The mean excess plot in SAS

[John4]

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

[Rick_SAS]

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

[John4]

I mean this plot :

(mean excess plot form extreme value theory)

[Rick_SAS · Accepted solution]

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.