CCDM Procedure
Input Specification
PROC CCDM accepts the COUNTSTORE= item store, DATA= data table, SEVERITYEST= data table, and SEVERITYSTORE= item store as input. This section describes the information that they are expected to contain.
COUNTSTORE= Item Store
The COUNTSTORE= item store is expected to be created by using the STORE= option in the CNTSELECT procedure. You must specify the COUNTSTORE= item store when you do not specify either the COUNTMODEL statement or the EXTERNALCOUNTS statement. For more information, see the description of the STORE= option in the CNTSELECT procedure in SAS Econometrics: Econometrics Procedures.
If you specify the BY statement, then the COUNTSTORE= item store must have been created by using a PROC CNTSELECT step that uses an identical BY statement.
DATA= Data Table
If you specify the BY statement, then the DATA= data table must contain all the BY variables that you specify in the BY statement.
If the severity models in the SEVERITYEST= data table or SEVERITYSTORE= item store contain any scale regressors, then all those regressors must be present in the DATA= data table.
If you specify the programming statements to compute an aggregate adjusted loss, and if any of your specified ADJUSTEDSEVERITY= option symbols depend on the severity adjustment variables, then the DATA= data table must contain all such adjustment variables.
The rest of the contents of the DATA= data table depends on whether you specify the EXTERNALCOUNTS statement. If you specify the EXTERNALCOUNTS statement, then the DATA= data table is expected to contain the COUNT= and ID= variables that you specify in the EXTERNALCOUNTS statement. If you specify the COUNTSTORE= item store but you do not specify the EXTERNALCOUNTS statement, then the DATA= data table must contain all the regressors that are present in the count model that the COUNTSTORE= item store contains.
You do not need to specify the DATA= data table if all the following conditions are true:
You do not specify the BY statement.
You specify the severity models such that none of them are scale regression models.
You do not specify the EXTERNALCOUNTS statement.
You specify the COUNTMODEL statement, or you specify a COUNTSTORE= item store such that the count model contains no count regressors.
Your severity adjustment programming statements, if you specify any, do not use any external input.
If you specify the BY statement, then PROC CCDM analyzes only the BY groups that are present in the input source of the severity models and count models. If neither the severity models nor the count models contain regression effects, then the DATA= data table must contain BY variables and one row for each BY group that you want PROC CCDM to analyze.
SEVERITYEST= Data Table
The SEVERITYEST= data table is expected to contain the parameter estimates of the severity models. This is a required data table; you must specify it whenever you use PROC CCDM.
The SEVERITYEST= data table must be an OUTEST= data table that the SEVSELECT procedure creates. For more information, see the description of the OUTEST= data table in the SEVSELECT procedure in SAS Econometrics: Econometrics Procedures.
If you specify the BY statement, then the SEVERITYEST= data table must contain all the BY variables that you specify in the BY statement.
SEVERITYSTORE= Item Store
The SEVERITYSTORE= item store is expected to be created by using the OUTSTORE= option in a PROC SEVSELECT statement. For more information, see the description of the OUTSTORE= option in the SEVSELECT procedure in SAS Econometrics: Econometrics Procedures.
You must specify this item store when you do not specify the SEVERITYEST= data table. Also, if your severity model is a scale regression model that contains classification or interaction effects, then you cannot use the SEVERITYEST= data table. You must specify such severity models by specifying the SEVERITYSTORE= item store.
If you specify the BY statement, then the SEVERITYSTORE= item store must have been created by using a PROC SEVSELECT step that uses an identical BY statement.