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.

Share Distinguished Researcher in Computational Statistics

Rick Wicklin, PhD, is a distinguished researcher in computational statistics at SAS and is a principal developer of PROC IML and SAS/IML Studio. His areas of expertise include computational statistics, simulation, statistical graphics, and modern methods in statistical data analysis. Rick is author of the books Statistical Programming with SAS/IML Software and Simulating Data with SAS.

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