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Rick Wicklin 5
The "power" of finite mixture models

When I learn a new statistical technique, one of first things I do is to understand the limitations of the technique. This blog post shares some thoughts on modeling finite mixture models with the FMM procedure. What is a reasonable task for FMM? When are you asking too much? I

Rick Wicklin 23
Four essential functions for statistical programmers

Normal, Poisson, exponential—these and other "named" distributions are used daily by statisticians for modeling and analysis. There are four operations that are used often when you work with statistical distributions. In SAS software, the operations are available by using the following four functions, which are essential for every statistical programmer

Rick Wicklin 8
Does SYMPUT work in IML?

I received the following email: Dear Dr. Wicklin, Why doesn't SYMPUT work in IML? In the DATA step, I can say CALL SYMPUT("MyMacro", 5) but this doesn't work in IML! Frustrated Dear Frustrated, The SYMPUT subroutine does work in SAS/IML software! However, the second argument to SYMPUT must be a

Rick Wicklin 8
Optimizing? Two hints for specifying derivatives

I previously wrote about using SAS/IML for nonlinear optimization, and demonstrated optimization by maximizing a likelihood function. Many well-known optimization algorithms require derivative information during the optimization, including the conjugate gradient method (implemented in the NLPCG subroutine) and the Newton-Raphson method (implemented in the NLPNRA method). You should specify analytic

Rick Wicklin 38
Maximum likelihood estimation in SAS/IML

A popular use of SAS/IML software is to optimize functions of several variables. One statistical application of optimization is estimating parameters that optimize the maximum likelihood function. This post gives a simple example for maximum likelihood estimation (MLE): fitting a parametric density estimate to data. Which density curve fits the

Rick Wicklin 1
SAS/IML tip sheets

To celebrate the first anniversary of Statistical Programming with SAS/IML Software, you can now download the SAS/IML tip sheets (also called "cheat sheets") that I created for the book. At conferences, SAS Press displays these tip sheets next to my book. They have been very popular. Download these SAS/IML cheat

Rick Wicklin 4
Distances between words

When you misspell a word on your mobile device or in a word-processing program, the software might "autocorrect" your mistake. This can lead to some funny mistakes, such as the following: I hate Twitter's autocorrect, although changing "extreme couponing" to "extreme coupling" did make THAT tweet more interesting. [@AnnMariaStat] When

Rick Wicklin 4
Matrices and mattresses

Birds migrate south in the fall. Squirrels gather nuts. Humans also have behavioral rituals in the autumn. I change the batteries in my smoke detectors, I switch my clocks back to daylight standard time, and I turn the mattress on my bed. The first two are relatively easy. There's even

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