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Analytics | Learn SAS | Programming Tips

Rick WicklinJanuary 6, 2021 3

The simple block bootstrap for time series in SAS

For ordinary least squares (OLS) regression, you can use a basic bootstrap of the residuals (called residual resampling) to perform a bootstrap analysis of the parameter estimates. This is possible because an assumption of OLS regression is that the residuals are independent. Therefore, you can reshuffle the residuals to get

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Analytics | Data Visualization | Learn SAS

Rick WicklinDecember 14, 2020 5

Segmented regression models in SAS

A segmented regression model is a piecewise regression model that has two or more sub-models, each defined on a separate domain for the explanatory variables. For simplicity, assume the model has one continuous explanatory variable, X. The simplest segmented regression model assumes that the response is modeled by one parametric

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Analytics | Learn SAS | Programming Tips

Rick WicklinDecember 9, 2020 0

Horn's method: A simulation-based method for retaining principal components

One purpose of principal component analysis (PCA) is to reduce the number of important variables in a data analysis. Thus, PCA is known as a dimension-reduction algorithm. I have written about four simple rules for deciding how many principal components (PCs) to keep. There are other methods for deciding how

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Data Visualization | Learn SAS

Rick WicklinNovember 16, 2020 0

Three tips for plotting discontinuous functions in SAS

I have previously written about how to plot a discontinuous function in SAS. That article shows how to use the GROUP= option on the SERIES statement to graph a discontinuous function. An alternative approach is to place a missing value for the Y variable at the locations at which the

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Data Visualization | Learn SAS | Programming Tips

Rick WicklinNovember 11, 2020 2

Automate the placement of reference lines in PROC SGPLOT

The REFLINE statement in PROC SGPLOT is one of my favorite ways to augment statistical graphics such as scatter plots, series plots, and histograms. The REFLINE statement overlays a vertical or horizontal reference line on a graph. You can specify the location of the reference lines on the REFLINE statement.

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Learn SAS | Programming Tips

Rick WicklinNovember 2, 2020 2

Tips to simulate binary and categorical variables

When there are two equivalent ways to do something, I advocate choosing the one that is simpler and more efficient. Sometimes, I encounter a SAS program that simulates random numbers in a way that is neither simple nor efficient. This article demonstrates two improvements that you can make to your

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Learn SAS | Programming Tips

Rick WicklinSeptember 23, 2020 5

Working with recurrence relations in SAS

Many textbooks and research papers present formulas that involve recurrence relations. Familiar examples include: The factorial function: Set Fact(0)=1 and define Fact(n) = n*Fact(n-1) for n > 0. The Fibonacci numbers: Set Fib(0)=1 and Fib(1)=1 and define Fib(n) = Fib(n-1) + Fib(n-2) for n > 1. The binomial coefficients (combinations

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Analytics | Learn SAS

Rick WicklinSeptember 21, 2020 0

Regression with inequality constraints on parameters

A previous article discussed how to solve regression problems in which the parameters are constrained to be a specified constant (such as B1 = 1) or are restricted to obey a linear equation such as B4 = –2*B2. In SAS, you can use the RESTRICT statement in PROC REG to

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Advanced Analytics | Learn SAS

Rick WicklinSeptember 14, 2020 0

Video: How to Write a Custom Parallel Program in SAS Viya

My 2020 SAS Global Forum paper was about how to write custom parallel programs by using the iml action in SAS Viya 3.5. My conference presentation was canceled because of the coronavirus pandemic, but I recently recorded a 15-minute video that summarizes the main ideas in the paper. One of

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Learn SAS | Programming Tips

Rick WicklinAugust 31, 2020 15

The best way to generate dummy variables in SAS

On discussion forums, many SAS programmers ask about the best way to generate dummy variables for categorical variables. Well-meaning responders offer all sorts of advice, including writing your own DATA step program, sometimes mixed with macro programming. This article shows that the simplest and easiest way to generate dummy variables

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