The DO Loop
Statistical programming in SAS with an emphasis on SAS/IML programs
Modern statistical software provides many options for computing robust statistics. For example, SAS can compute robust univariate statistics by using PROC UNIVARIATE, robust linear regression by using PROC ROBUSTREG, and robust multivariate statistics such as robust principal component analysis. Much of the research on robust regression was conducted in the
The eigenvalues of a matrix are not easy to compute. It is remarkable, therefore, that with relatively simple mental arithmetic, you can obtain bounds for the eigenvalues of a matrix of any size. The bounds are provided by using a marvelous mathematical result known as Gershgorin's Disc Theorem. For certain
Recently I wrote about how to compute the Kolmogorov D statistic, which is used to determine whether a sample has a particular distribution. One of the beautiful facts about modern computational statistics is that if you can compute a statistic, you can use simulation to estimate the sampling distribution of