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Programming Tips

Strengthen your programming skills with tips and techniques from the experts

Rick WicklinApril 1, 2019 0

Many SAS procedures support the BY statement, which enables you to perform an analysis for subgroups of the data set. Although the SAS/IML language does not have a built-in "BY statement," there are various techniques that enable you to perform a BY-group analysis. The two I use most often are

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Programming Tips

Schematic diagram of outliers in bivariate normal data. The point 'A' has large univariate z scores but a small Mahalanobis distance. The point 'B' has a large Mahalanobis distance. Only 'b' is a multivariate outlier.

Rick WicklinMarch 25, 2019 0

The geometry of multivariate versus univariate outliers

An important concept in multivariate statistical analysis is the Mahalanobis distance. The Mahalanobis distance provides a way to measure how far away an observation is from the center of a sample while accounting for correlations in the data. The Mahalanobis distance is a good way to detect outliers in multivariate

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Programming Tips

Rick WicklinMarch 18, 2019 5

Interpolation vs extrapolation: the convex hull of multivariate data

Statisticians often emphasize the dangers of extrapolating from a univariate regression model. A common exercise in introductory statistics is to ask students to compute a model of population growth and predict the population far in the future. The students learn that extrapolating from a model can result in a nonsensical

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Programming Tips

Rick WicklinMarch 13, 2019 2

The value of pi depends on how you measure distance

It's time to celebrate Pi Day! Every year on March 14th (written 3/14 in the US), math-loving folks celebrate "all things pi-related" because 3.14 is the three-decimal approximation to the mathematical constant, π. Although children learn that pi is approximately 3.14159..., the actual definition of π is the ratio of

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Learn SAS | Programming Tips

Rick WicklinMarch 11, 2019 1

How to detect SAS data sets that contain (or do not contain) character variables

A SAS programmer posted an interesting question on a SAS discussion forum. The programmer wanted to iterate over hundreds of SAS data sets, read in all the character variables, and then do some analysis. However, not every data set contains character variables, and SAS complains when you ask it to

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Programming Tips

Rick WicklinFebruary 18, 2019 30

An easier way to perform regression with restricted cubic splines in SAS

Maybe if we think and wish and hope and pray It might come true. Oh, wouldn't it be nice? The Beach Boys Months ago, I wrote about how to use the EFFECT statement in SAS to perform regression with restricted cubic splines. This is the modern way to use splines

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Analytics | Learn SAS | Programming Tips

Rick WicklinFebruary 13, 2019 0

3 ways to obtain the Hessian at the MLE solution for a regression model

When you use maximum likelihood estimation (MLE) to find the parameter estimates in a generalized linear regression model, the Hessian matrix at the optimal solution is very important. The Hessian matrix indicates the local shape of the log-likelihood surface near the optimal value. You can use the Hessian to estimate

Learn SAS | Programming Tips

Parameter estimates for synthetic (simulated) data that follows a regression model.

Rick WicklinJanuary 28, 2019 2

Simulate data for a regression model with categorical and continuous variables

This article shows how to use SAS to simulate data that fits a linear regression model that has categorical regressors (also called explanatory or CLASS variables). Simulating data is a useful skill for both researchers and statistical programmers. You can use simulation for answering research questions, but you can also

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Analytics | Programming Tips

Rick WicklinJanuary 23, 2019 0

Coding and simulating categorical variables in regression models

Recently I was asked to explain the result of an ANOVA analysis that I posted to a statistical discussion forum. My program included some simulated data for an ANOVA model and a call to the GLM procedure to estimate the parameters. I was asked why the parameter estimates from PROC

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Analytics | Machine Learning | Programming Tips

Partition data into training, validation, and testing in SAS

Rick WicklinJanuary 21, 2019 7

Create training, validation, and test data sets in SAS

In machine learning and other model building techniques, it is common to partition a large data set into three segments: training, validation, and testing. Training data is used to fit each model. Validation data is a random sample that is used for model selection. These data are used to select

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