topic Re: Bootstrap in SAS Procedures

Bootstrap

sasphd — Tue, 04 Mar 2014 18:51:12 GMT

Hello,

I want to do bootstrap simulation. I create N bootstrap sample for each group. the dataset looks like:

Group bootstrapsample

1 1

1 2

1 3

1 N

2 1

2 2

2 3

2 N

I want to use %BYSTMT macro to run my program for each bootstrap sample for each group?

Thanks

Re: Bootstrap

Reeza — Tue, 04 Mar 2014 19:04:46 GMT

What's your question? If you're using a pre-defined macro and need help, reference to the macro or the code are required.

Re: Bootstrap

sasphd — Tue, 04 Mar 2014 19:17:00 GMT

When I am using only group, I am running my proc model using a macro with a do loop by group to estimate my variable. In the output, I have my estimate for each group. Here I create a N bootstrap sample for each group. My question is how we can run proc model for each bootstrap sample by group?

Re: Bootstrap

Reeza — Tue, 04 Mar 2014 19:35:56 GMT

One of the following would work:

By bootstrapsample group;

or By group bootstrapsample

Re: Bootstrap

sasphd — Tue, 04 Mar 2014 20:17:33 GMT

Thanks it works with my macro but it takes a lot of time. Can you tell me how to do it with %ANALYZE macro and %BYSTMT macro.

24982 - Jackknife and Bootstrap Analyses

Re: Bootstrap

Reeza — Tue, 04 Mar 2014 20:19:49 GMT

In your case there's probably a better way:

http://www2.sas.com/proceedings/forum2007/183-2007.pdf