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11-04-2009 09:20 AM

I'm developing a regression model where the dependent variable looks like a Pareto distribution. Is it possible, in SAS, to create a best fit of independent parameters to a dependent parameter with a Pareto shape? What procedure would be appropriate for that?

I apologize if this question does not make a lot of sense, but my statistics background is not enough to get my head around this one. Thanks for reading.

I apologize if this question does not make a lot of sense, but my statistics background is not enough to get my head around this one. Thanks for reading.

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11-04-2009 09:31 AM

To clarify, the dependent variable "looks" like a Pareto when I look at a histogram of the variable - the small values are of very high probability and there is a large dropoff as the values increase.

I guess I'm struggling with how you go from a probability distribution to a regression equation where probability is not one of the variables. Thank you to all who take a look at this.

I guess I'm struggling with how you go from a probability distribution to a regression equation where probability is not one of the variables. Thank you to all who take a look at this.