|Programming Statements (Experimental)|
You can use a series of programming statements that use variables in the input data set specified by DATA= option in the PROC SEVERITY statement to assign a value to an objective function symbol. The objective function symbol must be specified using the OBJECTIVE= option in the PROC SEVERITY statement. If you do not specify the OBJECTIVE= option in the PROC SEVERITY statement, then the programming statements are ignored and models are estimated using the maximum likelihood method.
You can use most DATA step statements and functions in your program. Any additional functions, restrictions, and differences are listed in the section Custom Objective Functions.