Hi everyone, I am currently working on a project with the SAS software. The point is to model the operational risk of a financial institution. I am using the proc severity function to estimate the distribution of my loss data. If I rely on the many examples on the Internet, the proc severity function, used with DIST=_predefined_, should result with statistical study of each of the distribution and which one is the best. However, when I am using the function, it seems like it is only checking for the Kernel distribution while I would like it to check for every predefined distribution. I attach you the program, log and results for you to see. I simplified the program for it to be as simple as possible on my issue. As you can see, the histogram reveals only the kernel distribution but I would like it to compare all the predefined distributions. Can anyone help me? I thank you in advance for your help.
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