topic Re: linear interpolation of missing data in SAS Procedures

linear interpolation of missing data

thdang — Sat, 24 Nov 2012 13:20:49 GMT

Hallo, I have a timeserie but there are missing value at the beginning. How can I do a linear interpolation for those missing value? Thank you!

id date value

Re: linear interpolation of missing data

art297 — Sat, 24 Nov 2012 14:32:44 GMT

If you have SAS ETS you could use proc expand. e.g.:

data have;

informat date mmddyy10.;

format date mmddyy10.;

input id $ date value;

cards;

011080 3/31/1986 317.607

011080 4/30/1986 .

011080 5/30/1986 .

011080 6/30/1986 452.600

011080 7/31/1986 .

011080 8/29/1986 .

011080 9/30/1986 568.433

;

proc sort data=have;

by date;

run;

proc expand data=have out=LinInterp;

convert value=linear / method=join;

id date;

run;

Re: linear interpolation of missing data

thdang — Sat, 24 Nov 2012 14:44:22 GMT

I only have sas 9.2 it did not work.

Re: linear interpolation of missing data

art297 — Sat, 24 Nov 2012 15:27:59 GMT

It should have worked (I think) in 9.2, but you would have to have licensed SAS/ETS.

Re: linear interpolation of missing data

art297 — Sat, 24 Nov 2012 15:31:37 GMT

Rick's blog provides links for accomplishing the task at least 3 different ways, ETS, IML and a data step. If you don't have either ETS or IML licensed, you should be able to incorporate the datastep solution. see: Linear interpolation in SAS - The DO Loop

Re: linear interpolation of missing data

thdang — Sat, 24 Nov 2012 21:55:22 GMT

Thank you.

Re: linear interpolation of missing data

AncaTilea — Sun, 25 Nov 2012 02:40:33 GMT

Hi.

If you want to "linearly" impute the data then you can do a proc reg on your data, save the linear equation, then calculate the missing values.

Something like this:

*using the data you have, I create "order" variable which is really just 1..n;

data have;
set have;
order = _n_;
run;

*run a linear regression to get the parameters for the line;

proc reg data = have;
model value = order;
ods output parameterEstimates = est(keep = variable estimate);
run;quit;

*save the intercept and the beta;
data _null_;
set est;
if variable = "Intercept" then do;
call symput ("int", estimate);
end;
if variable = "order" then do;
call symput ("beta", estimate);
end;
run;

data want;
set have;
if value = . then value = &int. + order * &beta.;
run;

Good luck!

Re: linear interpolation of missing data

thdang — Sun, 25 Nov 2012 15:24:56 GMT

Thanks!!