SAS/Ets User's Guide 71. Provides detailed reference material for using SAS/ETS software and guides you through the analysis and forecasting of features such as univariate and multivariate time series, cross-sectional time series, seasonal adjustments, multiequational nonlinear models, discrete choice models, limited dependent variable models, portfolio analysis, and generation of financial reports, with introductory and advanced examples for each procedure. You can also find complete information about two easy-to-use point-and-click applications: the Time Series Forecasting System, for automatic and interactive time series modeling and forecasting, and the Investment Analysis System, for time-value of money analysis of a variety of investments | 692 F Chapter 12 The ENTROPY Procedure Experimental CATEGORY variable specifies the variable that keeps track of the categories the dependent variable is in when there is range censoring. When the actual value is observed this variable should be set to MISSING. RANGE ID QS INT L NUMBER R NUMBER ESUPPORTS support prior . specifies that the dependent variable be range bound. The RANGE option defines the range and the key RANGE that is used to identify the observation as being range bound. The RANGE value should be some value in the CATEGORY variable. The L and R define respectively the left endpoint of the range and the right endpoint of the range. ESUPPORTS sets the error supports on the variable. PRIORS Statement PRIORS variable support points priors variable support points priors . The PRIORS statement specifies the support points and prior weights for the coefficients on the variables. Support points for coefficients default to five points determined as follows 2 value value 0 value 2 value where value is computed as value mean 3 stderr multiplier where the mean and the stderr are obtained from OLS and the multiplier depends on the MUL-TIPLIER option. The MULTIPLIER option defaults to 2 for unrestricted models and to 4 for restricted models. The prior probabilities for each support point default to the uniform distribution. The number of support points must be at least two. If priors are specified they must be positive and there must be the same number of priors as there are support points. Priors and support points can also be specified through the PDATA data set. RESTRICT Statement RESTRICT restrictionl restriction2. The RESTRICT statement is used to impose linear restrictions on the parameter estimates. You can specify any number of RESTRICT statements. Each restriction is written as an optional name followed by an expression followed by an equality operator or an inequality operator followed by a second expression name expression operator expression TEST .
