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The SEVERITY Procedure

DIST Statement
DIST distribution-name <( distribution-options )> ;

This statement specifies a candidate distribution to be estimated by the SEVERITY procedure. Each distribution must be specified by using a separate DIST statement. If the distribution is not a predefined distribution, then the CMPLIB= system option must be submitted with appropriate libraries prior to submitting the PROC SEVERITY step to enable the procedure to find the model functions defined with the FCMP procedure.

If no DIST statement is specified, then the SEVERITY procedure estimates all the predefined distributions for your convenience. The description of the default distributions is provided in the section Predefined Distribution Models.


The following distribution-options can be used in the DIST statement:
INIT=(name=value ...name=value)

specifies the initial values to be used for the distribution parameters to start the parameter estimation process. The values must be specified by parameter names. The parameter names must match the names used in the model definition. For example, let a model M’s definition contain a M_PDF function with following signature:

    function M_PDF(x, alpha, beta);

For this model, the names alpha and beta must be used for the INIT option. The names are case-insensitive. If you do not specify initial values for some parameters in the INIT statement, then a default value of 0.001 is assumed for those parameters. If you specify an incorrect parameter, PROC SEVERITY prints a warning to the SAS log and does not fit the model. All specified values must be nonmissing.

If you are modeling regression effects, then the initial value of the first distribution parameter (alpha in the preceding example) should be the initial base value of the scale parameter or log-transformed scale parameter. More details are provided in the section Estimating Regression Effects.

The use of INIT= option is one of the three methods available for initializing the parameters. You can find more details in the section Parameter Initialization. If none of the initialization methods is used, then PROC SEVERITY initializes all parameters to 0.001.


Note: This procedure is experimental.

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