Although statisticians often assume normally distributed errors, there are important processes for which the error distribution has a heavy tail. A well-known heavy-tailed distribution is the t distribution, but the t distribution is unsuitable for some applications because it does not have finite moments (means, variance,...) for small parameter values.
Finding nearest neighbors is an important step in many statistical computations such as local regression, clustering, and the analysis of spatial point patterns. Several SAS procedures find nearest neighbors as part of an analysis, including PROC LOESS, PROC CLUSTER, PROC MODECLUS, and PROC SPP. This article shows how to find
A kernel density estimate (KDE) is a nonparametric estimate for the density of a data sample. A KDE can help an analyst determine how to model the data: Does the KDE look like a normal curve? Like a mixture of normals? Is there evidence of outliers in the data? In
Graphs enable you to visualize how the predicted values for a regression model depend on the model effects. You can gain an intuitive understanding of a model by using the EFFECTPLOT statement in SAS to create graphs like the one shown at the top of this article. Many SAS regression
SAS software can fit many different kinds of regression models. In fact a common question on the SAS Support Communities is "how do I fit a <name> regression model in SAS?" And within that category, the most frequent questions involve how to fit various logistic regression models in SAS. There
Last week I showed how to use PROC EXPAND to compute moving averages and other rolling statistics in SAS. Unfortunately, PROC EXPAND is part of SAS/ETS software and not every SAS site has a license for SAS/ETS. For simple moving averages, you can write a DATA step program, as discussed
In SAS, the aspect ratio of a graph is the physical height of the graph divided by the physical width. Recently I demonstrated how to set the aspect ratio of graphs in SAS by using the ASPECT= option in PROC SGPLOT or by using the OVERLAYEQUATED statement in the Graph
I began 2016 by compiling a list of popular articles from my blog in 2015. This "People's Choice" list contains many interesting articles, but some of my personal favorites did not make the list. Today I present the "Editor's Choice" list of articles that deserve a second look. I've grouped
A matrix is a convenient way to store an array of numbers. However, often you need to extract certain elements from a matrix. The SAS/IML language supports two ways to extract elements: by using subscripts or by using indices. Use subscripts when you are extracting a rectangular portion of a
Sometimes I can't remember where I put things. If I lose my glasses or garden tools, I am out of luck. But when I can't remember where I put some data, I have SAS to help me find it. When I can remember the name of the data set, my
