SAS Programming

DATA Step, Macro, Functions and more
BookmarkSubscribeRSS Feed
almaskaa
Calcite | Level 5

I want to get the maximum likelihood estimates for 4 distributions: exponential, Gamma, Log-normal and weibull. I cant figure out the code since I dont have the parameters. the data set is attached below, claims being the dependent variable. 

My questions are:

How do i find model paramters for the mentioned distributions?

How do i compute log likelihood for the mentioned distributions?

Im using SAS Studio online.

 

2 REPLIES 2
sbxkoenk
SAS Super FREQ

Hello,

You need to use PROC SEVERITY (SAS/ETS).

The 4 distributions you mention are among the predefined SEVERITY distributions of this procedure.

If you don't have SAS/ETS, even PROC UNIVARIATE (base SAS) can be used for the quite common distributions that you would like to fit.

See the documentation for correct usage of PROC SEVERITY and PROC UNIVARIATE.

Kind Regards.

Jaji
Fluorite | Level 6

Hello,

 

Thank you for your reply.

 

Okay i will do this

Have a good day

sas-innovate-wordmark-2025-midnight.png

Register Today!

Join us for SAS Innovate 2025, our biggest and most exciting global event of the year, in Orlando, FL, from May 6-9. Sign up by March 14 for just $795.


Register now!

How to Concatenate Values

Learn how use the CAT functions in SAS to join values from multiple variables into a single value.

Find more tutorials on the SAS Users YouTube channel.

SAS Training: Just a Click Away

 Ready to level-up your skills? Choose your own adventure.

Browse our catalog!

Discussion stats
  • 2 replies
  • 971 views
  • 0 likes
  • 3 in conversation