While working at the Rutgers Robert Wood Johnson Medical School, I had access to data on over ten million visits to emergency departments in central New Jersey, including ICD-9 (International Classification of Disease – 9th edition) codes along with some patient demographic data. I also had the ozone level from […]
Using SAS to estimate the link between ozone and asthma (and a neat trick) was published on SAS Users.
Recently, I am working on coding in SAS for a set of regularized regressions and need to compute trace of the projection matrix:
S=X(X’X + \lambda I)^{-1}X’.
Trace of the project matrix S is a key concept in modern regression analysis. For example, …
Recently, I am working on coding in SAS for a set of regularized regressions and need to compute trace of the projection matrix:
S=X(X’X + \lambda I)^{-1}X’.
Wikipedia has a well written introduction to Trace @ here.
Trace of the project matrix S i…
Recently, I am working on coding in SAS for a set of regularized regressions and need to compute trace of the projection matrix:
$$ S=X(X’X + \lambda I)^{-1}X’ $$.
Wikipedia has a well written introduction to Trace @ here.
To obtain the inverse of …
Rick Wicklin discussed in his blog the performance in solving a linear system using SOLVE() function and INV() function from IML.
Since regression analysis is an integral part of SAS applications and there are many SAS procedures in SAS/STAT that a…
Rick Wicklin discussed in his blog the performance in solving a linear system using SOLVE() function and INV() function from IML.
Since regression analysis is an integral part of SAS applications and there are many SAS procedures in SAS/STAT that a…
Rick Wicklin discussed in his blog the performance in solving a linear system using SOLVE() function and INV() function from IML.
Since regression analysis is an integral part of SAS applications and there are many SAS procedures in SAS/STAT that a…
More often than not, we encounter a problem where an OLS over a rolling time window is required, see [1], [2], [3], [4], [5], [6], [7], for a few examples.
One solution is to resort to SAS MACRO, but it is extremely inefficient and can’t handle lar…