The HPSEVERITY Procedure

Functional Summary

Table 23.1 summarizes the statements and options that control the HPSEVERITY procedure.

Table 23.1: HPSEVERITY Functional Summary

Description	Statement	Option
Statements
Specifies BY-group processing	BY
Specifies the response variable to model along with censoring and truncation effects	LOSS
Specifies the weight variable	WEIGHT
Specifies the classification variables	CLASS
Specifies the regression effects to model	SCALEMODEL
Specifies distributions to fit	DIST
Specifies the library to write scoring functions to	OUTSCORELIB
Specifies optimization options	NLOPTIONS
Specifies performance options	PERFORMANCE
Specifies programming statements that define an objective function	Programming statements
Input and Output Options
Specifies that the OUTEST= data set contain covariance estimates	PROC HPSEVERITY	COVOUT
Specifies the input data set	PROC HPSEVERITY	DATA=
Specifies the input data set for parameter estimates	PROC HPSEVERITY	INEST=
Specifies the input item store for parameter initialization	PROC HPSEVERITY	INSTORE=
Limits the length of effect names	PROC HPSEVERITY	NAMELEN=
Specifies the output data set for CDF estimates	PROC HPSEVERITY	OUTCDF=
Specifies the output data set for parameter estimates	PROC HPSEVERITY	OUTEST=
Specifies the output data set for model information	PROC HPSEVERITY	OUTMODELINFO=
Specifies the output data set for statistics of fit	PROC HPSEVERITY	OUTSTAT=
Specifies the output item store for context and estimation results	PROC HPSEVERITY	OUTSTORE=
Data Interpretation Options
Specifies left-censoring	LOSS	LEFTCENSORED=
Specifies left-truncation	LOSS	LEFTTRUNCATED=
Specifies the probability of observability	LOSS	PROBOBSERVED=
Specifies right-censoring	LOSS	RIGHTCENSORED=
Specifies right-truncation	LOSS	RIGHTTRUNCATED=
Model Estimation Options
Specifies the model selection criterion	PROC HPSEVERITY	CRITERION=
Specifies the method for computing mixture distribution	SCALEMODEL	DFMIXTURE=
Specifies initial values for model parameters	DIST	INIT=
Specifies the objective function symbol	PROC HPSEVERITY	OBJECTIVE=
Specifies the offset variable in the scale regression model	SCALEMODEL	OFFSET=
Specifies the denominator for computing covariance estimates	PROC HPSEVERITY	VARDEF=
Empirical Distribution Function (EDF) Estimation Options
Specifies the confidence level for reporting the confidence interval for EDF estimates	PROC HPSEVERITY	EDFALPHA=
Specifies the nonparametric method of CDF estimation	PROC HPSEVERITY	EMPIRICALCDF=
Specifies the sample to be used for computing the EDF estimates	PROC HPSEVERITY	INITSAMPLE
EMPIRICALCDF=MODIFIEDKM Options
Specifies the $\alpha$ value for the lower bound on risk set size	PROC HPSEVERITY	ALPHA=
Specifies the c value for the lower bound on risk set size	PROC HPSEVERITY	C=
Specifies the absolute lower bound on risk set size	PROC HPSEVERITY	RSLB=
EMPIRICALCDF=TURNBULL Options
Specifies that the final EDF estimates be maximum likelihood estimates	PROC HPSEVERITY	ENSUREMLE
Specifies the relative convergence criterion	PROC HPSEVERITY	EPS=
Specifies the maximum number of iterations	PROC HPSEVERITY	MAXITER=
Specifies the threshold below which an EDF estimate is deemed to be 0	PROC HPSEVERITY	ZEROPROB=
Scoring Function Generation Options
Specifies that scoring functions of all models be written to one package	OUTSCORELIB	COMMONPACKAGE
Specifies the output data set for BY-group identifiers	OUTSCORELIB	OUTBYID=
Specifies the output library for scoring functions	OUTSCORELIB	OUTLIB=
Displayed Output and Plotting Options
Specifies that distributions be listed to the log without estimating any models that use them	DIST	LISTONLY
Limits or suppresses the display of class levels	PROC HPSEVERITY	NOCLPRINT
Suppresses all displayed and graphical output	PROC HPSEVERITY	NOPRINT
Specifies which graphical output to prepare	PROC HPSEVERITY	PLOTS=
Specifies which output to display	PROC HPSEVERITY	PRINT=
Specifies that distributions be validated without estimating any models that use them	DIST	VALIDATEONLY