https://communities.sas.com/t5/Statistical-Procedures/Fitting-a-Pareto/m-p/11724#M162 I'm developing a regression model where the dependent variable looks like a Pareto distribution. Is it possible, in SAS, to create a best fit of independent parameters to a dependent parameter with a Pareto shape? What procedure would be appropriate for that?<BR /> <BR /> I apologize if this question does not make a lot of sense, but my statistics background is not enough to get my head around this one. Thanks for reading. Wed, 04 Nov 2009 14:20:44 GMT GVeers 2009-11-04T14:20:44Z https://communities.sas.com/t5/Statistical-Procedures/Fitting-a-Pareto/m-p/11724#M162 I'm developing a regression model where the dependent variable looks like a Pareto distribution. Is it possible, in SAS, to create a best fit of independent parameters to a dependent parameter with a Pareto shape? What procedure would be appropriate for that?<BR /> <BR /> I apologize if this question does not make a lot of sense, but my statistics background is not enough to get my head around this one. Thanks for reading. Wed, 04 Nov 2009 14:20:44 GMT https://communities.sas.com/t5/Statistical-Procedures/Fitting-a-Pareto/m-p/11724#M162 GVeers 2009-11-04T14:20:44Z https://communities.sas.com/t5/Statistical-Procedures/Fitting-a-Pareto/m-p/11725#M163 To clarify, the dependent variable "looks" like a Pareto when I look at a histogram of the variable - the small values are of very high probability and there is a large dropoff as the values increase.<BR /> <BR /> I guess I'm struggling with how you go from a probability distribution to a regression equation where probability is not one of the variables. Thank you to all who take a look at this. Wed, 04 Nov 2009 14:31:44 GMT https://communities.sas.com/t5/Statistical-Procedures/Fitting-a-Pareto/m-p/11725#M163 GVeers 2009-11-04T14:31:44Z