Posts Tagged ‘ data analysis ’

Rolling statistics in SAS/IML

February 3, 2016
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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

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Compute a moving average in SAS

January 27, 2016
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Compute a moving average in SAS

A common question on SAS discussion forums is how to compute a moving average in SAS. This article shows how to use PROC EXPAND and contains links to articles that use the DATA step or macros to compute moving averages in SAS. In a previous post, I explained how to

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What is a moving average?

January 25, 2016
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What is a moving average?

A moving average (also called a rolling average) is a satistical technique that is used to smooth a time series. Moving averages are used in finance, economics, and quality control. You can overlay a moving average curve on a time series to visualize how each value compares to a rolling

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Compute a weighted mean in SAS

January 6, 2016
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Compute a weighted mean in SAS

Weighted averages are all around us. Teachers use weighted averages to assign a test more weight than a quiz. Schools use weighted averages to compute grade-point averages. Financial companies compute the return on a portfolio as a weighted average of the component assets. Financial charts show (linearly) weighted moving averages

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Popular posts from The DO Loop in 2015

January 4, 2016
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I wrote 114 posts for The DO Loop blog in 2015. Which were the most popular with readers? In general, highly technical articles appeal to only a small group of readers, whereas less technical articles appeal to a larger audience. Consequently, many of my popular articles were related to data

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Why doesn’t PROC UNIVARIATE support certain common distributions?

December 7, 2015
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Why doesn’t PROC UNIVARIATE support certain common distributions?

A SAS customer asked: Why isn't the chi-square distribution supported in PROC UNIVARIATE? That is an excellent question. I remember asking a similar question when I first started learning SAS. In addition to the chi-square distribution, I wondered why the UNIVARIATE procedure does not support the F distribution. These are

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Exact tests in PROC FREQ: What, when, and how

October 26, 2015
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Did you know that the FREQ procedure in SAS can compute exact p-values for more than 20 statistical tests and statistics that are associated with contingency table? Mamma mia! That's a veritable smorgasbord of options! Some of the tests are specifically for one-way tables or 2 x 2 tables, but many apply

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Tabulate counts when there are unobserved categories

October 7, 2015
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Tabulate counts when there are unobserved categories

Suppose that you are tabulating the eye colors of students in a small class (following Friendly, 1992). Depending upon the ethnic groups of these students, you might not observe any green-eyed students. How do you put a 0 into the table that summarizes the number of students who have each

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