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.
In the SAS/IML language, you can only concatenate vectors that have conforming dimensions. For example, to horizontally concatenate two vectors X and Y, the symbols X and Y must have the same number of rows. If not, the statement Z = X || Y will produce an error: ERROR: Matrices
A SAS programmer recently asked me how to compute a kernel regression in SAS. He had read my blog posts "What is loess regression" and "Loess regression in SAS/IML" and was trying to implement a kernel regression in SAS/IML as part of a larger analysis. This article explains how to
A frequent topic on SAS discussion forums is how to check the assumptions of an ordinary least squares linear regression model. Some posts indicate misconceptions about the assumptions of linear regression. In particular, I see incorrect statements such as the following: Help! A histogram of my variables shows that they
A SAS programmer recently asked how to interpret the "standardized regression coefficients" as computed by the STB option on the MODEL statement in PROC REG and other SAS regression procedures. The SAS documentation for the STB option states, "a standardized regression coefficient is computed by dividing a parameter estimate by
Video killed the radio star.... We can't rewind, we've gone too far. -- The Buggles (1979) "You kids have it easy," my father used to tell me. "When I was a kid, I didn't have all the conveniences you have today." He's right, and I could say the same
This article shows how to perform an optimization in SAS when the parameters are restricted by nonlinear constraints. In particular, it solves an optimization problem where the parameters are constrained to lie in the annular region between two circles. The end of the article shows the path of partial solutions
My colleague, Robert Allison, recently published an interesting visualization of the relationship between chess ratings and age. His post was inspired by the article "Age vs Elo — Your battle against time," which was published on the chess.com website. ("Elo" is one of the rating systems in chess.) Robert Allison's
The SGPLOT procedure in SAS makes it easy to create graphs that overlay various groups in the data. Many statements support the GROUP= option, which specifies that the graph should overlay group information. For example, you can create side-by-side bar charts and box plots, and you can overlay multiple scatter
This article shows how to score (evaluate) a quantile regression model on new data. SAS supports several procedures for quantile regression, including the QUANTREG, QUANTSELECT, and HPQUANTSELECT procedures. The first two procedures do not support any of the modern methods for scoring regression models, so you must use the "missing
When you use a regression procedure in SAS that supports variable selection (GLMSELECT or QUANTSELECT), did you know that the procedures automatically produce a macro variable that contains the names of the selected variables? This article provides examples and details. A previous article provides an overview of the 'SELECT' procedures
