How to skip to next iteration in do loop if conditional statement is true?

RobF — Mon, 13 Apr 2015 20:20:38 GMT

I've written a routine that calculates a penalized logistic regression by reading my dataset into a two dimensional array, then iteratively looping through the dataset array by columns and rows and updating the values in the regression parameter array.

I'm having a surprisingly difficult time successfully writing a statement that gracefully exits the "j=0 to &numvars" do loop if the current value of p_ equals 0 (see >>> arrows indicating the program line below).

Basically, if the current value of p_ = 0, then there's no need to update the value of p_ and the program should continue to the (j+1)th parameter in the do loop. I don't want to exit the "j=0 to &numvars" do loop - just skip to the next value of j in the sequence.

I've tried leave, continue, and goto statements, but no luck.

Running the code below with the goto statement, I receive the following error:

145 end; * End lambda values loop ;

146

147 end; * End alpha values loop ;

___

161

ERROR 161-185: No matching DO/SELECT statement.

148

149

150

151 run;

Any ideas what I'm doing wrong & how I ought to proceed? Thanks in advance!

**********************************************************************

* Logistic regression coordinate descent code for elastic net *

**********************************************************************;

%let nobs=442;

%let numvars=10;

%let numvars2=11;

%let numiter=1000;

%let lambda_list=.1;

%let alpha_list=1;

data coord_descent_output (keep=alpha lambda p_0-p_&numvars2.);

array xx[0:&numvars.] x0-x&numvars.;

array x_[&nobs.,0:&numvars.] _temporary_;

array y_[&nobs] _temporary_;

*** Load data into two dimensional array ***;

do _n_ = 1 to &nobs.;

set diabetes_stnd_array2 nobs=nobs;

do j=0 to &numvars.;

x_[_n_,j] = xx;

y_[_n_] = y_gt140;

end;

*** Coordinate descent routine ***;

do alpha=&alpha_list; * Start alpha values loop ;

do lambda=&lambda_list; * Start lambda values loop ;

gamma=alpha*lambda;

array p_[0:&numvars.] (&numvars2.*1); * Assign initial parameter values ;

do i=1 to &numiter; * Start iteration loop ;

do j=0 to &numvars; * Start data column loop ;

>>> if p_=0 then goto endloop; * Bypass calculations and proceed to p_[j+1] if p_=0 ;

z = 0;

sum_wtx_sq = 0;

do _nn_ = 1 to &nobs; * Start data record loop ;

yhat = p_[0];

do k=1 to &numvars;

yhat = sum(yhat, p_*x_[_nn_,k]);

end;

proby = 1/(1 + exp(-yhat));

if proby <= .00001 then do;

proby = 0;

weight = .00001;

end;

else if proby >= .99999 then do;

proby = 1;

weight = .00001;

end;

else weight = proby*(1 - proby);

z = sum(z, (x_[_nn_,j]*(y_[_nn_] - proby) + weight*p_*(x_[_nn_,j])**2));

sum_wtx_sq = sum(sum_wtx_sq, weight*(x_[_nn_,j])**2);

end; * End data record loop ;

if j=0 then do;

p_ = z/sum_wtx_sq;

end;

else if j>0 then do;

if (z/&nobs > 0 and gamma < abs(z/&nobs)) then p_ = (z/&nobs - gamma)/(sum_wtx_sq/&nobs + lambda - gamma);

else if (z/&nobs < 0 and gamma < abs(z/&nobs)) then p_ = (z/&nobs + gamma)/(sum_wtx_sq/&nobs + lambda - gamma);

else if gamma >= abs(z/&nobs) then p_ = 0;

end;

>>> endloop: end; * End p_=0 bypass loop ;

end; * End data column loop ;

end; * End iteration loop ;

output coord_descent_output;

put "p_

;

end; * End lambda values loop ;

end; * End alpha values loop ;

run;

Re: How to skip to next iteration in do loop if conditional statement is true?

Reeza — Mon, 13 Apr 2015 20:23:36 GMT

I didn't read all of your code but could you reverse the condition?

if p_ ne 0 then do;

*rest of code

end;

Re: How to skip to next iteration in do loop if conditional statement is true?

ballardw — Mon, 13 Apr 2015 21:00:55 GMT

Depending on desired behavior you may want one of:

if p_=0 then leave;

if p_=0 then continue;

Leave would stop the iteration of the J loop, Continue would move to the next iteration (J+1)

Re: How to skip to next iteration in do loop if conditional statement is true?

RobF — Mon, 13 Apr 2015 21:20:55 GMT

Thanks guys - unfortunately neither of these suggestions is working. The program runs without error, however the output parameter values are incorrect (compared to running the code without any p_=0 bypass options at all).

I have a feeling there's a logic error rather than a syntax error here, alas.

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How to skip to next iteration in do loop if conditional statement is true?

Re: How to skip to next iteration in do loop if conditional statement is true?

Re: How to skip to next iteration in do loop if conditional statement is true?

Re: How to skip to next iteration in do loop if conditional statement is true?