topic IML code problem in SAS/IML Software and Matrix Computations

IML code problem

karen8169 — Tue, 25 Oct 2016 15:06:24 GMT

When I try to rewrite the orginal code to fit my data, it always appears that "ERROR: (execution) Matrix has not been set to a value.".
But I don't know where can I correct them. By the way, I want to know how to store het_y into a column form.

Thanks a million.

proc IML;
use work.jb_test_data;
read point (1:252) var{BIDLO ASKHI PRC VOL RET} into m;

n=nrow(m); r=ncol(m);
y=m[,5]; x=shape(1,n,1)||m[ ,1:2:3:4];

beta=inv(t(x)*x)*t(x)*y;
sigma=sqrt(t(y-x*beta)*(y-x*beta)/(n-r));
se=sigma*sqrt(vecdiag(inv(t(x)*x)));
het_y=x*beta;
print het_y;

Re: IML code problem

ballardw — Tue, 25 Oct 2016 15:19:16 GMT

It often helps to post the entire log of the code and any error /warning messages to diagnose things.

Also, since you use the phrase "try to rewrite the orginal code to fit my data" it appears that you are following another code file.

It may help to post that original code as well.

Re: IML code problem

Rick_SAS — Tue, 25 Oct 2016 19:29:51 GMT

The index creation operator (:) has the syntax initial:final. In your case, the correct syntax is

x=shape(1,n,1) || m[ ,1:4];

See the "Tutorial" section of the SAS/IML documentation for other tips for using SAS/IML for linear regression.

To write vectors to a SAS data set, see "Writing data from a matrix to a SAS data set."