Posts Tagged ‘ Statistical Programming ’

Quadratic optimization in SAS

April 12, 2017
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Quadratic optimization in SAS

At SAS Global Forum last week, I saw a poster that used SAS/IML to optimized a quadratic objective function that arises in financial portfolio management (Xia, Eberhardt, and Kastin, 2017). The authors used the Newton-Raphson optimizer (NLPNRA routine) in SAS/IML to optimize a hypothetical portfolio of assets. The Newton-Raphson algorithm

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A simple trick to construct symmetric intervals

April 10, 2017
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A simple trick to construct symmetric intervals

Many intervals in statistics have the form p ± δ, where p is a point estimate and δ is the radius (or half-width) of the interval. (For example, many two-sided confidence intervals have this form, where δ is proportional to the standard error.) Many years ago I wrote an article

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Nonsmooth models and spline effects

April 5, 2017
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Nonsmooth models and spline effects

Most regression models try to model a response variable by using a smooth function of the explanatory variables. However, if the data are generated from some nonsmooth process, then it makes sense to use a regression function that is not smooth. A simple way to model a discontinuous process in

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Print tables in SAS/IML

April 3, 2017
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Print tables in SAS/IML

One of the advantages of the new mixed-type tables in SAS/IML 14.2 is the greatly enhanced printing functionality. You can control which rows and columns are printed, specify formats for individual columns, and even use templates to completely customize how tables are printed. Printing a table is accomplished by using

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Lists: Nonmatrix data structures in SAS/IML

March 29, 2017
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Lists: Nonmatrix data structures in SAS/IML

Lists are collections of objects. SAS/IML 14.2 supports lists as a way to store matrices, data tables, and other lists in a single object that you can pass to functions. SAS/IML lists automatically grow if you add new items to them and shrink if you remove items. You can also

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Data tables: Nonmatrix data structures in SAS/IML

March 22, 2017
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Data tables: Nonmatrix data structures in SAS/IML

Prior to SAS/IML 14.2, every variable in the Interactive Matrix Language (IML) represented a matrix. That changed when SAS/IML 14.2 introduced two new data structures: data tables and lists. This article gives an overview of data tables. I will blog about lists in a separate article. A matrix is a

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Simultaneous confidence intervals for multinomial proportions

February 15, 2017
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Simultaneous confidence intervals for multinomial proportions

A categorical response variable can take on k different values. If you have a random sample from a multinomial response, the sample proportions estimate the proportion of each category in the population. This article describes how to construct simultaneous confidence intervals for the proportions as described in the 1997 paper

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An easy way to run thousands of regressions in SAS

February 13, 2017
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An easy way to run thousands of regressions in SAS

A common question on SAS discussion forums is how to repeat an analysis multiple times. Most programmers know that the most efficient way to analyze one model across many subsets of the data (perhaps each country or each state) is to sort the data and use a BY statement to

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