07-15-2014 06:12 PM
This is a very basic question. Most of the SAS statistical and econometric modeling PROCs have some kind of option to produce an output data set with predicted values. PROC SEVERITY does not appear to me to provide such an option. Is this true? How can I generate predicted values from a PROC SEVERITY model? Can it be done via PROC PLM (in SAS/STAT)? I see that SAS Model Manager has an autocall macro, %MM_Severity_Create_Scorecode, but I don't have SAS Model Manager. Some PROC SEVERITY models can be replicated easily in PROC GENMOD or PROC GLIMMIX, but PROC SEVERITY also includes some distributions that are not easily available in PROC GENMOD or PROC GLIMMIX (e.g., Weibull).
-- TMK --
07-15-2014 07:01 PM
I suspect the idea would be to use the OUTEST data set, merge back with your raw data and use the parameters estimated to estimate the specific outcome.
07-16-2014 08:14 AM