proc iml and by variable

e3flator — Wed, 08 May 2013 12:18:36 GMT

I would like to know if in proc iml there is a command similar to the “By” command of many SAS procedures. I have to create a matrix product t(x)*A*x using the same matrix A but different x vectors.

All x vectors are stored in the same dataset (INPUT) which has a varaible used to filter the different vectors.

E.g.

BY_VARIABLE	X
AT	X1
AT	X2
DE	X1
DE	X2
FR	X1
….

Currently I make a cycle on the different values of BY_VARIABLE, filter the dataset based on that value, make the proc iml and store the output in a dataset. I would like to know if it’s possible to use the entire INPUT dataset in the proc iml, specify which is the BY variable and output a dataset with the BY_VARIABLE and the results of the matrix product for each value.

Thanks in advance

Federica

Re: proc iml and by variable

Rick_SAS — Wed, 08 May 2013 13:04:04 GMT

There is not a BY statement because the SAS/IML statement operates on matrices, not just vectors. (It also has a DO loop and other features for processing multiple groups.)

For your example, let Y be the matrix whose i_th column is the vector for the i_th value of the BY variable. Then

M = t(Y)*A*Y

computes all products that appear in the output data set. There is no need to filer the data prior to calling PROC IML, nor to create/append multiple data sets. One IML operation is all it takes.

topic Re: proc iml and by variable in SAS/IML Software and Matrix Computations

proc iml and by variable

Re: proc iml and by variable