The SEVERITY Procedure
- Overview
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Getting Started
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Syntax
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DetailsPredefined DistributionsCensoring and TruncationParameter Estimation MethodParameter InitializationEstimating Regression EffectsLevelization of Classification VariablesSpecification and Parameterization of Model EffectsEmpirical Distribution Function Estimation MethodsStatistics of FitDefining a Severity Distribution Model with the FCMP ProcedurePredefined Utility FunctionsScoring FunctionsCustom Objective FunctionsMultithreaded ComputationInput Data SetsOutput Data SetsDisplayed OutputODS Graphics
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ExamplesDefining a Model for Gaussian DistributionDefining a Model for the Gaussian Distribution with a Scale ParameterDefining a Model for Mixed-Tail DistributionsEstimating Parameters Using Cramér-von Mises EstimatorFitting a Scaled Tweedie Model with RegressorsFitting Distributions to Interval-Censored DataDefining a Finite Mixture Model That Has a Scale ParameterPredicting Mean and Value-at-Risk by Using Scoring FunctionsScale Regression with Rich Regression Effects
- References
The following statements are available in the SEVERITY procedure:
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PROC SEVERITY options;
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BY variable-list;
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LOSS <response-variable> </ censoring-truncation-options>;
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WEIGHT weight-variable;
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CLASS variable <(options)> …<variable <(options)>> </ global-options>;
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SCALEMODEL regression-effect-list </ scalemodel-options>;
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DIST distribution-name-or-keyword <(distribution-option) <distribution-name-or-keyword <(distribution-option)>> …> </ preprocess-options>;
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OUTSCORELIB <OUTLIB=> fcmp-library-name options;
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NLOPTIONS options;