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The HPSEVERITY Procedure
Overview
Getting Started
A Simple Example of Fitting Predefined Distributions
An Example with Left-Truncation and Right-Censoring
An Example of Modeling Regression Effects
Syntax
Functional Summary
PROC HPSEVERITY Statement
BY Statement
CLASS Statement
DIST Statement
LOSS Statement
NLOPTIONS Statement
OUTSCORELIB Statement
PERFORMANCE Statement
SCALEMODEL Statement
WEIGHT Statement
Programming Statements
Details
Predefined Distributions
Censoring and Truncation
Parameter Estimation Method
Parameter Initialization
Estimating Regression Effects
Levelization of Classification Variables
Specification and Parameterization of Model Effects
Empirical Distribution Function Estimation Methods
Statistics of Fit
Distributed and Multithreaded Computation
Defining a Severity Distribution Model with the FCMP Procedure
Predefined Utility Functions
Scoring Functions
Custom Objective Functions
Input Data Sets
Output Data Sets
Displayed Output
ODS Graphics
Examples
Defining a Model for Gaussian Distribution
Defining a Model for the Gaussian Distribution with a Scale Parameter
Defining a Model for Mixed-Tail Distributions
Fitting a Scaled Tweedie Model with Regressors
Fitting Distributions to Interval-Censored Data
Benefits of Distributed and Multithreaded Computing
Estimating Parameters Using Cramér-von Mises Estimator
Defining a Finite Mixture Model That Has a Scale Parameter
Predicting Mean and Value-at-Risk by Using Scoring Functions
Scale Regression with Rich Regression Effects
References
Details: HPSEVERITY Procedure
Subsections:
Predefined Distributions
Censoring and Truncation
Parameter Estimation Method
Parameter Initialization
Estimating Regression Effects
Levelization of Classification Variables
Specification and Parameterization of Model Effects
Empirical Distribution Function Estimation Methods
Statistics of Fit
Distributed and Multithreaded Computation
Defining a Severity Distribution Model with the FCMP Procedure
Predefined Utility Functions
Scoring Functions
Custom Objective Functions
Input Data Sets
Output Data Sets
Displayed Output
ODS Graphics
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