Fitting Distributions to Interval-Censored Data
/*--------------------------------------------------------------
SAS Sample Library
Name: hsevex05.sas
Description: Example program from SAS/ETS High Performance
Procedures User's Guide, The HPSEVERITY Procedure
Title: Fitting Distributions to Interval-Censored Data
Product: SAS High Performance Econometrics Software
Keys: Severity Distribution Modeling
PROC: HPSEVERITY
Notes:
--------------------------------------------------------------*/
/* Grouped dental insurance claims data
(Klugman, Panjer, and Willmot 1998) */
data gdental;
input lowerbd upperbd count @@;
datalines;
0 25 30 25 50 31 50 100 57 100 150 42 150 250 65 250 500 84
500 1000 45 1000 1500 10 1500 2500 11 2500 4000 3
;
run;
/* Fit all predefined distributions */
proc hpseverity data=gdental edf=turnbull print=all criterion=aicc;
loss / rc=lowerbd lc=upperbd;
weight count;
dist _predef_;
performance nthreads=1;
run;