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Posted 04-16-2018 11:13 AM
(1960 views)

How could we create a mean excess plot (Hill estimator, etc.) in SAS ?

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If you already know how to generate the X and Y variables in the plot from the data and the location of the dashed line, then you can create the plot as follows:

```
title "Mean excess plot";
proc sgplot data=Have;
scatter x=X y=Y;
refline 20 / axis=x lineattrs=(pattern=dash);
run;
```

If your question is not about how to CREATE the plot but how to COMPUTE the values for the plot, then we'll need a reference and an explanation of the two quantities in the graph. A "reference" mensa a link to a paper or web site that explains the details that are required to understand how to generate the plot.

3 REPLIES 3

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Please provide a link to the plot and some context about where it is encountered or what it shows.

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I mean this plot :

(mean excess plot form extreme value theory)

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If you already know how to generate the X and Y variables in the plot from the data and the location of the dashed line, then you can create the plot as follows:

```
title "Mean excess plot";
proc sgplot data=Have;
scatter x=X y=Y;
refline 20 / axis=x lineattrs=(pattern=dash);
run;
```

If your question is not about how to CREATE the plot but how to COMPUTE the values for the plot, then we'll need a reference and an explanation of the two quantities in the graph. A "reference" mensa a link to a paper or web site that explains the details that are required to understand how to generate the plot.

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