topic How to find the value of two independent variables that make the dependent variable is minimum in SAS Programming

How to find the value of two independent variables that make the dependent variable is minimum

Terrencefung — Mon, 06 Feb 2017 01:33:30 GMT

Hi SAS community members,

I am trying to find out the values of two independent variables that make the value of dependent variable is minimum.

For example, here is my equation: EC= q1(x1)c1+q2(x2)c2

what i want to do is find out the values of x1 and x2 that make EC is the minimum.

Could anyone please help me for this .

Many thanks for your help.

Regards,

Terrence

Re: How to find the value of two independent variables that make the dependent variable is minimum

Shmuel — Mon, 06 Feb 2017 02:21:15 GMT

1) please post a smaple of your data for test.

2) how many observationsare in your dataset ?

3) have you tried to create a sas code ? If yes - post it.

Re: How to find the value of two independent variables that make the dependent variable is minimum

Terrencefung — Mon, 06 Feb 2017 04:40:29 GMT

Hi Shmuel,

Thank you very much for your prompt response. Some variables of the equation are known,

The sample data as follow:

Global Company	em	Estimated Probability
Key


1173	1	0.01095
1173	1	0.00952
1286	1	0.00804
3362	1	0.0161
3734	0	0.00812
3839	1	0.0123
3946	1	0.01109
4060	0	0.00972
4060	1	0.01077
4372	1	0.00967
4601	1	0.00978
4601	0	0.00981
4622	1	0.00922
4769	1	0.01033
5047	1	0.01023
5399	1	0.00945
6136	1	0.01154
6136	1	0.00984
6882	1	0.00917
7652	1	0.00949
7652	0	0.00958
7991	1	0.01051
8092	1	0.01075
8972	0	0.01
9538	1	0.01213
10026	1	0.00946

em=1means the observations is a manipulator, 0 otherwise, Estimated Probability is the estmated probabilty calculated by a Logit model.

I need to find a cut-off value for Estimated Probability that make EC has the minimum value

EC= q1(x1)c1+q2(x2)c2

where q1=0.01, c1=1 , q2=0.99, c2=20

x1 is the observed Type I error, x2 is the observed the Type II error.

I have 10,000 observations.

Thank you again for your reply.

Kind regards,

Terrence

Re: How to find the value of two independent variables that make the dependent variable is minimum

PGStats — Mon, 06 Feb 2017 04:31:04 GMT

Are q1 and q2 continuous functions? If so, can you find their derivative?

Do you have a licence for SAS/OR?

Re: How to find the value of two independent variables that make the dependent variable is minimum

Terrencefung — Mon, 06 Feb 2017 04:44:54 GMT

Hi PG STATS,

Thank you for your reply.

q1 and q2 are assumed probabilities, and not continuous. For example, here i assume the assuemd probabilty for manipulator q1=0.01 (1%), and the assumend probabilty for non-manipulator is q2=0.99 (99%).

Yes, I have the licence for SAS/OR.

Thank you for your help.