The SEVERITY Procedure
- Overview
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Getting Started
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Syntax
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DetailsPredefined DistributionsCensoring and TruncationParameter Estimation MethodParameter InitializationEstimating Regression EffectsLevelization of Classification VariablesSpecification and Parameterization of Model EffectsEmpirical Distribution Function Estimation MethodsStatistics of FitDefining a Severity Distribution Model with the FCMP ProcedurePredefined Utility FunctionsScoring FunctionsCustom Objective FunctionsMultithreaded ComputationInput Data SetsOutput Data SetsDisplayed OutputODS Graphics
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ExamplesDefining a Model for Gaussian DistributionDefining a Model for the Gaussian Distribution with a Scale ParameterDefining a Model for Mixed-Tail DistributionsEstimating Parameters Using Cramér-von Mises EstimatorFitting a Scaled Tweedie Model with RegressorsFitting Distributions to Interval-Censored DataDefining a Finite Mixture Model That Has a Scale ParameterPredicting Mean and Value-at-Risk by Using Scoring FunctionsScale Regression with Rich Regression Effects
- References
A BY statement can be used in the SEVERITY procedure to process the input data set in groups of observations defined by the BY variables.
If you specify the BY statement, then PROC SEVERITY expects the input data set to be sorted in the order of the BY variables unless you specify the NOTSORTED option.