topic Re: Identifying the distribution of the data - Quantitative in SAS Programming

Identifying the distribution of the data - Quantitative

HS2 — Sun, 15 Jan 2023 15:37:12 GMT

Hello,

Please I need to determine the distribution fitting for a quantitative variable (normal, lognormal, uniform, weibull, triangular, etc, ...) and required parameters to define it .

Is there any procedure that can combine all distributions together to test?

thank you

Re: Identifying the distribution of the data - Quantitative

PaigeMiller — Sun, 15 Jan 2023 16:17:10 GMT

Use PROC UNIVARIATE to create Q-Q plots. https://documentation.sas.com/doc/en/pgmsascdc/9.4_3.4/procstat/procstat_univariate_syntax30.htm

Or you can use P-P plots, or Probability Plots, also in PROC UNIVARIATE.

Re: Identifying the distribution of the data - Quantitative

HS2 — Mon, 16 Jan 2023 10:23:55 GMT

Thank youu!

Does the proc freq do the same job for qualitative variable distribution, or there are any other procedures to consider?

Thank you

Re: Identifying the distribution of the data - Quantitative

PaigeMiller — Mon, 16 Jan 2023 11:15:15 GMT

@HS2 wrote:

Does the proc freq do the same job for qualitative variable distribution, or there are any other procedures to consider?

Yes, PROC FREQ will compute the distribution, and provides a Chi-Squared test to see if the proportions at each level are equal; it can also test to see if the proportions at each level are equal to a specified value. https://documentation.sas.com/doc/en/pgmsascdc/9.4_3.4/procstat/procstat_freq_details08.htm#procstat.freq.freqchisq1

Re: Identifying the distribution of the data - Quantitative

Rick_SAS — Mon, 16 Jan 2023 11:51:43 GMT

It sounds like you want to do what some people call the "shotgun method," which is to fit a bunch of standard distributions and have the software tell you how well each model fits. You can do this by using PROC SEVERITY in SAS/ETS software. The Getting Started example in the doc shows how to carry out the analysis by using

DIST _PREDEFINED_; /* test 10 predefined distributions */

Re: Identifying the distribution of the data - Quantitative

Ksharp — Mon, 16 Jan 2023 11:58:11 GMT

/*Or try PROC GENMOD
There are AIC , BIC which you can compare 
with which distribution is more fitted data.
*/
proc genmod data=sashelp.heart;
model weight= /dist=normal;
run;
proc genmod data=sashelp.heart;
model weight= /dist=GAMMA;
run;
proc genmod data=sashelp.heart;
model weight= /dist=TWEEDIE;
run;
proc genmod data=sashelp.heart;
model weight= /dist=POISSON;
run;

Re: Identifying the distribution of the data - Quantitative

sbxkoenk — Mon, 16 Jan 2023 12:23:42 GMT

Usage Note 48914: Testing the fit of a discrete distribution
https://support.sas.com/kb/48/914.html

Usage Note 23135: Testing fit of continuous and discrete distributions to observed data
https://support.sas.com/kb/23/135.html

Base SAS Procedures Guide: Statistical Procedures
The UNIVARIATE Procedure
Goodness-of-Fit Tests
https://go.documentation.sas.com/doc/en/pgmsascdc/9.4_3.5/procstat/procstat_univariate_details53.htm

Some distributions are not offered in the SAS procedures.
You can always use PROC OPTMODEL (SAS Optimization) to find its parameters.
You need to specify the formula for the distribution and its log-likelihood function (to find the maximum likelihood estimates of the parameters given a sample of observed data points).

Good luck,

Koen

Re: Identifying the distribution of the data - Quantitative

Rick_SAS — Mon, 16 Jan 2023 19:49:12 GMT

For distributions that are not supported in SAS, I recommend using PROC NLMIXED for maximum loglikelihood estimation. An advantage of PROC NLMIXED is that it provides estimates of standard errors, confidence intervals, and p-values for hypothesis tests of the form Param=0. For an example and discussion, see

Two ways to compute maximum likelihood estimates in SAS - The DO Loop

Re: Identifying the distribution of the data - Quantitative

HS2 — Fri, 17 Feb 2023 12:36:55 GMT

Hello, Yes, this is exactly what I wanted.

It worked, thank you!

Re: Identifying the distribution of the data - Quantitative

ballardw — Fri, 17 Feb 2023 16:04:43 GMT

@HS2 wrote:

Thank youu!

Does the proc freq do the same job for qualitative variable distribution, or there are any other procedures to consider?

Thank you

If your qualitative data is character you may need to clean up spellings or build custom formats to standardize the values used by Proc Freq. The values "ABC" "Abc" "AbC" "aBC" <exhaust spelling case to continue> would each be a different level of the variable in Proc Freq.

Just to provide an example of one project I worked on. We were conducting a survey involving business names. We provided a list of likely answers and what should be entered in the responses by our data collection team. Result: 18 spellings for "IBM". My favorite was "I>B>M>" .