topic Re: SAS code query in SAS/IML Software and Matrix Computations

SAS code query

Mubatsiri — Thu, 30 Jul 2015 23:42:05 GMT

Good Day

I am running the following code:

data ass3;

input income1 income2 house stand double prop;

cards;

521.502 118.348 735.779 920.53 0 1215.86

14.116 457.801 413.522 690.15 0 917.67

308.237 205.341 567.238 903.11 1 1201.16

449.589 157.470 496.226 659.05 1 1099.73

47.286 555.871 414.292 769.92 0 1077.25

12.702 400.744 283.223 539.62 1 973.28

303.539 360.630 671.121 934.58 0 1206.01

325.548 369.610 284.473 707.85 0 1071.03

328.079 17.192 492.552 699.23 0 834.60

479.735 34.212 767.408 1097.32 0 1102.11

70.381 319.148 373.140 760.19 0 774.12

232.232 255.517 238.515 577.39 0 828.64

56.125 326.705 589.865 930.42 0 1020.10

510.569 36.773 461.059 920.65 0 1044.39

15.890 353.851 345.385 655.05 1 932.65

298.906 126.398 531.592 1093.24 0 1036.68

280.401 105.089 497.296 727.87 0 867.00

188.411 419.229 383.097 903.32 0 1114.49

11.004 462.602 351.969 575.44 0 833.46

408.952 119.757 650.882 950.26 0 1044.39

114.999 253.868 439.853 849.32 0 831.60

200.932 141.234 400.907 571.64 0 773.70

276.907 350.366 554.191 948.33 1 1273.24

271.076 109.235 734.862 970.72 1 1124.66

357.141 324.151 507.147 686.02 0 1146.86

74.029 403.535 372.881 520.79 0 836.79

112.752 195.755 550.987 1048.71 0 1023.95

189.496 273.100 400.458 550.31 0 834.02

283.516 395.697 445.404 600.35 0 1064.84

255.701 154.743 535.123 1078.51 0 1075.30

;

run;

proc iml;

use ass3;

read all into EKT3;

print EKT3;

JI = EKT3[,1]+EKT3[,2]; /* to create the joint the joint income variable */

rat = EKT3[,3]/EKT3[,4]; /* to create the ratio variable as defined */

n=30;

p= 4; /* number of indepndenr varibles excluding intercept */

k=5; /* number of variables */

m = 2; /* number of linear restrictions */

/*part a */

In = J(nrow(EKT3),1,1);

X = In || JI || EKT3[ ,4] || rat || EKT3[ ,5];

Y = EKT3[ ,6];

bhat = inv(X`*X)*X`*y;

print bhat;

bnew = J(5,n,.);

/*part b */

do i = 1 to n;

if i = 1 then do;

Xnew = X[2:n,];

ynew = EKT3[2:n,];

end;

if i = n then do ;

Xnew = X[1:n-1,];

ynew = EKT3[1:n-1,];

end;

else do;

Xnew = X[1:i-1,] || X[i+1:n,];

ynew = EKT3[1:i+1,] || EKT3[i+1:n,];

end;

bhat2 = ginv(Xnew`*Xnew)*Xnew`*ynew;

bnew[,i]= bhat2;

end;

print bnew;

quit;

I keep getting the error message

ERROR: (execution) Invalid subscript or subscript out of range.

operation : [ at line 1588 column 13

operands : X, *LIT1024, _TEM1001,

X 30 rows 5 cols (numeric)

*LIT1024 1 row 1 col (numeric)

_TEM1001 1 row 1 col (numeric)

statement : ASSIGN at line 1588 column 5

1594 print bnew;

1595 quit;

I have tried to fix the error but it is somehow still not running. Any advise on how I can get the code to run smoothly?

Re: SAS code query

RW9 — Fri, 31 Jul 2015 09:06:33 GMT

Move your question to the SAS/IML section and you will get more coverage of people who use that technology.

Re: SAS code query

Rick_SAS — Fri, 31 Jul 2015 13:17:45 GMT

In the following statements

else do;

Xnew = X[1:i-1,] || X[i+1:n,];

...

The ELSE clause is being executed when i=1, which implies that te vector 1:i-1 evaluates to {1 0}, which is causing the "subscript out of range" error.

It looks like your loop is attempting to omit the i_th row. You can use the SETDIF function to generate the vector

rows = setdif(1:n, i); /* rows except the i_th */

For a detailed explanation, see the article

"Negative indexing" in SAS/IML: Excluding elements from an array

Re: SAS code query

Ksharp — Fri, 31 Jul 2015 14:28:53 GMT

You missed ELSE before " if i = n " ,

and you want // (vertical operator) not || (horizontal) right ?

and at the end of code , you need to consider about

bnew[, i]=bhat2;

which bhat2 is not column vector.

Code: Program

data ass3;
   input income1 income2 house stand double prop;
   cards;
  521.502 118.348 735.779 920.53 0 1215.86
  14.116 457.801 413.522 690.15 0 917.67
  308.237 205.341 567.238 903.11 1 1201.16
  449.589 157.470 496.226 659.05 1 1099.73
  47.286 555.871 414.292 769.92 0 1077.25
  12.702 400.744 283.223 539.62 1 973.28
  303.539 360.630 671.121 934.58 0 1206.01
  325.548 369.610 284.473 707.85 0 1071.03
  328.079 17.192 492.552 699.23 0 834.60
  479.735 34.212 767.408 1097.32 0 1102.11
  70.381 319.148 373.140 760.19 0 774.12
  232.232 255.517 238.515 577.39 0 828.64
  56.125 326.705 589.865 930.42 0 1020.10
  510.569 36.773 461.059 920.65 0 1044.39
  15.890 353.851 345.385 655.05 1 932.65
  298.906 126.398 531.592 1093.24 0 1036.68
  280.401 105.089 497.296 727.87 0 867.00
  188.411 419.229 383.097 903.32 0 1114.49
  11.004 462.602 351.969 575.44 0 833.46
  408.952 119.757 650.882 950.26 0 1044.39
  114.999 253.868 439.853 849.32 0 831.60
  200.932 141.234 400.907 571.64 0 773.70
  276.907 350.366 554.191 948.33 1 1273.24
  271.076 109.235 734.862 970.72 1 1124.66
  357.141 324.151 507.147 686.02 0 1146.86
  74.029 403.535 372.881 520.79 0 836.79
  112.752 195.755 550.987 1048.71 0 1023.95
  189.496 273.100 400.458 550.31 0 834.02
  283.516 395.697 445.404 600.35 0 1064.84
  255.701 154.743 535.123 1078.51 0 1075.30
  ;
run;

proc iml ;
   use ass3;
   read all into EKT3;
   print EKT3;
   JI=EKT3[, 1]+EKT3[, 2];

   /* to create the joint the joint income variable */
   rat=EKT3[, 3]/EKT3[, 4];

   /* to create the ratio variable as defined */
   n=30;
   p=4;

   /* number of indepndenr varibles excluding intercept */
   k=5;

   /* number of variables */
   m=2;

   /* number of linear restrictions */
   /*part a */
   In=J(nrow(EKT3), 1, 1);
   X=In || JI || EKT3[ , 4] || rat || EKT3[ , 5];
   Y=EKT3[ , 6];
   bhat=inv(X`*X)*X`*y;
   print bhat;
   bnew=J(5, n, .);

   /*part b */
   do i=1 to n;

   if i=1 then
   do;
   Xnew=X[2:n, ];
   ynew=EKT3[2:n, ];
   end;
   else if i=n then
   do;
   Xnew=X[1:n-1, ];
   ynew=EKT3[1:n-1, ];
   end;
   else
   do;
   Xnew=X[1:i-1, ]//X[i+1:n, ];
   ynew=EKT3[1:i-1, ]//EKT3[i+1:n, ];
   end;
   bhat2=ginv(Xnew`*Xnew)*Xnew`*ynew;
   bnew[, i]=bhat2[1];
   end;
   print bnew;
   quit;

Re: SAS code query

Mubatsiri — Fri, 31 Jul 2015 14:52:02 GMT

Thanks Rick it worked