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Advanced Analytics | Learn SAS | Programming Tips

Rick WicklinJune 21, 2017 11

One way to assess the precision of a statistic (a point estimate) is to compute the standard error, which is the standard deviation of the statistic's sampling distribution. A relatively large standard error indicates that the point estimate should be viewed with skepticism, either because the sample size is small

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Analytics | Programming Tips

Rick WicklinJune 14, 2017 20

Two ways to compute maximum likelihood estimates in SAS

In a previous article, I showed two ways to define a log-likelihood function in SAS. This article shows two ways to compute maximum likelihood estimates (MLEs) in SAS: the nonlinear optimization subroutines in SAS/IML and the NLMIXED procedure in SAS/STAT. To illustrate these methods, I will use the same data

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Analytics | Programming Tips

Log-likelihood function for the binomial distribution

Rick WicklinJune 12, 2017 2

Two simple ways to construct a log-likelihood function in SAS

Maximum likelihood estimation (MLE) is a powerful statistical technique that uses optimization techniques to fit parametric models. The technique finds the parameters that are "most likely" to have produced the observed data. SAS provides many tools for nonlinear optimization, so often the hardest part of maximum likelihood is writing down

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Programming Tips

Rick WicklinJune 7, 2017 13

The IFN function versus the IF-THEN/ELSE statement in SAS

I have previously discussed how to define functions that safely evaluate their arguments and return a missing value if the argument is not in the domain of the function. The canonical example is the LOG function, which is defined only for positive arguments. For example, to evaluate the LOG function

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Programming Tips

Rick WicklinJune 5, 2017 12

Runs in coin tosses; patterns in random seating

If you toss a coin 28 times, you would not be surprised to see three heads in a row, such as ...THHHTH.... But what about eight heads in a row? Would a sequence such as THHHHHHHHTH... be a rare event? This question popped into my head last weekend as I

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Learn SAS | Programming Tips

Rick WicklinJune 1, 2017 14

How to choose a seed for generating random numbers in SAS

Last week I was asked a simple question: "How do I choose a seed for the random number functions in SAS?" The answer might surprise you: use any seed you like. Each seed of a well-designed random number generator is likely to give rise to a stream of random numbers,

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Programming Tips

Rick WicklinMay 30, 2017 2

On the SMOOTHCONNECT option in the SERIES statement

By default, when you use the SERIES statement in PROC SGPLOT to create a line plot, the observations are connected (in order) by straight line segments. However, SAS 9.4m1 introduced the SMOOTHCONNECT option which, as the name implies, uses a smooth curve to connect the observations. In Sanjay Matange's blog,

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Learn SAS | Programming Tips

Rick WicklinMay 15, 2017 28

INTCK and INTNX: Two essential functions for computing intervals between dates in SAS

Last week I showed a timeline of living US presidents. The number of living presidents is constant during the time interval between inaugurations and deaths of presidents. The data was taken from a Wikipedia table (shown below) that shows the number of years and days between events. This article shows

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Learn SAS | Programming Tips

Rick WicklinMay 10, 2017 2

Simulate lognormal data in SAS

A SAS customer asked how to simulate data from a three-parameter lognormal distribution as specified in the PROC UNIVARIATE documentation. In particular, he wanted to incorporate a threshold parameter into the simulation. Simulating lognormal data is easy if you remember an important fact: if X is lognormally distributed, then Y=log(X)

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Programming Tips

Rick WicklinMay 8, 2017 3

Timeline of living US presidents

Quick! What is the next term in the numerical sequence 1, 2, 1, 2, 3, 4, 5, 4, 3, 4, ...? If you said '3', then you must be an American history expert, because that sequence represents the number of living US presidents beginning with Washington's inauguration on 30APR1789 and

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