In a previous blog post about computing confidence intervals for rankings, I inadvertently used the VAR function in SAS/IML 9.22, without providing equivalent functionality for those readers who are running an earlier version of SAS/IML software. (Thanks to Eric for pointing this out.)
If you are using a version of SAS/IML prior 9.22, the following module computes the variance of each column of a matrix, and correctly handles missing values in the data:
/** Var: return sample variance of each column of a data matrix **/
/** For this module
x is a matrix that contains the data
**/
start Var(x);
mean = x[:,];
countn = j(1, ncol(x)); /** allocate vector for counts **/
do i = 1 to ncol(x); /** count nonmissing values **/
countn[i] = sum(x[,i]^=.); /** in each column **/
end;
var = (x-mean)[##,] / (countn-1);
return ( var );
finish; |
This module appears in Appendix D of my book, Statistical Programming with SAS/IML Software.
Tags Data Analysis
3 Comments
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This is calculating the variance of each column of the matrix but I am not getting any sort of output.
Is it just in my log? how to I get the variance to show up in an output/results form?
You can print the matrix to display its contents:
v = var(x);
print v;