macro for a rolling window regression

sasphd — Wed, 19 Nov 2014 15:09:07 GMT

I am working on a research project and have trouble come up with a way to conduct a rolling window regression. In my proc model I include this macro to do my rolling window.

%do fen = %eval(&dfen) %to 100;

where %eval(&fen) le obs le %eval(36+&fen-1);

However, my proc model is done by id and as you can see in this macro I suppose that the number of observations is 100 for each id but this is not true I have a different number of observation for each id. In my database I add a column which indicates the number of total number of observation for each id (nb).

How can I change the fixed number 100 to a changing variables called nb?

I try to do it like this :

%do fen = %eval(&dfen) %to %eval(&nb);

where %eval(&fen) le obs le %eval(36+&fen-1);

but I have this error

ARNING: Apparent symbolic reference NB not resolved.

ERROR: The text expression &NB contains a recursive reference to the macro variable NB. The

macro variable will be assigned the null value.

Re: macro for a rolling window regression

art297 — Wed, 19 Nov 2014 15:21:36 GMT

see my response at:

Re: macro for a rolling window regression

UPRETIGOPI — Wed, 29 Mar 2017 19:55:38 GMT

I was also looking for the solution to the similar error but I did not find your solution when I clicked your link

Chandra

topic macro for a rolling window regression in SAS Programming

macro for a rolling window regression

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Re: macro for a rolling window regression