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.