The DO Loop
Statistical programming in SAS with an emphasis on SAS/IML programs
Statistical programmers and analysts often use two kinds of rectangular data sets, popularly known as wide data and long data. Some analytical procedures require that the data be in wide form; others require long form. (The "long format" is sometimes called "narrow" or "tall" data.) Fortunately, the statistical graphics procedures
Knowing how to visualize a regression model is a valuable skill. A good visualization can help you to interpret a model and understand how its predictions depend on explanatory factors in the model. Visualization is especially important in understanding interactions between factors. Recently I read about work by Jacob A.
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
Have you ever run a statistical test to determine whether data are normally distributed? If so, you have probably used Kolmogorov's D statistic. Kolmogorov's D statistic (also called the Kolmogorov-Smirnov statistic) enables you to test whether the empirical distribution of data is different than a reference distribution. The reference distribution