The HPSEVERITY Procedure
- Overview
-
Getting Started
-
Syntax
-
DetailsPredefined DistributionsCensoring and TruncationParameter Estimation MethodParameter InitializationEstimating Regression EffectsLevelization of Classification VariablesSpecification and Parameterization of Model EffectsEmpirical Distribution Function Estimation MethodsStatistics of FitDistributed and Multithreaded ComputationDefining a Severity Distribution Model with the FCMP ProcedurePredefined Utility FunctionsScoring FunctionsCustom Objective FunctionsInput Data SetsOutput Data SetsDisplayed OutputODS Graphics
-
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 EstimatorDefining a Finite Mixture Model That Has a Scale ParameterPredicting Mean and Value-at-Risk by Using Scoring FunctionsScale Regression with Rich Regression Effects
- References
Syntax: HPSEVERITY Procedure
The following statements are available in the HPSEVERITY procedure:
-
PROC HPSEVERITY options;
-
BY variable-list;
-
LOSS <response-variable> </ censoring-truncation-options>;
-
WEIGHT weight-variable;
-
CLASS variable <(options)> …<variable <(options)>> </ global-options>;
-
SCALEMODEL regression-effect-list </ scalemodel-options>;
-
DIST distribution-name-or-keyword <(distribution-option) <distribution-name-or-keyword <(distribution-option)>> …> </ preprocess-options>;
-
OUTSCORELIB <OUTLIB=> fcmp-library-name options;
-
NLOPTIONS options;
-
PERFORMANCE options;