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
You can use a series of programming statements that use variables in the input data set specified by DATA= option in the PROC HPSEVERITY statement to assign a value to an objective function symbol. The objective function symbol must be specified using the OBJECTIVE= option in the PROC HPSEVERITY statement. If you do not specify the OBJECTIVE= option in the PROC HPSEVERITY statement, then the programming statements are ignored and models are estimated using the maximum likelihood method.
You can use most DATA step statements and functions in your program. Any additional functions, restrictions, and differences are listed in the section Custom Objective Functions.