topic Re: Calculate weights in proc sql in SAS Procedures

Calculate weights in proc sql

SeanZ — Sat, 19 Oct 2013 08:28:02 GMT

I have a dataset with variables date, firm id, dummy and asset. What I want to achieve is for each date, each firm id, calculate a weight for each observation according to asset when dummy=0, and do the same for dummy=1. A simple example is as below

date firm id dummy asset weight

1 A 0 50 50/(50+50)=0.5

1 A 1 20 20/(20+80)=0.2

1 A 1 80 80/(20+80)=0.8

I want to get the weight shown above. How can I use proc sql to get the results? Or other ways?

Thanks.

Re: Calculate weights in proc sql

Jagadishkatam — Sat, 19 Oct 2013 12:25:39 GMT

Hi,

Please try the below code

data have;

input date firm_id$ dummy asset;

cards;

1 A 0 50

1 A 1 20

1 A 1 80

;

proc sql;

create table want as select date,firm_id,dummy,asset,asset/sum(asset) as weight from have

group by date,firm_id,dummy;

quit;

Thanks,

Jagadish

Re: Calculate weights in proc sql

SeanZ — Sun, 20 Oct 2013 04:03:36 GMT

Thanks. I am going to try it, but it seems to be correct.