• Contents
  • About
  • Credits and Acknowledgments
    • Credits
      • Documentation
      • Software
      • Testing
      • Internationalization Testing
      • Technical Support
    • Acknowledgments
  • What’s New in SAS/ETS 14.1 High-Performance Procedures
    • Overview
      • Highlights of Changes and Enhancements
    • HPCOUNTREG Procedure
    • HPPANEL 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 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
      • CLASS Statement
      • DISPMODEL Statement
      • FREQ Statement
      • INIT Statement
      • MODEL Statement
      • OUTPUT Statement
      • PERFORMANCE Statement
      • RESTRICT Statement
      • TEST Statement
      • WEIGHT Statement
      • ZEROMODEL Statement
    • Details: HPCOUNTREG Procedure
      • Missing Values
      • Poisson Regression
      • Conway-Maxwell-Poisson Regression
      • Negative Binomial Regression
      • Zero-Inflated Count Regression Overview
      • Zero-Inflated Poisson Regression
      • Zero-Inflated Conway-Maxwell-Poisson Regression
      • Zero-Inflated Negative Binomial Regression
      • Parameter Naming Conventions for the RESTRICT, TEST, BOUNDS, and INIT Statements
      • 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
      • Between Estimators
      • Pooled Estimator
      • 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


ProductRelease
SAS/ETS14.1
Type
Usage and Reference
Copyright Date
July 2015
Last Updated
14Jul2015