Rick Wicklin, PhD, is a distinguished researcher in computational statistics at SAS and is a principal developer of SAS/IML software. 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.
A SAS programmer wanted to use PROC SGPLOT in SAS to visualize a regression model. The programmer wanted to visualize confidence limits for the predicted mean at certain values of the explanatory variable. This article shows two options for adding confidence limits to a scatter plot. You can use a
The acceptance-rejection method (sometimes called rejection sampling) is a method that enables you to generate a random sample from an arbitrary distribution by using only the probability density function (PDF). This is in contrast to the inverse CDF method, which uses the cumulative distribution function (CDF) to generate a random
There are dozens of common probability distributions for a continuous univariate random variable. Familiar examples include the normal, exponential, uniform, gamma, and beta distributions. Where did these distributions come from? Well, some mathematician needed a model for a stochastic process and wrote down the equation for the distribution, typically by
Let X be any rectangular matrix. What is the trace of the crossproducts matrix, X'*X? Interestingly, you do not need to form the crossproducts matrix to compute the answer! It turns out that tr(X'*X) equals the sum of the squared elements of X. Theorem: For any matrix, X, the trace
In a previous article, I discussed the Wilcoxon signed rank test, which is a nonparametric test for the location of the median. The Wikipedia article about the signed rank test mentions a variation of the test due to Pratt (1959). Whereas the standard Wilcoxon test excludes values that equal μ0
Wilcoxon's signed rank test is a popular nonparametric alternative to a paired t test. In a paired t test, you analyze measurements for subjects before and after some treatment or intervention. You analyze the difference in the measurements for each subject, and test whether the mean difference is significantly different
A previous article discusses standardized coefficients in linear regression models and shows how to compute standardized regression coefficients in SAS by using the STB option on the MODEL statement in PROC REG. It also discusses how to interpret a standardized regression coefficient. Recently, a SAS user wanted to know how
A previous article shows an example of a Markov chain model and computes the probability that the system ends up in a terminal state (called an absorbing state). As explained previously, you can often compute exact probabilities for questions about Markov chains. Nevertheless, it can be useful to know how
A previous article shows how to model the probabilities in a discrete-time Markov chain by using a Markov transition matrix. A Markov chain is a discrete-time stochastic process for which the current state of the system determines the probability of the next state. In this process, the probabilities for transitioning
Given a set of N points in k-dimensional space, can you find the location that minimizes the sum of the distances to the points? The location that minimizes the distances is called the geometric median of the points. For univariate data, the "points" are merely a set of numbers \(\{p_1,
