The HPSEVERITY Procedure
- Overview
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Getting Started
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Syntax
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DetailsPredefined DistributionsCensoring and TruncationParameter Estimation MethodDetails of Optimization AlgorithmsParameter InitializationEstimating Regression EffectsEmpirical Distribution Function Estimation MethodsStatistics of FitDistributed and Multithreaded ComputationDefining a Severity Distribution Model with the FCMP ProcedurePredefined Utility FunctionsCustom Objective FunctionsInput Data SetsOutput Data SetsDisplayed Output
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ExamplesDefining a Model for Gaussian DistributionDefining a Model for the Gaussian Distribution with a Scale ParameterDefining a Model for Mixed-Tail DistributionsFitting a Scaled Tweedie Model with RegressorsFitting Distributions to Interval-Censored DataBenefits of Distributed and Multithreaded ComputingEstimating Parameters Using Cramér-von Mises Estimator
- References
The following statements are available in the HPSEVERITY procedure:
PROC HPSEVERITY
options ;
LOSS
<response-variable> </ censoring-truncation-options> ;
WEIGHT
weight-variable ;
SCALEMODEL
regressor-variable-list </ scalemodel-option> ;
DIST
distribution-name-or-keyword <(distribution-option) <distribution-name-or-keyword <(distribution-option)>> ...> </ preprocess-options>
;
NLOPTIONS
options ;
PERFORMANCE
options ;
Programming statements
;