The SEVERITY Procedure

Functional Summary

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

Table 23.1: SEVERITY 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 regression variables to model	SCALEMODEL
Specifies distributions to fit	DIST
Specifies the library to write scoring functions to	OUTSCORELIB
Specifies optimization options	NLOPTIONS
Specifies programming statements that define an objective function	Programming statements
Data Set Options
Specifies that the OUTEST= data set contain covariance estimates	PROC SEVERITY	COVOUT
Specifies the input data set	PROC SEVERITY	DATA=
Specifies the input data set for parameter estimates	PROC SEVERITY	INEST=
Specifies the output data set for CDF estimates	PROC SEVERITY	OUTCDF=
Specifies the output data set for parameter estimates	PROC SEVERITY	OUTEST=
Specifies the output data set for model information	PROC SEVERITY	OUTMODELINFO=
Specifies the output data set for statistics of fit	PROC SEVERITY	OUTSTAT=
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 SEVERITY	CRITERION=
Specifies the method for computing mixture distribution	SCALEMODEL	DFMIXTURE=
Specifies initial values for model parameters	DIST	INIT=
Specifies the objective function symbol	PROC SEVERITY	OBJECTIVE=
Specifies the offset variable in the scale regression model	SCALEMODEL	OFFSET=
Specifies the denominator for computing covariance estimates	PROC SEVERITY	VARDEF=
Empirical Distribution Function (EDF) Estimation Options
Specifies the nonparametric method of CDF estimation	PROC SEVERITY	EMPIRICALCDF=
Specifies the confidence level for reporting the confidence interval for EDF estimates	PROC SEVERITY	EDFALPHA=
EMPIRICALCDF=MODIFIEDKM Options
Specifies the $\alpha$ value for the lower bound on risk set size	PROC SEVERITY	ALPHA=
Specifies the $c$ value for the lower bound on risk set size	PROC SEVERITY	C=
Specifies the absolute lower bound on risk set size	PROC SEVERITY	RSLB=
EMPIRICALCDF=TURNBULL Options
Specifies that the final EDF estimates be maximum likelihood estimates	PROC SEVERITY	ENSUREMLE
Specifies the relative convergence criterion	PROC SEVERITY	EPS=
Specifies the maximum number of iterations	PROC SEVERITY	MAXITER=
Specifies the threshold below which an EDF estimate is deemed to be 0	PROC SEVERITY	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
Suppresses all displayed and graphical output	PROC SEVERITY	NOPRINT
Specifies which graphical output to prepare	PROC SEVERITY	PLOTS=
Specifies which displayed output to prepare	PROC SEVERITY	PRINT=
Specifies the verbosity of messages printed to the log	PROC SEVERITY	VERBOSE=
Specifies that distributions be listed to the log without estimating any models that use them	DIST	LISTONLY
Specifies that distributions be validated without estimating any models that use them	DIST	VALIDATEONLY