The HPCDM Procedure (Experimental)
PROC HPCDM accepts the DATA= and SEVERITYEST= data sets and the COUNTSTORE= item store as input. This section details the information that they are expected to contain.
If you specify the BY statement, then the DATA= data set must contain all the BY variables that you specify in the BY statement and the data set must be sorted by the BY variables unless the BY statement includes the NOTSORTED option.
If the severity models in the SEVERITYEST= data set contain any scale regressors, then all those regressors must be present in the DATA= data set.
If you specify the programming statements to compute an aggregate adjusted loss, and if your specified ADJUSTEDSEVERITY= symbol depends on severity adjustment variables, then the DATA= data set must contain all such variables.
The rest of the contents of the DATA= data set depends on whether you specify the EXTERNALCOUNTS statement. If you specify the EXTERNALCOUNTS statement, then the DATA= data set is expected to contain the COUNT= and ID= variables that you specify in the EXTERNALCOUNTS statement. If you do not specify the EXTERNALCOUNTS statement, then the DATA= data set must contain all the regressors, including zero model regressors, that are present in the count model that the COUNTSTORE= item store contains.
You do not need to specify the DATA= data set if all the following conditions are true:
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You do not specify the BY statement.
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You specify a SEVERITYEST= data set such that none of the severity models are scale regression models.
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You do not specify the EXTERNALCOUNTS statement.
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You specify a COUNTSTORE= item store such that the count model contains no count regressors.
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Your severity adjustment programming statements, if you specify any, do not use any external input.
The SEVERITYEST= data set is expected to contain the parameter estimates of the severity models. This is a required data set; you must specify it whenever you use PROC HPCDM.
The SEVERITYEST= data set must have the same format as the OUTEST= data set that is created by the SEVERITY procedure. For more information, see the description of the OUTEST= data set in the SEVERITY procedure in the SAS/ETS User's Guide.
If you specify the BY statement, then the SEVERITYEST= data set must contain all the BY variables that you specify in the BY statement. If you do not specify the NOTSORTED option in the BY statement, then the SEVERITYEST= data set must be sorted by the BY variables.
The COUNTSTORE= item store is expected to be created by using the STORE statement in the COUNTREG procedure. You must specify the COUNTSTORE= item store when you do not specify the EXTERNALCOUNTS statement. For more information, see the description of the STORE statement in the COUNTREG procedure in the SAS/ETS User's Guide.