Functional Summary

Table 23.1 summarizes the statements and options that control the SEVERITY procedure.

Table 23.1 SEVERITY Functional Summary

Description

Statement

Option

Statements

   

Specifies BY-group processing

BY

 

Specifies the response variable to model along with censoring and truncation effects

LOSS

 

Specifies the weight variable

WEIGHT

 

Specifies the regression variables to model

SCALEMODEL

 

Specifies distributions to fit

DIST

 

Specifies optimization options

NLOPTIONS

 

Specifies programming statements that define an objective function

Programming statements

Data Set Options

   

Specifies that the OUTEST= data set contain covariance estimates

PROC SEVERITY

COVOUT

Specifies the input data set

PROC SEVERITY

DATA=

Specifies the input data set for parameter estimates

PROC SEVERITY

INEST=

Specifies the output data set for CDF estimates

PROC SEVERITY

OUTCDF=

Specifies the output data set for parameter estimates

PROC SEVERITY

OUTEST=

Specifies the output data set for model information

PROC SEVERITY

OUTMODELINFO=

Specifies the output data set for statistics of fit

PROC SEVERITY

OUTSTAT=

Data Interpretation Options

   

Specifies left-censoring

LOSS

LEFTCENSORED=

Specifies left-truncation

LOSS

LEFTTRUNCATED=

Specifies the probability of observability

LOSS

PROBOBSERVED=

Specifies right-censoring

LOSS

RIGHTCENSORED=

Specifies right-truncation

LOSS

RIGHTTRUNCATED=

Model Estimation Options

   

Specifies the model selection criterion

PROC SEVERITY

CRITERION=

Specifies initial values for model parameters

DIST

INIT=

Specifies the objective function symbol

PROC SEVERITY

OBJECTIVE=

Specifies the denominator for computing covariance estimates

PROC SEVERITY

VARDEF=

Empirical CDF (EDF) Estimation Options

   

Specifies the nonparametric method of CDF estimation

PROC SEVERITY

EMPIRICALCDF=

Specifies the value for the lower bound on risk set size when the MODIFIEDKM method is specified in the EMPIRICALCDF= option

PROC SEVERITY

ALPHA=

Specifies the value for the lower bound on risk set size when the MODIFIEDKM method is specified in the EMPIRICALCDF= option

PROC SEVERITY

C=

Specifies the absolute lower bound on risk set size when the MODIFIEDKM method is specified in the EMPIRICALCDF= option

PROC SEVERITY

RSLB=

Specifies that the final EDF estimates be maximum likelihood estimates when the TURNBULL method is specified in the EMPIRICALCDF= option

PROC SEVERITY

ENSUREMLE

Specifies the relative convergence criterion when the TURNBULL method is specified in the EMPIRICALCDF= option

PROC SEVERITY

EPS=

Specifies the maximum number of iterations when the TURNBULL method is specified in the EMPIRICALCDF= option

PROC SEVERITY

MAXITER=

Specifies the threshold below which an EDF estimate is deemed zero when the TURNBULL method is specified in the EMPIRICALCDF= option

PROC SEVERITY

ZEROPROB=

Displayed Output and Plotting Options

   

Specifies that all displayed and graphical output be turned off

PROC SEVERITY

NOPRINT

Specifies the graphical output to be displayed

PROC SEVERITY

PLOTS=

Specifies the output to be displayed

PROC SEVERITY

PRINT=

Specifies the verbosity of messages printed to the log

PROC SEVERITY

VERBOSE=