topic Simulating Data from Standard Normal Distribution in SAS Programming

Simulating Data from Standard Normal Distribution

ddpatel — Tue, 23 Apr 2019 20:11:59 GMT

First I create a 100 obs dataset with a DO...End loop with the variable x. And then I use another DO loop of 600

rounds to generate a total of 600 samples, 100 obs each. And then I use a proc means step to calculate the sample mean of x for each sample. So my goal is to have a total of 600 sample means (Each sample containing 100 obs) and then find out the mean of these sample means.

Here is my code:

data sample(keep=X);
	call streaminit(123);
	do j=1 to 600;
		do i=1 to 100;
			X = rand("Normal");
			output;
		end;
	end;
run;

proc means data=sample;
run;

I get a total of 60,000 observations but want 600 sample means. The proc means statement gives the mean for all 60,000 obs.

Re: Simulating Data from Standard Normal Distribution

PaigeMiller — Tue, 23 Apr 2019 20:15:30 GMT

@ddpatel wrote:

First I create a 100 obs dataset with a DO...End loop with the variable x. And then I use another DO loop of 600

rounds to generate a total of 600 samples, 100 obs each. And then I use a proc means step to calculate the sample mean of x for each sample. So my goal is to have a total of 600 sample means (Each sample containing 100 obs) and then find out the mean of these sample means.

Here is my code:
data sample(keep=X);
	call streaminit(123);
	do j=1 to 600;
		do i=1 to 100;
			X = rand("Normal");
			output;
		end;
	end;
run;

proc means data=sample;
run;
I get a total of 60,000 observations but want 600 sample means. The proc means statement gives the mean for all 60,000 obs.

Use this code to get a mean for each of the 600 values of j.

data sample;
	call streaminit(123);
	do j=1 to 600;
		do i=1 to 100;
			X = rand("Normal");
			output;
		end;
	end;
run;
proc summary data=sample nway;
    class j;
    var x;
    output out=want mean=;
run;

Re: Simulating Data from Standard Normal Distribution

Springheart — Fri, 29 Oct 2021 20:06:32 GMT

Would anyone be willing to explain to me why the "mean=" at the end is necessary? I had to do basically this on an assignment. Without the mean=, it gave me 3000 results instead of 600. I tried searching the SAS documentation for an explanation and couldn't find anything useful...

Re: Simulating Data from Standard Normal Distribution

Rick_SAS — Sat, 30 Oct 2021 10:18:06 GMT

The OUTPUT statement requests the statistics that you want to save in the output data set. In this case, you are requesting the mean statistic for each j, where j=1..600.

You might be more familiar with PROC MEANS than PROC SUMMARY. If so, here is an equivalent way to produce the 600 sample means:

proc means data=sample noprint;
    by j;
    var x;
    output out=want mean=;
run;