Resources

Fitting Distributions to Interval-Censored Data

/*--------------------------------------------------------------

                    SAS Sample Library

        Name: sevex06.sas
 Description: Example Program from SAS/ETS User's Guide,
              The SEVERITY Procedure
       Title: Fitting Distributions to Interval-Censored Data
     Product: SAS/ETS Software
        Keys: Severity Distribution Modeling
        PROC: SEVERITY
       Notes:

--------------------------------------------------------------*/

ods graphics on;


/* 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;


/* Prepare nonparametric estimates */
proc severity data=gdental print=all plots(histogram kernel)=all;
   loss / rc=lowerbd lc=upperbd;
   weight count;
run;


/* Fit all predefined distributions */
proc severity data=gdental print=all plots(histogram kernel)=all
              criterion=ad;
   loss / rc=lowerbd lc=upperbd;
   weight count;
   dist _predef_;
run;