topic Re: Random draws without replacement in SAS/IML Software and Matrix Computations

Random draws without replacement

stoffprof — Wed, 14 Aug 2013 19:04:25 GMT

I need to randomly choose k integers between 1 and T without replacement.

Here's what I've come up with:

T=60;

k=15;

/* random vector for choosing integers */

r = j(T,1,0);

call randgen(r,'uniform');

/* find indices from sorting r */

call sortndx( integers, r, {1});

/* take first k integers */

draw = integers[1:k];

I need to do it many times, and I'd rather avoid looping through this, so I'm wondering if anyone has a better solution.

Rick_SAS — Wed, 14 Aug 2013 19:11:20 GMT

There are many ways. Do you have SAS/IML 12.1 (SAS 9.3m2)? If so, use

s = sample(1:60, {15 100}, "WOR");

The sample space is 1:60. The sample size is 15. The number of independent draws is 100. The samplnig is done without replacement.

stoffprof — Wed, 14 Aug 2013 19:21:32 GMT

Perfect, thanks Rick. I made sure to update to 9.4 (12.3) after your recent blog post.