I have seen the example of the Logn-GPD in the sas support, but haven´t found anything for other distributions. http://support.sas.com/resources/papers/proceedings15/3359-2015.pdf   I'm trying to replicate the example for different body distributions (Burr, Gamma, Pareto, Weibull, etc.) but so far no luck. There are no errors in the code but when I try to fit the model there is no convergence.   Does anyone know how to do this or have done this before?   Thanks.   ... View more