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
Tag: Statistical Programming
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
I previously wrote about an intriguing math puzzle that involves 5-digit numbers with certain properties. This post presents my solution in the SAS/IML language. It is easy to generate all 5-digit perfect squares, but the remainder of the problem involves looking at the digits of the squares. For this reason,
The other day I encountered a SAS Knowledge Base article that shows how to count the number of missing and nonmissing values for each variable in a data set. However, the code is a complicated macro that is difficult for a beginning SAS programmer to understand. (Well, it was hard
Polynomials are used often in data analysis. Low-order polynomials are used in regression to model the relationship between variables. Polynomials are used in numerical analysis for numerical integration and Taylor series approximations. It is therefore important to be able to evaluate polynomials in an efficient manner. My favorite evaluation technique
You can extend the capability of the SAS/IML language by writing modules. A module is a user-defined function. You can define a module by using the START and FINISH statements. Many people, including myself, define modules at the top of the SAS/IML program in which they are used. You can
Do you know someone who has a birthday in mid-September? Odds are that you do: the middle of September is when most US babies are born, according to data obtained from the National Center for Health Statistics (NCHS) Web site (see Table 1-16). There's an easy way to remember this
Looping is essential to statistical programming. Whether you need to iterate over parameters in an algorithm or indices in an array, a loop is often one of the first programming constructs that a beginning programmer learns. Today is the first anniversary of this blog, which is named The DO Loop,
I previously showed how to generate random numbers in SAS by using the RAND function in the DATA step or by using the RANDGEN subroutine in SAS/IML software. These functions generate a stream of random numbers. (In statistics, the random numbers are usually a sample from a distribution such as
You can generate a set of random numbers in SAS that are uniformly distributed by using the RAND function in the DATA step or by using the RANDGEN subroutine in SAS/IML software. (These same functions also generate random numbers from other common distributions such as binomial and normal.) The syntax