations in the optimization process.
| Alias | maxiter |
|---|---|
| Minimum value | 0 |
maxtime=double
specifies an upper limit (in seconds) on the CPU time for the optimization process.
| Minimum value | 0 |
|---|
sing=double
specifies the singularity criterion to use for the inversion of the Hessian matrix.
| Minimum value | 0 |
|---|
sweepSing=double
specifies the singularity criterion to use for the inversion of the SSCP matrix.
| Minimum value | 0 |
|---|
output={spregoutputStatement}
specifies details for an output data table to contain scores for various statistics.
The spregoutputStatement value can be one or more of the following:
* casOut={casouttable}
specifies the settings for an output table.
For more information about specifying the casOut parameter, see the common casouttable parameter (Appendix A: Common Parameters).
copyVars="ALL" | "ALL_MODEL" | "ALL_NUMERIC" | {"variable-name-1" <, "variable-name-2", ...>}
specifies a list of one or more variables to be copied from the input table to the output table. You can alternatively specify the value ALL, ALL_MODEL, or ALL_NUMERIC, which respectively copies all variables, all variables used in the modeling, or all numeric variables from the input table to the output table.
pred="string"
names the variable to contain the expected value of the response variable.
| Aliases | expected |
|---|---|
| mean |
resid="string"
names the variable to contain the residual.
| Alias | residual |
|---|
xbeta="string"
names the variable to contain the estimates of xbeta.
| Alias | xb |
|---|
outputTables={outputTables}
specifies the list of display tables that you want to output as CAS tables. If this parameter is not specified, no tables are output as CAS tables.
For more information about specifying the outputTables parameter, see the common outputTables parameter (Appendix A: Common Parameters).
| Alias | displayOut |
|---|
restrictions={"string-1" <, "string-2", ...>}
specifies linear restrictions to be imposed on the parameter estimates.
spatialeffects={slxmodelstmt}
specifies independent regressor variables whose spatial lag is to be added to the MODEL statement.
The slxmodelstmt value can be one or more of the following:
depVars={{responsevar-1} <, {responsevar-2}, ...>}
specifies one or more variables to use as response variables in the model. Not all models support more than one response variable.
| Aliases | depVar |
|---|---|
| target |
name="variable-name"
names the response variable.
effects={{effect-1} <, {effect-2}, ...>}
specifies a list of effects that define the model. Each term in this list is made up of variables specified in the vars parameter and their interaction (which can be NONE, CROSS, or BAR). When the interaction is BAR, it can be limited by the maxInteract parameter.
The effect value can be one or more of the following:
interaction="BAR" | "CROSS" | "NONE"
specifies the type of interaction for the variables.
| Alias | interact |
|---|---|
| Default | NONE |
maxInteract=integer
eliminates interaction effects whose order is higher than the specified integer value when used in conjunction with the BAR interaction.
nest={"string-1" <, "string-2", ...>}
specifies the variables to be nested within the term that is defined by the vars parameter. For terms with a BAR or CROSS interaction, the nest corresponds to the last variable in the vars parameter. For terms with no interaction, the nest is distributed across all variables that are listed in the vars parameter.
* vars={"string-1" <, "string-2", ...>}
specifies the variables to use in defining a term of the effect. You must specify at least one variable.
spatialid="variable-name"
specifies a variable that identifies an observation in two tables of input data and spatial weights.
| Alias | sid |
|---|
* table={castable}
specifies the input data table.
For more information about specifying the table parameter, see the common castable parameter (Appendix A: Common Parameters).
tests={{singleTest-1} <, {singleTest-2}, ...>}
specifies linear hypotheses about the regression parameters that are specified in the model and tests to be performed on the hypotheses (Wald, Lagrange multiplier, and likelihood ratio tests).
The singleTest value can be one or more of the following:
* eqns={"string-1" <, "string-2", ...>}
specifies a list of equations to be tested for a single test.
testLabel="string"
specifies a label to be assigned to a single test.
testNames={"string-1" <, "string-2", ...>}
specifies one or more of the tests (Wald, LM, and LR) to be applied to each equation in the list.
| Default | WALD |
|---|
timingReport={timingReportOpts}
specifies the type of timing information that you want the action to provide.
The timingReportOpts value can be one or more of the following:
details=true | false
when set to True, produces a detailed summary of the time used for all phases of execution.
| Default | false |
|---|
summary=true | false
when set to True, produces a summary of the time used for the main phases of execution.
| Default | false |
|---|
wmatrix={castable}
specifies the input table of spatial weights.
For more information about specifying the wmatrix parameter, see the common castable parameter (Appendix A: Common Parameters).
| Alias | wmat |
|---|
spatialreg Action
Analyzes regression models for spatial data.
Python Syntax
Summary: Input and Output Tables
If a row includes a subparameter, you can specify the name, caslib, and so on in the subparameter. Otherwise, you can specify the name, caslib, and so on in the parameter.
|
Parameter |
Subparameter |
Description |
|---|---|---|
|
required parametertable |
— |
specifies the input data table. |
|
— |
specifies the input table of spatial weights. |
|
Parameter |
Subparameter |
Description |
|---|---|---|
|
required parametercasOut |
specifies details for an output data table to contain scores for various statistics. | |
|
names |
specifies the list of display tables that you want to output as CAS tables. If this parameter is not specified, no tables are output as CAS tables. |
Parameter Descriptions
bounds=["string-1" <, "string-2", ...>]
imposes simple boundary constraints on the parameter estimates.
class_=[{classStatement-1} <, {classStatement-2}, ...>]
specifies the classification variables.
| Alias | classVars |
|---|
The classStatement value can be one or more of the following:
"countMissing":True | False
when set to True, treats missing as a valid level for this variable.
| Default | False |
|---|
"descending":True | False
when set to True, reverses the sort order that is imposed by the order parameter.
| Default | False |
|---|
"ignoreMissing":True | False
when set to True, ignores the fact that some variables in the observation have missing values and honors the nonmissing values for other variables in that observation.
| Default | False |
|---|
"maxLev":integer
specifies the maximum number of levels. A value of 0 means an unlimited number of levels.
| Default | 0 |
|---|---|
| Minimum value | 0 |
"order":"FORMATTED" | "FREQ" | "FREQFORMATTED" | "FREQINTERNAL" | "INTERNAL"
specifies the sort order for the levels of the classification variable. This ordering determines which parameters in the model correspond to each level in the data.
"param":"BTH" | "EFFECT" | "GLM" | "ORDINAL" | "ORTHBTH" | "ORTHEFFECT" | "ORTHORDINAL" | "ORTHPOLY" | "ORTHREF" | "POLYNOMIAL" | "REFERENCE"
specifies the parameterization method for the classification variable or variables. The default is GLM when none of the variables specified in the vars parameter includes a param parameter; otherwise, the default is REFERENCE.
"ref":"FIRST" | "LAST" | double | "string"
specifies the reference level to use when you specify a nonsingular parameterization in the param parameter. For an individual variable, you can specify the level of the variable to use as the reference level. If the action supports the global class options parameter, then you can specify FIRST or LAST.
* "vars":["variable-name-1" <, "variable-name-2", ...>]
specifies the classification variables.
| Alias | name |
|---|
display={displayTables}
specifies the list of display tables that you want the action to create. If this parameter is not specified, all tables are created.
For more information about specifying the display parameter, see the common displayTables parameter (Appendix A: Common Parameters).
impact={ImpactEstOptions}
specifies impact estimation control options.
| Alias | impactestimate |
|---|
The ImpactEstOptions value can be one or more of the following:
"nmc":integer
specifies the number of random draws for impact estimation.
| Alias | ndraws |
|---|---|
| Minimum value | 1 |
"order":integer
specifies the order of Neumann series for impact estimation.
| Alias | truncorder |
|---|---|
| Range | 1–2000 |
"seed":integer
specifies the seed for random number generation for impact estimation.
| Alias | randomseed |
|---|---|
| Minimum value | 1 |
includeinternalnames=True | False
when set to True, adds an extra column to the parameter estimates table that shows the internal names for the parameters.
| Default | False |
|---|
initialvalues=["string-1" <, "string-2", ...>]
specifies initial values for parameters in the optimization.
* model={spregmodelstmt}
specifies the dependent variable and independent regressor variables for the regression model.
The spregmodelstmt value can be one or more of the following:
"depVars":[{responsevar-1} <, {responsevar-2}, ...>]
specifies one or more variables to use as response variables in the model. Not all models support more than one response variable.
| Aliases | depVar |
|---|---|
| target |
"name":"variable-name"
names the response variable.
"effects":[{effect-1} <, {effect-2}, ...>]
specifies a list of effects that define the model. Each term in this list is made up of variables specified in the vars parameter and their interaction (which can be NONE, CROSS, or BAR). When the interaction is BAR, it can be limited by the maxInteract parameter.
The effect value can be one or more of the following:
"interaction":"BAR" | "CROSS" | "NONE"
specifies the type of interaction for the variables.
| Alias | interact |
|---|---|
| Default | NONE |
"maxInteract":integer
eliminates interaction effects whose order is higher than the specified integer value when used in conjunction with the BAR interaction.
"nest":["string-1" <, "string-2", ...>]
specifies the variables to be nested within the term that is defined by the vars parameter. For terms with a BAR or CROSS interaction, the nest corresponds to the last variable in the vars parameter. For terms with no interaction, the nest is distributed across all variables that are listed in the vars parameter.
* "vars":["string-1" <, "string-2", ...>]
specifies the variables to use in defining a term of the effect. You must specify at least one variable.
"modeloptions":{modeloptions}
specifies options that you can apply to the model.
The modeloptions value can be one or more of the following:
"corrb":True | False
when set to True, produces a table of the correlations of the parameter estimates.
| Default | False |
|---|
"covb":True | False
when set to True, produces a table of the covariances of the parameter estimates.
| Default | False |
|---|
"modelLabel":"string"
specifies a label for the model.
"modeltype":"ALL" | "AUTO" | "CAR" | "LINEAR" | "SAC" | "SAR" | "SARMA" | "SEM" | "SMA"
specifies the type of model to be analyzed.
| Default | SAR |
|---|
"noint":True | False
when set to True, suppresses the intercept parameter.
| Default | False |
|---|
"noint":True | False
when set to True, does not include the intercept term in the model.
| Default | False |
|---|
montecarloapprox={MCApproxOptions}
specifies Monte Carlo approximation control options.
| Alias | approximation |
|---|
| Long form | montecarloapprox={"method":"CHEBYSHEV" | "TAYLOR"} |
|---|---|
| Shortcut form | montecarloapprox="CHEBYSHEV" | "TAYLOR" |
The MCApproxOptions value can be one or more of the following:
"method":"CHEBYSHEV" | "TAYLOR"
specifies the type of approximation to use.
| Alias | approxmethod |
|---|---|
| Default | CHEBYSHEV |
"nmc":integer
specifies the number of random draws for approximation.
| Alias | ndraws |
|---|---|
| Minimum value | 1 |
"order":integer
specifies the order of series in the Taylor or Chebyshev approximation.
| Alias | truncorder |
|---|---|
| Range | 1–2000 |
"seed":integer
specifies the seed for random number generation.
| Alias | randomseed |
|---|---|
| Minimum value | 1 |
nonormalizeWMatrix=True | False
when set to True, suppresses the row standardization of the spatial weights matrix.
| Default | False |
|---|
optimizer={optimizerOpts}
specifies parameters that control various aspects of the parameter estimation process.
| Long form | optimizer={"algorithm":"CONJUGATEGRADIENT" | "DOUBLEDOGLEG" | "NEWTONRAPHSONWITHLINESEARCH" | "NEWTONRAPHSONWITHRIDGING" | "NONE" | "QUASINEWTON" | "TRUSTREGION"} |
|---|---|
| Shortcut form | optimizer="CONJUGATEGRADIENT" | "DOUBLEDOGLEG" | "NEWTONRAPHSONWITHLINESEARCH" | "NEWTONRAPHSONWITHRIDGING" | "NONE" | "QUASINEWTON" | "TRUSTREGION" |
The optimizerOpts value can be one or more of the following:
"aftl":double
specifies an absolute function difference convergence criterion.
| Aliases | absfconv |
|---|---|
| absftol | |
| Minimum value | 0 |
"agtl":double
specifies an absolute gradient convergence criterion.
| Aliases | absgconv |
|---|---|
| absgtol | |
| Minimum value | 0 |
"algorithm":"CONJUGATEGRADIENT" | "DOUBLEDOGLEG" | "NEWTONRAPHSONWITHLINESEARCH" | "NEWTONRAPHSONWITHRIDGING" | "NONE" | "QUASINEWTON" | "TRUSTREGION"
specifies the nonlinear optimization technique to use.
| Aliases | technique |
|---|---|
| tech | |
| method | |
| Default | NEWTONRAPHSONWITHLINESEARCH |
"atol":double
specifies an absolute function convergence criterion.
"axtl":double
specifies an absolute parameter convergence criterion.
| Alias | absxconv |
|---|---|
| Minimum value | 0 |
"ceps":double
specifies the infeasibility tolerance applied to constraints (such as restrictions and bounds).
| Aliases | lceps |
|---|---|
| feastol | |
| Minimum value | 0 |
"covestmethod":"CROSSOP" | "HESSIAN" | "QML"
"ftol":double
specifies a relative function difference convergence criterion.
| Alias | fconv |
|---|---|
| Minimum value | 0 |
"gtol":double
specifies a relative gradient convergence criterion.
| Alias | gconv |
|---|---|
| Minimum value | 0 |
"iterationHistory":{iterationHistoryOpts}
when set to True, produces various tables that describe the iteration process.
The iterationHistoryOpts value can be one or more of the following:
"basic":True | False
when set to True, produces a table that provides the basic optimization history.
| Default | True |
|---|
"estimatesForEachStep":True | False
when set to True, produces a table that provides the parameter estimates calculated at each iteration during the optimization process.
| Default | False |
|---|
"olsEstimates":True | False
when set to True, produces a table of the initial parameter estimates based on ordinary least squares estimation. The OLS estimate for a given parameter is ignored if you provide an initial value for that parameter.
| Default | False |
|---|
"maxf":double
specifies the maximum number of objective function evaluations in the optimization process.
| Minimum value | 0 |
|---|
"maxit":double
specifies the maximum number of iterations in the optimization process.
| Alias | maxiter |
|---|---|
| Minimum value | 0 |
"maxtime":double
specifies an upper limit (in seconds) on the CPU time for the optimization process.
| Minimum value | 0 |
|---|
"sing":double
specifies the singularity criterion to use for the inversion of the Hessian matrix.
| Minimum value | 0 |
|---|
"sweepSing":double
specifies the singularity criterion to use for the inversion of the SSCP matrix.
| Minimum value | 0 |
|---|
output={spregoutputStatement}
specifies details for an output data table to contain scores for various statistics.
The spregoutputStatement value can be one or more of the following:
* "casOut":{casouttable}
specifies the settings for an output table.
For more information about specifying the casOut parameter, see the common casouttable parameter (Appendix A: Common Parameters).
"copyVars":"ALL" | "ALL_MODEL" | "ALL_NUMERIC" | ["variable-name-1" <, "variable-name-2", ...>]
specifies a list of one or more variables to be copied from the input table to the output table. You can alternatively specify the value ALL, ALL_MODEL, or ALL_NUMERIC, which respectively copies all variables, all variables used in the modeling, or all numeric variables from the input table to the output table.
"pred":"string"
names the variable to contain the expected value of the response variable.
| Aliases | expected |
|---|---|
| mean |
"resid":"string"
names the variable to contain the residual.
| Alias | residual |
|---|
"xbeta":"string"
names the variable to contain the estimates of xbeta.
| Alias | xb |
|---|
outputTables={outputTables}
specifies the list of display tables that you want to output as CAS tables. If this parameter is not specified, no tables are output as CAS tables.
For more information about specifying the outputTables parameter, see the common outputTables parameter (Appendix A: Common Parameters).
| Alias | displayOut |
|---|
restrictions=["string-1" <, "string-2", ...>]
specifies linear restrictions to be imposed on the parameter estimates.
spatialeffects={slxmodelstmt}
specifies independent regressor variables whose spatial lag is to be added to the MODEL statement.
The slxmodelstmt value can be one or more of the following:
"depVars":[{responsevar-1} <, {responsevar-2}, ...>]
specifies one or more variables to use as response variables in the model. Not all models support more than one response variable.
| Aliases | depVar |
|---|---|
| target |
"name":"variable-name"
names the response variable.
"effects":[{effect-1} <, {effect-2}, ...>]
specifies a list of effects that define the model. Each term in this list is made up of variables specified in the vars parameter and their interaction (which can be NONE, CROSS, or BAR). When the interaction is BAR, it can be limited by the maxInteract parameter.
The effect value can be one or more of the following:
"interaction":"BAR" | "CROSS" | "NONE"
specifies the type of interaction for the variables.
| Alias | interact |
|---|---|
| Default | NONE |
"maxInteract":integer
eliminates interaction effects whose order is higher than the specified integer value when used in conjunction with the BAR interaction.
"nest":["string-1" <, "string-2", ...>]
specifies the variables to be nested within the term that is defined by the vars parameter. For terms with a BAR or CROSS interaction, the nest corresponds to the last variable in the vars parameter. For terms with no interaction, the nest is distributed across all variables that are listed in the vars parameter.
* "vars":["string-1" <, "string-2", ...>]
specifies the variables to use in defining a term of the effect. You must specify at least one variable.
spatialid="variable-name"
specifies a variable that identifies an observation in two tables of input data and spatial weights.
| Alias | sid |
|---|
* table={castable}
specifies the input data table.
For more information about specifying the table parameter, see the common castable parameter (Appendix A: Common Parameters).
tests=[{singleTest-1} <, {singleTest-2}, ...>]
specifies linear hypotheses about the regression parameters that are specified in the model and tests to be performed on the hypotheses (Wald, Lagrange multiplier, and likelihood ratio tests).
The singleTest value can be one or more of the following:
* "eqns":["string-1" <, "string-2", ...>]
specifies a list of equations to be tested for a single test.
"testLabel":"string"
specifies a label to be assigned to a single test.
"testNames":["string-1" <, "string-2", ...>]
specifies one or more of the tests (Wald, LM, and LR) to be applied to each equation in the list.
| Default | WALD |
|---|
timingReport={timingReportOpts}
specifies the type of timing information that you want the action to provide.
The timingReportOpts value can be one or more of the following:
"details":True | False
when set to True, produces a detailed summary of the time used for all phases of execution.
| Default | False |
|---|
"summary":True | False
when set to True, produces a summary of the time used for the main phases of execution.
| Default | False |
|---|
wmatrix={castable}
specifies the input table of spatial weights.
For more information about specifying the wmatrix parameter, see the common castable parameter (Appendix A: Common Parameters).
| Alias | wmat |
|---|
spatialreg Action
Analyzes regression models for spatial data.
R Syntax
Summary: Input and Output Tables
If a row includes a subparameter, you can specify the name, caslib, and so on in the subparameter. Otherwise, you can specify the name, caslib, and so on in the parameter.
|
Parameter |
Subparameter |
Description |
|---|---|---|
|
required parametertable |
— |
specifies the input data table. |
|
— |
specifies the input table of spatial weights. |
|
Parameter |
Subparameter |
Description |
|---|---|---|
|
required parametercasOut |
specifies details for an output data table to contain scores for various statistics. | |
|
names |
specifies the list of display tables that you want to output as CAS tables. If this parameter is not specified, no tables are output as CAS tables. |
Parameter Descriptions
bounds=list("string-1" <, "string-2", ...>)
imposes simple boundary constraints on the parameter estimates.
class=list( list(classStatement-1) <, list(classStatement-2), ...>)
specifies the classification variables.
| Alias | classVars |
|---|
The classStatement value can be one or more of the following:
countMissing=TRUE | FALSE
when set to True, treats missing as a valid level for this variable.
| Default | FALSE |
|---|
descending=TRUE | FALSE
when set to True, reverses the sort order that is imposed by the order parameter.
| Default | FALSE |
|---|
ignoreMissing=TRUE | FALSE
when set to True, ignores the fact that some variables in the observation have missing values and honors the nonmissing values for other variables in that observation.
| Default | FALSE |
|---|
maxLev=integer
specifies the maximum number of levels. A value of 0 means an unlimited number of levels.
| Default | 0 |
|---|---|
| Minimum value | 0 |
order="FORMATTED" | "FREQ" | "FREQFORMATTED" | "FREQINTERNAL" | "INTERNAL"
specifies the sort order for the levels of the classification variable. This ordering determines which parameters in the model correspond to each level in the data.
param="BTH" | "EFFECT" | "GLM" | "ORDINAL" | "ORTHBTH" | "ORTHEFFECT" | "ORTHORDINAL" | "ORTHPOLY" | "ORTHREF" | "POLYNOMIAL" | "REFERENCE"
specifies the parameterization method for the classification variable or variables. The default is GLM when none of the variables specified in the vars parameter includes a param parameter; otherwise, the default is REFERENCE.
ref="FIRST" | "LAST" | double | "string"
specifies the reference level to use when you specify a nonsingular parameterization in the param parameter. For an individual variable, you can specify the level of the variable to use as the reference level. If the action supports the global class options parameter, then you can specify FIRST or LAST.
* vars=list("variable-name-1" <, "variable-name-2", ...>)
specifies the classification variables.
| Alias | name |
|---|
display=list(displayTables)
specifies the list of display tables that you want the action to create. If this parameter is not specified, all tables are created.
For more information about specifying the display parameter, see the common displayTables parameter (Appendix A: Common Parameters).
impact=list(ImpactEstOptions)
specifies impact estimation control options.
| Alias | impactestimate |
|---|
The ImpactEstOptions value can be one or more of the following:
nmc=integer
specifies the number of random draws for impact estimation.
| Alias | ndraws |
|---|---|
| Minimum value | 1 |
order=integer
specifies the order of Neumann series for impact estimation.
| Alias | truncorder |
|---|---|
| Range | 1–2000 |
seed=integer
specifies the seed for random number generation for impact estimation.
| Alias | randomseed |
|---|---|
| Minimum value | 1 |
includeinternalnames=TRUE | FALSE
when set to True, adds an extra column to the parameter estimates table that shows the internal names for the parameters.
| Default | FALSE |
|---|
initialvalues=list("string-1" <, "string-2", ...>)
specifies initial values for parameters in the optimization.
* model=list(spregmodelstmt)
specifies the dependent variable and independent regressor variables for the regression model.
The spregmodelstmt value can be one or more of the following:
depVars=list( list(responsevar-1) <, list(responsevar-2), ...>)
specifies one or more variables to use as response variables in the model. Not all models support more than one response variable.
| Aliases | depVar |
|---|---|
| target |
name="variable-name"
names the response variable.
effects=list( list(effect-1) <, list(effect-2), ...>)
specifies a list of effects that define the model. Each term in this list is made up of variables specified in the vars parameter and their interaction (which can be NONE, CROSS, or BAR). When the interaction is BAR, it can be limited by the maxInteract parameter.
The effect value can be one or more of the following:
interaction="BAR" | "CROSS" | "NONE"
specifies the type of interaction for the variables.
| Alias | interact |
|---|---|
| Default | NONE |
maxInteract=integer
eliminates interaction effects whose order is higher than the specified integer value when used in conjunction with the BAR interaction.
nest=list("string-1" <, "string-2", ...>)
specifies the variables to be nested within the term that is defined by the vars parameter. For terms with a BAR or CROSS interaction, the nest corresponds to the last variable in the vars parameter. For terms with no interaction, the nest is distributed across all variables that are listed in the vars parameter.
* vars=list("string-1" <, "string-2", ...>)
specifies the variables to use in defining a term of the effect. You must specify at least one variable.
modeloptions=list(modeloptions)
specifies options that you can apply to the model.
The modeloptions value can be one or more of the following:
corrb=TRUE | FALSE
when set to True, produces a table of the correlations of the parameter estimates.
| Default | FALSE |
|---|
covb=TRUE | FALSE
when set to True, produces a table of the covariances of the parameter estimates.
| Default | FALSE |
|---|
modelLabel="string"
specifies a label for the model.
modeltype="ALL" | "AUTO" | "CAR" | "LINEAR" | "SAC" | "SAR" | "SARMA" | "SEM" | "SMA"
specifies the type of model to be analyzed.
| Default | SAR |
|---|
noint=TRUE | FALSE
when set to True, suppresses the intercept parameter.
| Default | FALSE |
|---|
noint=TRUE | FALSE
when set to True, does not include the intercept term in the model.
| Default | FALSE |
|---|
montecarloapprox=list(MCApproxOptions)
specifies Monte Carlo approximation control options.
| Alias | approximation |
|---|
| Long form | montecarloapprox=list(method="CHEBYSHEV" | "TAYLOR") |
|---|---|
| Shortcut form | montecarloapprox="CHEBYSHEV" | "TAYLOR" |
The MCApproxOptions value can be one or more of the following:
method="CHEBYSHEV" | "TAYLOR"
specifies the type of approximation to use.
| Alias | approxmethod |
|---|---|
| Default | CHEBYSHEV |
nmc=integer
specifies the number of random draws for approximation.
| Alias | ndraws |
|---|---|
| Minimum value | 1 |
order=integer
specifies the order of series in the Taylor or Chebyshev approximation.
| Alias | truncorder |
|---|---|
| Range | 1–2000 |
seed=integer
specifies the seed for random number generation.
| Alias | randomseed |
|---|---|
| Minimum value | 1 |
nonormalizeWMatrix=TRUE | FALSE
when set to True, suppresses the row standardization of the spatial weights matrix.
| Default | FALSE |
|---|
optimizer=list(optimizerOpts)
specifies parameters that control various aspects of the parameter estimation process.
| Long form | optimizer=list(algorithm="CONJUGATEGRADIENT" | "DOUBLEDOGLEG" | "NEWTONRAPHSONWITHLINESEARCH" | "NEWTONRAPHSONWITHRIDGING" | "NONE" | "QUASINEWTON" | "TRUSTREGION") |
|---|---|
| Shortcut form | optimizer="CONJUGATEGRADIENT" | "DOUBLEDOGLEG" | "NEWTONRAPHSONWITHLINESEARCH" | "NEWTONRAPHSONWITHRIDGING" | "NONE" | "QUASINEWTON" | "TRUSTREGION" |
The optimizerOpts value can be one or more of the following:
aftl=double
specifies an absolute function difference convergence criterion.
| Aliases | absfconv |
|---|---|
| absftol | |
| Minimum value | 0 |
agtl=double
specifies an absolute gradient convergence criterion.
| Aliases | absgconv |
|---|---|
| absgtol | |
| Minimum value | 0 |
algorithm="CONJUGATEGRADIENT" | "DOUBLEDOGLEG" | "NEWTONRAPHSONWITHLINESEARCH" | "NEWTONRAPHSONWITHRIDGING" | "NONE" | "QUASINEWTON" | "TRUSTREGION"
specifies the nonlinear optimization technique to use.
| Aliases | technique |
|---|---|
| tech | |
| method | |
| Default | NEWTONRAPHSONWITHLINESEARCH |
atol=double
specifies an absolute function convergence criterion.
axtl=double
specifies an absolute parameter convergence criterion.
| Alias | absxconv |
|---|---|
| Minimum value | 0 |
ceps=double
specifies the infeasibility tolerance applied to constraints (such as restrictions and bounds).
| Aliases | lceps |
|---|---|
| feastol | |
| Minimum value | 0 |
covestmethod="CROSSOP" | "HESSIAN" | "QML"
ftol=double
specifies a relative function difference convergence criterion.
| Alias | fconv |
|---|---|
| Minimum value | 0 |
gtol=double
specifies a relative gradient convergence criterion.
| Alias | gconv |
|---|---|
| Minimum value | 0 |
iterationHistory=list(iterationHistoryOpts)
when set to True, produces various tables that describe the iteration process.
The iterationHistoryOpts value can be one or more of the following:
basic=TRUE | FALSE
when set to True, produces a table that provides the basic optimization history.
| Default | TRUE |
|---|
estimatesForEachStep=TRUE | FALSE
when set to True, produces a table that provides the parameter estimates calculated at each iteration during the optimization process.
| Default | FALSE |
|---|
olsEstimates=TRUE | FALSE
when set to True, produces a table of the initial parameter estimates based on ordinary least squares estimation. The OLS estimate for a given parameter is ignored if you provide an initial value for that parameter.
| Default | FALSE |
|---|
maxf=double
specifies the maximum number of objective function evaluations in the optimization process.
| Minimum value | 0 |
|---|
maxit=double
specifies the maximum number of iterations in the optimization process.
| Alias | maxiter |
|---|---|
| Minimum value | 0 |
maxtime=double
specifies an upper limit (in seconds) on the CPU time for the optimization process.
| Minimum value | 0 |
|---|
sing=double
specifies the singularity criterion to use for the inversion of the Hessian matrix.
| Minimum value | 0 |
|---|
sweepSing=double
specifies the singularity criterion to use for the inversion of the SSCP matrix.
| Minimum value | 0 |
|---|
output=list(spregoutputStatement)
specifies details for an output data table to contain scores for various statistics.
The spregoutputStatement value can be one or more of the following:
* casOut=list(casouttable)
specifies the settings for an output table.
For more information about specifying the casOut parameter, see the common casouttable parameter (Appendix A: Common Parameters).
copyVars="ALL" | "ALL_MODEL" | "ALL_NUMERIC" | list("variable-name-1" <, "variable-name-2", ...>)
specifies a list of one or more variables to be copied from the input table to the output table. You can alternatively specify the value ALL, ALL_MODEL, or ALL_NUMERIC, which respectively copies all variables, all variables used in the modeling, or all numeric variables from the input table to the output table.
pred="string"
names the variable to contain the expected value of the response variable.
| Aliases | expected |
|---|---|
| mean |
resid="string"
names the variable to contain the residual.
| Alias | residual |
|---|
xbeta="string"
names the variable to contain the estimates of xbeta.
| Alias | xb |
|---|
outputTables=list(outputTables)
specifies the list of display tables that you want to output as CAS tables. If this parameter is not specified, no tables are output as CAS tables.
For more information about specifying the outputTables parameter, see the common outputTables parameter (Appendix A: Common Parameters).
| Alias | displayOut |
|---|
restrictions=list("string-1" <, "string-2", ...>)
specifies linear restrictions to be imposed on the parameter estimates.
spatialeffects=list(slxmodelstmt)
specifies independent regressor variables whose spatial lag is to be added to the MODEL statement.
The slxmodelstmt value can be one or more of the following:
depVars=list( list(responsevar-1) <, list(responsevar-2), ...>)
specifies one or more variables to use as response variables in the model. Not all models support more than one response variable.
| Aliases | depVar |
|---|---|
| target |
name="variable-name"
names the response variable.
effects=list( list(effect-1) <, list(effect-2), ...>)
specifies a list of effects that define the model. Each term in this list is made up of variables specified in the vars parameter and their interaction (which can be NONE, CROSS, or BAR). When the interaction is BAR, it can be limited by the maxInteract parameter.
The effect value can be one or more of the following:
interaction="BAR" | "CROSS" | "NONE"
specifies the type of interaction for the variables.
| Alias | interact |
|---|---|
| Default | NONE |
maxInteract=integer
eliminates interaction effects whose order is higher than the specified integer value when used in conjunction with the BAR interaction.
nest=list("string-1" <, "string-2", ...>)
specifies the variables to be nested within the term that is defined by the vars parameter. For terms with a BAR or CROSS interaction, the nest corresponds to the last variable in the vars parameter. For terms with no interaction, the nest is distributed across all variables that are listed in the vars parameter.
* vars=list("string-1" <, "string-2", ...>)
specifies the variables to use in defining a term of the effect. You must specify at least one variable.
spatialid="variable-name"
specifies a variable that identifies an observation in two tables of input data and spatial weights.
| Alias | sid |
|---|
* table=list(castable)
specifies the input data table.
For more information about specifying the table parameter, see the common castable parameter (Appendix A: Common Parameters).
tests=list( list(singleTest-1) <, list(singleTest-2), ...>)
specifies linear hypotheses about the regression parameters that are specified in the model and tests to be performed on the hypotheses (Wald, Lagrange multiplier, and likelihood ratio tests).
The singleTest value can be one or more of the following:
* eqns=list("string-1" <, "string-2", ...>)
specifies a list of equations to be tested for a single test.
testLabel="string"
specifies a label to be assigned to a single test.
testNames=list("string-1" <, "string-2", ...>)
specifies one or more of the tests (Wald, LM, and LR) to be applied to each equation in the list.
| Default | WALD |
|---|
timingReport=list(timingReportOpts)
specifies the type of timing information that you want the action to provide.
The timingReportOpts value can be one or more of the following:
details=TRUE | FALSE
when set to True, produces a detailed summary of the time used for all phases of execution.
| Default | FALSE |
|---|
summary=TRUE | FALSE
when set to True, produces a summary of the time used for the main phases of execution.
| Default | FALSE |
|---|
wmatrix=list(castable)
specifies the input table of spatial weights.
For more information about specifying the wmatrix parameter, see the common castable parameter (Appendix A: Common Parameters).
| Alias | wmat |
|---|