Tag: predicative modelling

A subroutine in SAS to simulate asset pricing paths

For matrix computation in SAS, SAS/IML is the choice. This module has its own syntax, functions and even plotting subsystem. Some statisticians used it to realize the algorithms beyond the reach of SAS’s procedures, for example, boosting [Ref. 1]. Ho…

Predict unemployment rate for Election 2012 by SAS

Since recently President Obama announced that he is seeking reelection, the unemployment rate on November 2012 would decide the result. The Wall Street Journal averaged 54 economists’ predication and concluded that the number is going to be 7.7%. App…

Using SAS to find the best k for k-Nearest Neighbor classification

Least-square (regression) and nearest-neighbor are the most fundamental methodologies for supervised classification [Ref. 1]. Even though they are pretty old, they are still popular and widely used in academia and industry. There is a trade-off in comp…

Music social network on DNA microarray

The incoming 2011 KDD Cup data mining competition [1] by Yahoo! Lab posts an interesting challenge to predict the users’ ratings for individual songs out of this company’s huge music database. Unlike previous KDD Cups projects filled by tons of varia…

Visualize decision tree by coding Proc Arboretum

Decision tree (tree-based partition or recursive portioning) dominates the top positions of recent data mining competitions. It is easy to realize and explain like logistic regression, but usually brings more powers (AUC). Not like SVM, neural network …

Macro embedded function finds AUC

As a routine practice to reuse codes, SAS programmers tend to contain procedures in a SAS macro and pass arguments to them as macro variables. The result could be anything by data set and SAS procedure: figure, dataset, SAS list, etc. Thus, macro in SA…

Proc Arboretum: a secret weapon in decision tree

Introduction: Decision tree, such as CHAID and CART, is a power predicative tool in statistical learning and business intelligence. Starting from SAS®9.1, the ARBORETUM procedure provided facilities to interactively build and deploy decision tress. …

Multi-study research on Bovine respiratory disease

Situation:The purpose of this research was to (1) to explore a recent multi-study approach (Arends, et al. 2008) in combining observational survival data instead of traditional meta-analysis, and (2) to develop multivariate random-effects models with o…