PROC SEVERITY: How to use different distributions for the body in mixed tail distributions?

FernandoF — Wed, 13 Jan 2016 10:35:52 GMT

I have seen the example of the Logn-GPD in the sas support, but haven´t found anything for other distributions.

http://support.sas.com/resources/papers/proceedings15/3359-2015.pdf

I'm trying to replicate the example for different body distributions (Burr, Gamma, Pareto, Weibull, etc.) but so far no luck. There are no errors in the code but when I try to fit the model there is no convergence.

Does anyone know how to do this or have done this before?

Thanks.

Re: PROC SEVERITY: How to use different distributions for the body in mixed tail distributions?

Rick_SAS — Thu, 14 Jan 2016 15:17:25 GMT

The documentation for PROC SEVERITY has many examples, including how to define your own and how to use the built-in distributions.

topic Re: PROC SEVERITY: How to use different distributions for the body in mixed tail distributions? in Statistical Procedures

PROC SEVERITY: How to use different distributions for the body in mixed tail distributions?

Re: PROC SEVERITY: How to use different distributions for the body in mixed tail distributions?