Random Sampling

somebody — Sat, 23 Mar 2019 05:10:35 GMT

I have a large dataset of stocks and daily returns. Because it is too large, I dont want to any analysis on the whole dataset. I would like to choose a subsample to play around with first. Say, I would like to take 50 stocks and I want all observations for those 50 stocks.

How can I achieve this?

Re: Random Sampling

PeterClemmensen — Sat, 23 Mar 2019 09:29:56 GMT

So just pick 50 random stocks in your data set and retrieve every observation of those stocks, correct?

If so, then I think the Cluster Statement in PROC SURVEYSELECT is the way to go

data stocks(drop=i);
   do i=1 to 1e5;
      stock=rand('integer', 1, 1000);
      output;
   end;
run;

proc surveyselect data=stocks method=srs n=50 seed=123 out=want;
   cluster stock;
run;

topic Re: Random Sampling in SAS Programming

Random Sampling

Re: Random Sampling