SAS/ETS User's Guide Example Programs

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;
Resources

Getting Started with PROC SEVERITY
