HPSEVERITY Procedure
Functional Summary
Table 1 summarizes the statements and options that control the HPSEVERITY procedure.
Table 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 performance options | PERFORMANCE | |
| Specifies programming statements that define an objective function | Programming statements | |
| Input and Output Options | ||
| Specifies that the OUTEST= data set contain covariance estimates | PROC HPSEVERITY | COVOUT |
| Specifies the input data set | PROC HPSEVERITY | DATA= |
| Specifies the input data set for parameter estimates | PROC HPSEVERITY | INEST= |
| Specifies the input item store for parameter initialization | PROC HPSEVERITY | INSTORE= |
| Limits the length of effect names | PROC HPSEVERITY | NAMELEN= |
| Specifies the output data set for estimates of scoring functions and quantiles | OUTPUT | OUT= |
| Specifies the output data set for CDF estimates | PROC HPSEVERITY | OUTCDF= |
| Specifies the output data set for parameter estimates | PROC HPSEVERITY | OUTEST= |
| Specifies the output data set for model information | PROC HPSEVERITY | OUTMODELINFO= |
| Specifies the output data set for statistics of fit | PROC HPSEVERITY | OUTSTAT= |
| Specifies the output item store for context and estimation results | PROC HPSEVERITY | 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 HPSEVERITY | CRITERION= |
| Specifies the method for computing mixture distribution | SCALEMODEL | DFMIXTURE= |
| Specifies initial values for model parameters | DIST | INIT= |
| Specifies the objective function symbol | PROC HPSEVERITY | OBJECTIVE= |
| Specifies the offset variable in the scale regression model | SCALEMODEL | OFFSET= |
| Specifies the denominator for computing covariance estimates | PROC HPSEVERITY | VARDEF= |
| Empirical Distribution Function (EDF) Estimation Options | ||
| Specifies the confidence level for reporting the confidence interval for EDF estimates | PROC HPSEVERITY | EDFALPHA= |
| Specifies the nonparametric method of CDF estimation | PROC HPSEVERITY | EMPIRICALCDF= |
| Specifies the sample to be used for computing the EDF estimates | PROC HPSEVERITY | INITSAMPLE |
| EMPIRICALCDF=MODIFIEDKM Options | ||
Specifies the  value for the lower bound on risk set size | PROC HPSEVERITY | ALPHA= |
| Specifies the c value for the lower bound on risk set size | PROC HPSEVERITY | C= |
| Specifies the absolute lower bound on risk set size | PROC HPSEVERITY | RSLB= |
| EMPIRICALCDF=TURNBULL Options | ||
| Specifies that the final EDF estimates be maximum likelihood estimates | PROC HPSEVERITY | ENSUREMLE |
| Specifies the relative convergence criterion | PROC HPSEVERITY | EPS= |
| Specifies the maximum number of iterations | PROC HPSEVERITY | MAXITER= |
| Specifies the threshold below which an EDF estimate is deemed to be 0 | PROC HPSEVERITY | 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 HPSEVERITY | NOCLPRINT |
| Suppresses all displayed and graphical output | PROC HPSEVERITY | NOPRINT |
| Specifies which graphical output to prepare | PROC HPSEVERITY | PLOTS= |
| Specifies which output to display | PROC HPSEVERITY | PRINT= |
| Specifies that distributions be validated without estimating any models that use them | DIST | VALIDATEONLY |
Last updated: June 19, 2025