The SEVSELECT Procedure

Functional Summary

Table 14.1 summarizes the statements and options that control the SEVSELECT procedure.

Table 14.1: 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 distributions to fit

DIST

 

Specifies the classification variables

CLASS

 

Specifies the constructed regression effects

EFFECT

 

Specifies the regression effects to model

SCALEMODEL

 

Specifies the options for selecting the best subset of regression effects

SELECTION

 

Specifies the ODS tables to display (an alternative to the PRINT= option)

DISPLAY

 

Specifies the ODS tables to save as CAS output tables

DISPLAYOUT

 

Specifies the scoring functions and quantiles to write

OUTPUT

 

Specifies the library to write scoring functions to

OUTSCORELIB

 

Specifies the optimization options

NLOPTIONS

 

Specifies programming statements that define an objective function

Programming statements

Input and Output Options

  

Specifies the input data table

PROC SEVSELECT

DATA=

Specifies the input data table for parameter estimates

PROC SEVSELECT

INEST=

Specifies the output data table for estimates of scoring functions and quantiles

OUTPUT

OUT=

Specifies the output data table for parameter estimates

PROC SEVSELECT

OUTEST=

Specifies the output data table for model information

PROC SEVSELECT

OUTMODELINFO=

Specifies the output data table for statistics of fit

PROC SEVSELECT

OUTSTAT=

Specifies the output item store for context and estimation results

PROC SEVSELECT

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=

Distribution Processing Options

  

Specifies the CAS table to read the distribution definitions from

DIST

INFUNCDEF=

Specifies that distributions be listed in the log without estimating any models that use them

DIST

LISTONLY

Specifies the CAS table to write the distribution definitions to

DIST

OUTFUNCDEF=

Specifies that distributions be validated without estimating any models that use them

DIST

VALIDATEONLY

Model Estimation Options

  

Specifies the method for computing mixture distribution

SCALEMODEL

DFMIXTURE=

Specifies that informative missingness be used to model missing values of regressors

SCALEMODEL

INFORMATIVE

Specifies initial values for model parameters

DIST

INIT=

Specifies the sample to be used for computing initial parameter estimates

PROC SEVSELECT

INITSAMPLE

Specifies the objective function symbol

PROC SEVSELECT

OBJECTIVE=

Specifies the offset variable in the scale regression model

SCALEMODEL

OFFSET=

Specifies the denominator for computing covariance estimates

PROC SEVSELECT

VARDEF=

Regression Effect Selection Options

  

Specifies whether and how the model hierarchy requirement is applied

SELECTION

HIERARCHY=

Specifies the set of regression effects to be forced in all models

SCALEMODEL

INCLUDE=

Specifies the selection method

SELECTION

METHOD=

Specifies the selection order for displaying effects in the selected model

SELECTION

ORDERSELECT

Specifies the optimization technique to use for the intermediate selection steps

PROC SEVSELECT

SELECTNLOTECH=

Specifies the set of regression effects to begin the selection process

SCALEMODEL

START=

Specifies how to apply the STOP= criterion

SELECTION

STOPHORIZON=

Regression Effect Selection Method Options

  

Specifies a criterion for choosing the best model at each step

SELECTION

CHOOSE=

Specifies that the competitive form of the stepwise selection method be used

SELECTION

COMPETITIVE

Specifies the maximum number of effects in the model

SELECTION

MAXEFFECTS=

Specifies the maximum number of selection steps

SELECTION

MAXSTEPS=

Specifies the minimum number of effects in the model

SELECTION

MINEFFECTS=

Specifies a criterion to decide which effects enter or leave the model at each step

SELECTION

SELECT=

Specifies a criterion for stopping the selection process

SELECTION

STOP=

Empirical Distribution Function (EDF) Estimation Options

Specifies the nonparametric method of CDF estimation

PROC SEVSELECT

EMPIRICALCDF=

EMPIRICALCDF=MODIFIEDKM Options

  

Specifies the value for the lower bound on risk set size

PROC SEVSELECT

ALPHA=

Specifies the c value for the lower bound on risk set size

PROC SEVSELECT

C=

Specifies the absolute lower bound on risk set size

PROC SEVSELECT

RSLB=

EMPIRICALCDF=TURNBULL Options

  

Specifies that the final EDF estimates be maximum likelihood estimates

PROC SEVSELECT

ENSUREMLE

Specifies the relative convergence criterion

PROC SEVSELECT

EPS=

Specifies the maximum number of iterations

PROC SEVSELECT

MAXITER=

Specifies the threshold below which an EDF estimate is deemed to be 0

PROC SEVSELECT

ZEROPROB=

OUT= Data Table Generation Options

  

Specifies the variables to copy from the DATA= data table to the OUT= data table

OUTPUT

COPYVARS=

Specifies the scoring functions to estimate

OUTPUT

FUNCTIONS=

Specifies the quantiles to estimate

OUTPUT

QUANTILES=

OUTEST= Data Table Generation Options

  

Specifies that the OUTEST= data table contain covariance estimates

PROC SEVSELECT

COVOUT

Specifies that only the selected regression parameters be written

PROC SEVSELECT

SELECTOUT

Specifies that estimates of parameters not in the final model be 0

PROC SEVSELECT

ZEROEST

Scoring Function Generation Options

  

Writes scoring functions of all models 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 Options

  

Specifies the criterion to report in the model selection table

PROC SEVSELECT

CRITERION=

Specifies the level of detail to be produced about the selection process

SELECTION

DETAILS=

Specifies the confidence level for reporting the confidence interval for EDF estimates

PROC SEVSELECT

EDFALPHA=

Limits or suppresses the display of class levels

PROC SEVSELECT

NOCLPRINT

Suppresses all displayed and graphical output

PROC SEVSELECT

NOPRINT

Specifies which graphical output to prepare

PROC SEVSELECT

PLOTS=

Specifies which graphical output to prepare about the selection process

SELECTION

PLOTS=

Specifies which output to display

PROC SEVSELECT

PRINT=


Last updated: June 14, 2018