topic Re: Generalize function module in SAS/IML Software and Matrix Computations

Generalize function module

R_Fraser — Thu, 24 Apr 2014 03:44:57 GMT

I have two function modules VCE and VCM that differs only in the way M is computed and an additional argument CLUSTER. How can I create a single function module that can handle both computations of M?

Thanks,

Raphael

start vce(y,x,b0,b1,p1,p2,v);

... statements here ...

v = (dg(eta,p2)#dg(xb,p1)#(w-mu)/v)##2;

D = diag(v);

M = t(X)*D*X;

return(M);

finish vce;

start vcm(cluster,y,x,b0,b1,p1,p2,v);

... statements here ...

M = J(p,p,0);

v = (dg(eta,p2)#dg(xb,p1)#(w-mu)/v)##2;

uClx = unique(Cluster);

do j = 1 to ncol(uClx);

dx = loc(Cluster = uClx);

M = M + t(X[dx,])*v[dx]*t(v[dx])*X[dx,];

end;

return(M);

finish vce;

Re: Generalize function module

Rick_SAS — Thu, 24 Apr 2014 12:51:42 GMT

Assuming you have SAS/IML 12.1 (SAS 9.3m2), use optional arguments and the ISSKIPPED function:

start vc(y,x,b0,b1,p1,p2,v, cluster=);

if isskipped(cluster) then

return( vce(y,x,b0,b1,p1,p2,v) );

else

return( vcm(cluster,y,x,b0,b1,p1,p2,v) );

finish;

Re: Generalize function module

R_Fraser — Thu, 24 Apr 2014 13:23:04 GMT

Thanks!