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proc hpcdm

Occasional Contributor
Posts: 18

proc hpcdm

I would like to use a binomial distribution with this proc,

Can i do that?


I would like to use a constant, can i do that?



SAS Employee
Posts: 5

Re: proc hpcdm

For a frequency distribution to be accepted through the COUNTSTORE= option of PROC HPCDM, you need to estimate it with PROC COUNTREG. Unfortunately, PROC COUNTREG does not support binomial distribution. However, it does support the negative binomial distribution, which is more commonly used to model count data than the binomial distribution. If you cannot use the negative binomial distribution, then you will need to use the external counts feature of PROC HPCDM. Steps to take:

  • Estimate the binomial distribution by using something other than PROC COUNTREG.
  • Simulate a sample data set of counts by using your estimated binomial distribution. You can use DATA step to do this. Say this data set is called WORK.FOO and stores the generated count in a variable called COUNT.
  • Invoke PROC HPCDM with DATA=WORK.FOO along with other options as needed and specify "EXTERNALCOUNTS COUNT=COUNT;" statement to tell PROC HPCDM which variable contains the simulated counts.


I do not understand your question about "use a constant. Can you please elaborate? Do you want to simulate with a constant value of loss count? In that case, you can create a data set that contains one row and one column with column value being the constant value of the count you want to use, and then use the steps that are listed above to simulate with that constant count. If you want the sample size to be a multiple of the constant count, specifying the multiplier as the NREPLICATES= option.


Hope this answers your questions.

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