topic Re: Creating Data Sets in SAS Programming

Creating Data Sets

as00502 — Sat, 05 Mar 2016 11:22:50 GMT

I am trying to create different data sets on SAS with specifed variance/covariances on SAS university edition, but I am very unsure how to go about this.

Thank you!

Re: Creating Data Sets

Reeza — Sat, 05 Mar 2016 12:16:33 GMT

Your trying to simulate data? If so read Rick Wicklins blog and/or book on simulating data in SAS.

Re: Creating Data Sets

PGStats — Sat, 05 Mar 2016 21:14:54 GMT

You will need to specify the distribution as well. Check out the RAND() function.

Re: Creating Data Sets

as00502 — Wed, 23 Mar 2016 12:02:59 GMT

I have used Rick Wilkins' method to simulate multivariate normal data with a set covaraince matrix. I am ultimately trying to carry out mixed model analysis on this data. I am unsure how to split it up into groups, as it is already split into 'x1'...'x4'. This is the code I am using, if you happen to have any ideas?

proc iml;
Mean = {1, 2, 3, 4};
Cov = {0.5 0 0 0, 0 0.5 0 0, 0 0 0.5 0, 0 0 0 0.5};
N = 1000;
call randseed(123);
X = RandNormal(N, Mean, Cov);
SampleMean = mean(X);
SampleCov = cov(X);
varNames = "x1":"x4";

print SampleMean[colname=varNames],
SampleCov[colname=varNames rowname=VarNames];
create MVN from X[colname=varNames];
append from X;
close MVN;
quit;

Re: Creating Data Sets

Rick_SAS — Tue, 29 Mar 2016 19:40:24 GMT

The example you show uses RANDNORMAL function to simulate correlated variables. Presumably you also want to generate correlated observations? The book Simulating Data with SAS covers mixed models in Chapter 12, pp. 230-242. The article "Constructing common covariance structures" (from Chapter 10) shows some related computations.