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.