Getting Started with PROC SEVERITY
/*--------------------------------------------------------------
SAS Sample Library
Name: sevgs.sas
Description: Example Program from SAS/ETS User's Guide,
The SEVERITY Procedure
Title: Getting Started with PROC SEVERITY
Product: SAS/ETS Software
Keys: Severity Distribution Modeling
PROC: SEVERITY
Notes:
--------------------------------------------------------------*/
ods graphics on;
/*------------- Simple Lognormal Example -------------*/
data test_sev1(keep=y label='Simple Lognormal Sample');
call streaminit(45678);
label y='Response Variable';
Mu = 1.5;
Sigma = 0.25;
do n = 1 to 100;
y = exp(Mu) * rand('LOGNORMAL')**Sigma;
output;
end;
run;
proc severity data=test_sev1 crit=aicc;
loss y;
dist _predefined_;
run;
/*----- Lognormal Model with left-truncation and censoring -----*/
data test_sev2(keep=y threshold limit
label='A Lognormal Sample With Censoring and Truncation');
set test_sev1;
label y='Censored & Truncated Response';
if _n_ = 1 then call streaminit(45679);
/* make about 20% of the observations left-truncated */
if (rand('UNIFORM') < 0.2) then
threshold = y * (1 - rand('UNIFORM'));
else
threshold = .;
/* make about 15% of the observations right-censored */
iscens = (rand('UNIFORM') < 0.15);
if (iscens) then
limit = y;
else
limit = .;
run;
proc severity data=test_sev2 crit=aicc
print=all plots=(cdfperdist pp qq);
loss y / lt=threshold rc=limit;
dist logn burr gamma weibull;
run;
/*------ Specifying initial values using INIT= option -------*/
proc severity data=test_sev2 crit=aicc print=all plots=none;
loss y / lt=threshold rc=limit;
dist burr(init=(theta=4.62348 alpha=1.15706 gamma=6.41227));
run;
/*----------- Lognormal Model with Regressors ------------*/
data test_sev3(keep=y x1-x3
label='A Lognormal Sample Affected by Regressors');
array x{*} x1-x3;
array b{4} _TEMPORARY_ (1 0.75 -1 0.25);
call streaminit(45678);
label y='Response Influenced by Regressors';
Sigma = 0.25;
do n = 1 to 100;
Mu = b(1); /* log of base value of scale */
do i = 1 to dim(x);
x(i) = rand('UNIFORM');
Mu = Mu + b(i+1) * x(i);
end;
y = exp(Mu) * rand('LOGNORMAL')**Sigma;
output;
end;
run;
proc severity data=test_sev3 crit=aicc print=all;
loss y;
scalemodel x1-x3 / dfmixture=full;
dist logn burr gamma;
run;