Contents
About
Credits and Acknowledgments
Credits
Documentation
Software
Testing
Internationalization Testing
Technical Support
Acknowledgments
What’s New in SAS/ETS 13.2 High-Performance Procedures
Overview
Highlights of Changes and Enhancements
HPCOUNTREG Procedure
HPSEVERITY Procedure
References
Introduction
Overview of SAS/ETS High-Performance Procedures
About This Book
Chapter Organization
Typographical Conventions
Options Used in Examples
Online Documentation
SAS Technical Support Services
Shared Concepts and Topics
Overview
Processing Modes
Single-Machine Mode
Distributed Mode
Controlling the Execution Mode with Environment Variables and Performance Statement Options
Determining Single-Machine Mode or Distributed Mode
Data Access Modes
Single-Machine Data Access Mode
Distributed Data Access Mode
Determining the Data Access Mode
Alongside-the-Database Execution
Alongside-LASR Distributed Execution
Running High-Performance Analytical Procedures Alongside a SAS LASR Analytic Server in Distributed Mode
Starting a SAS LASR Analytic Server Instance
Associating a SAS Libref with the SAS LASR Analytic Server Instance
Running a High-Performance Analytical Procedure Alongside the SAS LASR Analytic Server Instance
Terminating a SAS LASR Analytic Server Instance
Alongside-LASR Distributed Execution on a Subset of the Appliance Nodes
Running High-Performance Analytical Procedures in Asymmetric Mode
Running in Symmetric Mode
Running in Asymmetric Mode on One Appliance
Running in Asymmetric Mode on Distinct Appliances
Alongside-HDFS Execution
Alongside-HDFS Execution by Using the SASHDAT Engine
Alongside-HDFS Execution by Using the Hadoop Engine
Output Data Sets
Working with Formats
PERFORMANCE Statement
The HPCDM Procedure
Overview: HPCDM Procedure
Getting Started: HPCDM Procedure
Estimating a Simple Compound Distribution Model
Analyzing the Effect of Parameter Uncertainty on the Compound Distribution
Scenario Analysis
Syntax: HPCDM Procedure
Functional Summary
PROC HPCDM Statement
BY Statement
DISTBY Statement
EXTERNALCOUNTS Statement
OUTPUT Statement
OUTSUM Statement
PERFORMANCE Statement
SEVERITYMODEL Statement
Programming Statements
Details: HPCDM Procedure
Specifying Scenario Data in the DATA= Data Set
Simulation Procedure
Simulation of Adjusted Compound Distribution Sample
Parameter Perturbation Analysis
Descriptive Statistics
Input Specification
Output Data Sets
Displayed Output
ODS Graphics
Examples: HPCDM Procedure
Estimating the Probability Distribution of Insurance Payments
Using Externally Simulated Count Data
References
The HPCOPULA Procedure
Overview: HPCOPULA Procedure
PROC HPCOPULA Features
Getting Started: HPCOPULA Procedure
Syntax: HPCOPULA Procedure
Functional Summary
PROC HPCOPULA Statement
DEFINE Statement
SIMULATE Statement
PERFORMANCE Statement
VAR Statement
Details: HPCOPULA Procedure
Sklar’s Theorem
Dependence Measures
Normal Copula
Student’s t copula
Archimedean Copulas
OUTUNIFORM= Data Sets
Examples: HPCOPULA Procedure
Simulating Default Times
References
The HPCOUNTREG Procedure
Overview: HPCOUNTREG Procedure
PROC HPCOUNTREG Features
Getting Started: HPCOUNTREG Procedure
Syntax: HPCOUNTREG Procedure
Functional Summary
PROC HPCOUNTREG Statement
BOUNDS Statement
BY Statement
FREQ Statement
INIT Statement
MODEL Statement
OUTPUT Statement
PERFORMANCE Statement
RESTRICT Statement
WEIGHT Statement
ZEROMODEL Statement
Details: HPCOUNTREG Procedure
Missing Values
Poisson Regression
Negative Binomial Regression
Zero-Inflated Count Regression Overview
Zero-Inflated Poisson Regression
Zero-Inflated Negative Binomial Regression
Computational Resources
Covariance Matrix Types
Displayed Output
OUTPUT OUT= Data Set
OUTEST= Data Set
ODS Table Names
Examples: The HPCOUNTREG Procedure
High-Performance Zero-Inflated Poisson Model
References
The HPPANEL Procedure
Overview: HPPANEL Procedure
Getting Started: HPPANEL Procedure
Syntax: HPPANEL Procedure
Functional Summary
PROC HPPANEL Statement
ID Statement
MODEL Statement
OUTPUT Statement
PERFORMANCE Statement
RESTRICT Statement
TEST Statement
Details: HPPANEL Procedure
Specifying the Input Data
Specifying the Regression Model
Specifying the Number of Nodes and Number of Threads
Unbalanced Data
One-Way Fixed-Effects Model
Two-Way Fixed-Effects Model
Balanced Panels
Unbalanced Panels
One-Way Random-Effects Model
Two-Way Random-Effects Model
Linear Hypothesis Testing
Specification Tests
OUTPUT OUT= Data Set
OUTEST= Data Set
Printed Output
ODS Table Names
Example: HPPANEL Procedure
One-Way Random-Effects High-Performance Model
References
The HPQLIM Procedure
Overview: HPQLIM Procedure
PROC HPQLIM Features
Getting Started: HPQLIM Procedure
Syntax: HPQLIM Procedure
Functional Summary
PROC HPQLIM Statement
BAYES Statement
BOUNDS Statement
BY Statement
ENDOGENOUS Statement
FREQ Statement
HETERO Statement
INIT Statement
MODEL Statement
OUTPUT Statement
PERFORMANCE Statement
PRIOR Statement
RESTRICT Statement
TEST Statement
WEIGHT Statement
Details: HPQLIM Procedure
Ordinal Discrete Choice Modeling
Limited Dependent Variable Models
Stochastic Frontier Production and Cost Models
Heteroscedasticity
Tests on Parameters
Bayesian Analysis
Prior Distributions
Output to SAS Data Set
OUTEST= Data Set
Naming
ODS Table Names
ODS Graphics
Examples: The HPQLIM Procedure
High-Performance Model with Censoring
Bayesian High-Performance Model with Censoring
References
The HPSEVERITY Procedure
Overview: HPSEVERITY Procedure
Getting Started: HPSEVERITY Procedure
A Simple Example of Fitting Predefined Distributions
An Example with Left-Truncation and Right-Censoring
An Example of Modeling Regression Effects
Syntax: HPSEVERITY Procedure
Functional Summary
PROC HPSEVERITY Statement
BY Statement
CLASS Statement
DIST Statement
LOSS Statement
NLOPTIONS Statement
OUTSCORELIB Statement
PERFORMANCE Statement
SCALEMODEL Statement
WEIGHT Statement
Programming Statements
Details: HPSEVERITY Procedure
Predefined Distributions
Censoring and Truncation
Parameter Estimation Method
Parameter Initialization
Estimating Regression Effects
Levelization of Classification Variables
Specification and Parameterization of Model Effects
Empirical Distribution Function Estimation Methods
Statistics of Fit
Distributed and Multithreaded Computation
Defining a Severity Distribution Model with the FCMP Procedure
Predefined Utility Functions
Scoring Functions
Custom Objective Functions
Input Data Sets
Output Data Sets
Displayed Output
ODS Graphics
Examples: HPSEVERITY Procedure
Defining a Model for Gaussian Distribution
Defining a Model for the Gaussian Distribution with a Scale Parameter
Defining a Model for Mixed-Tail Distributions
Fitting a Scaled Tweedie Model with Regressors
Fitting Distributions to Interval-Censored Data
Benefits of Distributed and Multithreaded Computing
Estimating Parameters Using Cramér-von Mises Estimator
Defining a Finite Mixture Model That Has a Scale Parameter
Predicting Mean and Value-at-Risk by Using Scoring Functions
Scale Regression with Rich Regression Effects
References
Product
Release
SAS/ETS
13.2
Type
Usage and Reference
Copyright Date
August 2014
Last Updated
05Aug2014