The SEVERITY Procedure |
PROC SEVERITY Statement |
names the input data set. If the DATA= option is not specified, then the most recently created SAS data set is used.
names the output data set to contain estimates of the parameter values and their standard errors for each model whose parameter estimation process converges. Details of the variables in this data set are provided in the section OUTEST= Data Set.
specifies that the OUTEST= data set contain the estimate of the covariance structure of the parameters. This option has no effect if the OUTEST= option is not specified. Details of how the covariance is reported in OUTEST= data set are provided in the section OUTEST= Data Set.
specifies the denominator to use for computing the covariance estimates. The following options are available:
specifies that the number of nonmissing observations minus the model degrees of freedom (number of parameters) be used.
specifies that the number of nonmissing observations be used.
The details of the covariance estimation are provided in the section Estimating Covariance and Standard Errors.
names the output data set to contain the values of statistics of fit for each model whose parameter estimation process converges. Details of the variables in this data set are provided in the section OUTSTAT= Data Set.
names the output data set to contain estimates of the cumulative distribution function (CDF) value at each of the observations. The information is output for each specified model whose parameter estimation process converges. The data set also contains the estimates of the empirical distribution function (EDF). Details of the variables in this data set are provided in the section OUTCDF= Data Set.
names the output data set to contain the status of each fitted model. The status information includes the convergence status of the optimization process that is used to estimate the parameters, the status of estimating the covariance matrix, and whether a model is the best according to the specified selection criterion. Details of the variables in this data set are provided in the section OUTMODELINFO= Data Set.
names the input data set that contains the initial values of the parameter estimates to start the optimization process. The initial values specified in the INIT= option in the DIST statement take precedence over any initial values specified in this data set. Details of the variables in this data set are provided in the section INEST= Data Set.
turns off all displayed and graphical output. If specified, any value specified for the PRINT= and PLOTS= options is ignored.
specifies the desired displayed output. The display-options are separated by spaces.
The following global-display-option is available:
The following display-options are available:
displays all the output.
displays none of the output. If specified, this option overrides all the other display options. The default displayed output is also suppressed.
displays the descriptive statistics for the response variable and the regressor variables, if they are specified.
displays the model selection table.
displays the comparison of all the statistics of fit for all the models in one table. The table does not include the models whose parameter estimation process does not converge.
displays the initial values and bounds used for estimating each model.
displays the convergence status of the parameter estimation process.
displays the iteration history of the nonlinear optimization process used for estimating the parameters.
displays the summary of the nonlinear optimization process used for estimating the parameters.
displays the statistics of fit for each model. The statistics of fit are not displayed for models whose parameter estimation process does not converge.
displays the final estimates of parameters. The estimates are not displayed for models whose parameter estimation process does not converge.
If the PRINT= option is not specified or the ONLY global-display-option is not specified, then the default displayed output is equivalent to specifying PRINT=(SELECTION CONVSTATUS NLOSUMMARY STATISTICS ESTIMATES).
specifies the desired graphical output. The global-plot-options and plot-request-options are separated by spaces.
The following global-plot-options are available:
turns off the default graphical output and prepares only the requested plots.
marks right-censored observations, if any, in the PDF and CDF plots. This option has no effect if right-censoring is not specified in the MODEL statement.
marks left-truncated observations, if any, in the PDF and CDF plots. This option has no effect if left-truncation is not specified in the MODEL statement.
plots the histogram of the response variable on the PDF plots.
plots the kernel estimate of the probability density of the response variable on the PDF plots.
The following plot-request-options are available:
displays all the graphical output.
displays none of the graphical output. If specified, this option overrides all the other plot request options. The default graphical output is also suppressed.
prepares a plot that compares the cumulative distribution function (CDF) estimates of all the candidate distribution models and the empirical distribution function (EDF) estimate. The plot does not contain CDF estimates for models whose parameter estimation process does not converge.
prepares a plot of the CDF estimates of each candidate distribution model. A plot is not prepared for models whose parameter estimation process does not converge.
prepares a plot that compares the probability density function (PDF) estimates of all the candidate distribution models. The plot does not contain PDF estimates for models whose parameter estimation process does not converge.
prepares a plot of the PDF estimates of each candidate distribution model. A plot is not prepared for models whose parameter estimation process does not converge.
prepares the probability-probability plot (known as the P-P plot) that compares the CDF estimate of each candidate distribution model against the empirical distribution function (EDF). The data shown in this plot is used for computing the EDF-based statistics of fit.
If the PLOTS= option is not specified or the ONLY global-plot-option is not specified, then the default graphical output is equivalent to specifying PLOTS=(CDF PDF).
Note: This procedure is experimental.
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