Programming the statistical procedures from SAS

Tweedie

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Tweedie

Hello, I want to ask some questions regarding Tweedie Distribution in SAS:


1. Can I assess goodness of fit (using Kolmogorov-Smirnov or Anderson Darling) for Tweedie?

 

2. I use TECHNIQUE=CONGRA, NMSIMP, and QUANEW for Tweedie (PROC HPGENSELECT is used), but the dispersion parameter has significant difference (CONGRA > 44, NMSIMP > 1500, QUANEW > 16000) while the power parameter is around 1.6 for all technique used, is there anyone who knows why it is like this?


Thank you in advance!

SAS Super FREQ
Posts: 4,240

Re: Tweedie

Posted in reply to nikolasfilbert

1. You can assess goodness of fit by using the AIC, AICC, and BIC criteria. The regression procedures use information criteria because it is generally applicable to regression models, whereas the K_S test is a univariate test. You can also look at the scaled Pearson chi-square, which is close to 1 in models that fit well.

 

2. Please post your log. I suspect that some of the optimizations are not converging.

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