The SEVERITY Procedure

Functional Summary

Table 29.1 summarizes the statements and options that control the SEVERITY procedure.

Table 29.1: 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 classification variables	CLASS
Specifies the regression effects to model	SCALEMODEL
Specifies distributions to fit	DIST
Specifies the scoring functions and quantiles to write	OUTPUT
Specifies the library to write scoring functions to	OUTSCORELIB
Specifies optimization options	NLOPTIONS
Specifies programming statements that define an objective function	Programming statements
Input and Output 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 input item store for parameter initialization	PROC SEVERITY	INSTORE=
Limits the length of effect names	PROC SEVERITY	NAMELEN=
Specifies the output data set for estimates of scoring functions and quantiles	OUTPUT	OUT=
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=
Specifies the output item store for context and estimation results	PROC SEVERITY	OUTSTORE=
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 confidence level for reporting the confidence interval for EDF estimates	PROC SEVERITY	EDFALPHA=
Specifies the nonparametric method of CDF estimation	PROC SEVERITY	EMPIRICALCDF=
Specifies the sample to be used for computing the EDF estimates	PROC SEVERITY	INITSAMPLE
EMPIRICALCDF=MODIFIEDKM Options
Specifies the 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=
OUT= Data Set Generation Options
Specifies the variables to copy from the DATA= data set to the OUT= data set	OUTPUT	COPYVARS=
Specifies the scoring functions to estimate	OUTPUT	FUNCTIONS=
Specifies the quantiles to estimate	OUTPUT	QUANTILES=
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
Specifies that distributions be listed to the log without estimating any models that use them	DIST	LISTONLY
Limits or suppresses the display of class levels	PROC SEVERITY	NOCLPRINT
Suppresses all displayed and graphical output	PROC SEVERITY	NOPRINT
Specifies which graphical output to prepare	PROC SEVERITY	PLOTS=
Specifies which output to display	PROC SEVERITY	PRINT=
Specifies that distributions be validated without estimating any models that use them	DIST	VALIDATEONLY