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 recent question posted on a discussion forum discussed storing the strictly upper-triangular portion of a correlation matrix. Suppose that you have a correlation matrix like the following: proc iml; corr = {1.0 0.6 0.5 0.4, 0.6 1.0 0.3 0.2, 0.5 0.3 1.0 0.1, 0.4 0.2 0.1 1.0}; Every correlation
When modeling and simulating data, it is important to be able to articulate the real-life statistical process that generates the data. Suppose a friend says to you, "I want to simulate two random correlated variables, X and Y." Usually this means that he wants data generated from a multivariate distribution,
This article shows how to visualize a surface in SAS. You can use the SURFACEPLOTPARM statement in the Graph Template Language (GTL) to create a surface plot. But don't worry, you don't need to know anything about GTL: just copy the code in this article and replace the names of
Suppose that you are tabulating the eye colors of students in a small class (following Friendly, 1992). Depending upon the ethnic groups of these students, you might not observe any green-eyed students. How do you put a 0 into the table that summarizes the number of students who have each
You can use SAS to generate random integers between 1–10 or in the range 1–100. This article shows how to generate random integers as easily as Excel does. I was recently talking with some SAS customers and I was asked "Why can't SAS create an easy way to generate random
In a previous post I described how to simulate random samples from an urn that contains colored balls. The previous article described the case where the balls can be either of two colors. In that csae, all the distributions are univariate. In this article I examine the case where the
If not for probability theory, urns would appear only in funeral homes and anthologies of British poetry. But in probability and statistics, urns are ever present and contain colored balls. The removal and inspection of colored balls from an urn is a classic way to demonstrate probability, sampling, variation, and
You've had a long day. You've implemented a custom algorithm in the SAS/IML language. But before you go home, you want to generate some matrices and test your program. If you are like me, you prefer a short statement—one line would be best. However, you also want the flexibility to
Occasionally a SAS statistical programmer will ask me, "How can I construct a large correlation matrix?" Often they are simulating data with SAS or developing a matrix algorithm that involves a correlation matrix. Typically they want a correlation matrix that is too large to input by hand, such as a
Dear Rick, I have a data set with 1,001 numerical variables. One variable is the response, the others are explanatory variable. How can I read the 1,000 explanatory variables into an IML matrix without typing every name? That's a good question. You need to be able to perform two sub-tasks:
