topic Re: How to write code for this iteration in SAS Programming

How to write code for this iteration

superbug — Mon, 11 May 2020 16:03:12 GMT

My data is as attached.

prob is get by the following formula

prob=exp(theta-bpar)/(1+exp(theta-bpar))

I need to update theta (then update prob) using the following condition

If TCC - cut > delta then theta=theta-ABS(theta-low)/2

if TCC - cut < (-1*delta) then theta=theta+ABS(hi-theta)/2

iteration will stop

if ABS(TCC-cut)<=delta

Please help on how to write code to incorporate the above conditions to do the iteration. Any help would be much appreciated. Thanks!

Re: How to write code for this iteration

PGStats — Mon, 11 May 2020 18:30:50 GMT

I guess you mean:

do dummy = 1 to 1000 while(ABS(TCC-cut) > delta);
	If TCC - cut > delta then theta = theta-ABS(theta-low)/2;
	if TCC - cut < -delta then theta = theta+ABS(hi-theta)/2;
	end;
prob=exp(theta-bpar)/(1+exp(theta-bpar));

The dummy count was added to prevent infinite looping.

(untested)

Re: How to write code for this iteration

superbug — Tue, 12 May 2020 15:00:18 GMT

@PGStats

Thanks much for your reply!

I need to write SAS code based on the following code. From the code below, does that mean Newton Raphson iteration is needed? If yes, could you please direct me how to do that? FIY, "try" in the code below is the "try.csv" as in the attachment. Thanks a bunch!

LOOP K = 1 TO 150.

COMPUTE theta_lo={-20}.
COMPUTE theta_hi={20}.
COMPUTE delta={.000001}.
COMPUTE cut={K}.
COMPUTE theta={0}.
COMPUTE low={theta_lo}.
COMPUTE hi={theta_hi}.
COMPUTE IPROB=MAKE(NITEM,1,0).
COMPUTE IINFO=MAKE(NITEM,1,0).

LOOP.

LOOP J=1 TO NITEM.
COMPUTE IPROB(J)=(exp(theta-try(J,2))/(1+exp(theta-try(J,2))))).
COMPUTE IINFO(J)=IPROB(J)*(1-IPROB(J)).
END LOOP.
COMPUTE TCC=CSUM(IPROB).

DO IF (tcc-cut>delta).
COMPUTE hi = theta.
COMPUTE theta=theta-ABS((theta-low))/2.
END IF.
DO IF (tcc-cut< (-1*delta)).
COMPUTE low=theta.
COMPUTE theta=theta+ABS((hi-theta))/2.
END IF.

END LOOP IF (abs(tcc-cut)<=delta).