07-08-2016 09:27 AM
I recently discover proc severity,
and i would like to know if a similar proc exist for the discrete value.
I want from this proc for a set of discrete value :
-> Parameters for Poisson, Binomiale, Binomiale Négative distribution,
-> Test of adequation (Chi 2 test,loglikelihood,..)
-> qqplot/pp plot
07-08-2016 09:40 AM
There is not procedure that fits multiple discrete families and chooses the best. However, you can use PROC GENMOD to fit many discrete distributions to data. An example is given in the article "Fitting a Poisson distribution to data in SAS."
/* number of emails received in each half-hour period 8:00am - 5:30pm on a weekday. */ data MyData; input N @@; /* 8a 9a 10a 11a 12p 1p 2p 3p 4p 5p */ datalines; 7 7 13 9 8 8 9 9 5 6 6 9 5 10 4 5 3 8 4 ; /* 1. Estimate the rate parameter with PROC GENMOD: http://support.sas.com/kb/24/166.html */ proc genmod data=MyData; model N = / dist=poisson; output out=PoissonFit p=lambda; run;
The results of PROC GENMOD include various goodness-of-fit (GOF) statistics succh as AIC, AICC, and BIC. If you rerun the analysis for another distribution such as negative binomial (DIST=NEGBIN) or geometric (DIST=NEGBIN SCALE=1 NOSCALE) you can compare the various GOF statistics and choose the distribution that gives the smallest value.
Regarding QQ or PP plots, discrete families do not have them (see the previous article). Some researchers have attempted to provide other graphical techniques that represent the goodness of fit, but these attempts have caught on nor gained general acceptance in the statistical community.