02-07-2013 11:34 PM
I have a data set of the following figures
I'd like to produce an output set of total loss by the following distributions at the 50th, 70th, 90th, 95th and 99th percentiles: Burr, Pareto and LogNormal.
In addition, I'd like to produce the K-S statistic, the A-D statistic and KS-Test p-values for the Burr, Pareto and LogNormal distributions (fit statistics for the distributions).
I thought I could use PROC SEVERITY in the following manner:
proc severity data=sample_set;
Unfortunately, the code is not correct.
Any suggestions on how to tackle this challenge would be greatly appreciated. Thanks.
02-08-2013 09:39 AM
Your syntax is a bit off. Also, take out the comma from the numbers.
input Acct $ y;
proc severity data=a crit=aicc;
Note: you use LOSS to specify the response variable. The keyword _PREDEFINED_ is used to request fits for all the predefined distribution models. But a warning: n=8 is really very small for this type of analysis. It will be difficult to distinguish the models with 8 data points. But the above does "work"..