The SEVERITY Procedure
- Overview
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Getting Started
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Syntax
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Details
Predefined Distributions Censoring and Truncation Parameter Estimation Method Parameter Initialization Estimating Regression Effects Empirical Distribution Function Estimation Methods Statistics of Fit Defining a Distribution Model with the FCMP Procedure Predefined Utility Functions Custom Objective Functions Input Data Sets Output Data Sets Displayed Output ODS Graphics
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Examples
Defining a Model for Gaussian Distribution Defining a Model for Gaussian Distribution with a Scale Parameter Defining a Model for Mixed-Tail Distributions Estimating Parameters Using Cramér-von Mises Estimator Fitting a Scaled Tweedie Model with Regressors Fitting Distributions to Interval-Censored Data
- References
| NLOPTIONS Statement |
The SEVERITY procedure uses the nonlinear optimization (NLO) subsystem to perform the nonlinear optimization of the likelihood function to obtain the estimates of distribution and regression parameters. You can use the NLOPTIONS statement to control different aspects of this optimization process. For most problems, the default settings of the optimization process are adequate. However, in some cases it might be useful to change the optimization technique or to change the maximum number of iterations. The following statement uses the MAXITER= option to set the maximum number of iterations to 200 and uses the TECH= option to change the optimization technique to the double-dogleg optimization (DBLDOG) rather than the default technique, the trust region optimization (TRUREG), used in the SEVERITY procedure:
nloptions tech=dbldog maxiter=200;
A discussion of the full range of options that can be used with the NLOPTIONS statement is given in Chapter 6, Nonlinear Optimization Methods. The SEVERITY procedure supports all of those options except the options that are related to displaying the optimization information. You can use the PRINT= option in the PROC SEVERITY statement to request the optimization summary and iteration history. If you specify more than one NLOPTIONS statement, then the first statement is used.