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;