Proc severity

[Azeddine]

How to export the model selection in a data set?

[Azeddine]

I would like to save All fit statistics table in a sas table.

My code also available here is http://support.sas.com/documentation/cdl/en/etsug/63348/HTML/default/viewer.htm#etsug_severity_sect0...

 /*--- Simulate a Normal sample affected by Regressors ---*/
 data testnorm_reg(keep=y x1-x5 Sigma);
     array x{*} x1-x5;
     array b{6} _TEMPORARY_ (1 0.5 . 0.75 -2 1);
     call streaminit(34567);
     label y='Normal Response Influenced by Regressors';

     do n = 1 to 100;
         /* simulate regressors */
         do i = 1 to dim(x);
             x(i) = rand('UNIFORM');
         end;
         /* make x2 linearly dependent on x1 and x3 */
         x(2) = x(1) + 5 * x(3);

         /* compute log of the scale parameter */
         logSigma = b(1);
         do i = 1 to dim(x);
             if (i ne 2) then
                 logSigma = logSigma + b(i+1) * x(i);
         end;

         Sigma = exp(logSigma);
         y = rand('NORMAL', 25, Sigma);

         output;
     end;
 run;
 /*--- Set the search path for functions defined with PROC FCMP ---*/
 options cmplib=(work.sevexmpl);

 /*-------- Fit models with PROC SEVERITY --------*/
 proc severity data=testnorm_reg print=all plots=none;
     model y=x1-x5;
     dist Normal_s;
     dist burr;
     dist logn;
     dist pareto;
     dist weibull;
 run;

[Rick_SAS · Accepted solution]

You seem to be using the experimental 9.22 syntax, so I can't test the solution, but try 

ods output AllFitStatistics = AllFit;

proc severity...etc;

run;

The procedure should create a data set named AllFit in the WORK libref.

[Azeddine]

Thank you, it works for me