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PROC GENMOD

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Zeth77

Zeth77

MIS
Jun 25, 2008
5
TH
Dear all,

I am using PROC GENMOD to model severity of claims (Gamma distributed). Now I would like to analyze observation which have a significant influence in the model calibration. Is there a possibility to easily extract the leverage of the residuals (diagonal of the Hat matrix)?

Any help is appreciated.

Kind regards,
 
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