do loop macro - how can I continue even though there is an error?

[mcjs]

Hi, 

My code is something like the following. It is a simple do-loop, and inside the loop, there is a procedure, which generates an output for each loop. 

The problem is, the procedure often results in an error (ERROR: Floating Point Overflow. ) from a loop, and if the error is encountered, entire macro is stopped (ERROR: Termination due to Floating Point Exception). I want the macro to continue to proceed to the next loop when an error is resulted from from the procedure of a loop.

Any advise? Thank you in advance. 

===============================================
%macro xxx;

%do i = 1 %to 10000.;

data _null_;

set fq;

if _n_ = &i.;

call symput('cusip',cusip6);call symput('datadate',datadate);

run;

proc nlp data=datain(where = (cusip6 = "&cusip." and datadate = &datadate.))

              out=dataout&i.;
.............

run;

%end;
%mend;

===============================================

[Tom]

Please show an example of the error and its impact on the rest of the %DO loop.

It shouldn't stop the macro, but perhaps it is setting the system option OBS to zero and this is making the other steps fail?

[mcjs]

The following is log from the error message. At the message, output dataset is PINEST&i. You can see that do-loop stopped at i=801.

I need the macro to proceed to i=802, ignoring the error and no-ouput of i=801. 

===================================

ERROR: Floating Point Overflow.
ERROR: Termination due to Floating Point Exception
NOTE: The SAS System stopped processing this step because of errors.
NOTE: There were 64 observations read from the data set WORK.PIN_DATA.
WHERE (cusip6='006739 ') and (datadate=19996);
WARNING: The data set WORK.PINEST801 may be incomplete. When this step was stopped there were 0
observations and 5 variables.
WARNING: Data set WORK.PINEST801 was not replaced because this step was stopped.
NOTE: PROCEDURE NLP used (Total process time):
real time 0.15 seconds
cpu time 0.12 seconds

===================================

[Kurt_Bremser]

Your problem does not come from macro code, but from proc nlp.

See http://morgan.dartmouth.edu/Docs/sas92/support.sas.com/documentation/cdl/en/ormpug/59679/HTML/defaul... for a possible remedy.

[mcjs]

Hi KurtBremser, 

That is exactly why I coded a looping macro by cusip and datadate, rather than "proc nlp...;by cusip datadate;..."

I understand proc nlp returns error for some type of data. My question is, even when proc nlp returns an error, why the macro is not proceeding to the next loop. 

[Kurt_Bremser]

The question is, does the macro loop stop immediately, or is it that the SAS session enters syntax check mode, and no further Base code is executed?

[mcjs]

I am not sure what "syntax check mode" is, but I would like to answer it stops immediately. See the log below.  

===================================================

i = 21449: cusip6 = 829073 and datadate = 19358

NOTE: Your code contains 3 program statements.
NOTE: Gradient is computed using analytic formulas.
NOTE: Hessian is computed using analytic formulas.
ERROR: Floating Point Overflow.
ERROR: Termination due to Floating Point Exception
NOTE: The SAS System stopped processing this step because of errors.
NOTE: There were 69 observations read from the data set WORK.PIN_DATA.
WHERE (cusip6='829073 ') and (datadate=19358);
WARNING: The data set PIN.PINEST21449 may be incomplete. When this step was stopped there were 0
observations and 5 variables.
NOTE: PROCEDURE NLP used (Total process time):
real time 0.18 seconds
cpu time 0.12 seconds

==============================================

This is the last a few lines of log where the macro stops. The first line of the above log is generated by a "%put" command. It shows that the loop stopped at i=21499, while the loop is supposed to run to i=26412. 

[mcjs]

FYI, I am adding entire macro. 

=================================

%macro pin(dsetin = , alpha = , from = , delta = , eta = , mu = );

data _null_;set &dsetin. end = eof;if eof then call symput('num',_n_);run;

%local i;
%do i = &from. %to &num.;

data _null_;set &dsetin.;if _n_ = &i.;call symput('cusip',cusip6);call symput('datadate',datadate);run;

%put i = &i.: cusip6 = &cusip. and datadate = &datadate.;

proc nlp data=pin_data(where = (cusip6 = "&cusip." and datadate = &datadate.)) noprint
out=pin.pinest&i.(keep = cusip6 datadate ALPHA ETA MU);
by cusip6 datadate;
max loglik;
decvar ALPHA = &alpha., DELTA = &delta., ETA = &eta., MU = &mu.;
M = min(buys,sells) + max(buys,sells) / 2.0 ;
x = eta / (mu + eta) ;
bounds 0.0 < eta mu, 0.0 <= alpha delta <= 1.0 ;
loglik = -2.0 * eta + M * log(x) + (buys + sells) * log(mu + eta) +
log( alpha * (1.0 - delta) * exp(-1.0 * mu) * (x ** (sells - M )) +
alpha * delta * exp(-1.0 * mu) * (x ** (buys - M)) +
(1.0 - alpha) * (x ** (buys + sells - M)) ) ;
run;

%if &i. = 1 %then %do;data pinest;set pinest1;run;%end;
%else %do;data pinest;set pinest pin.pinest&i.;run;%end;

%end;

%mend;

[Kurt_Bremser]

OK, this is peculiar. The macro loop continued in all circumstances I could test with some deliberately crashing code.

Quick and dirty:

%macro create_data;
%do i = 1 %to 3;
data work.class&i;
set sashelp.class;
run;
%end;
%mend;
%create_data
%macro test_data;
%do i = 1 %to 5;
%put i=&i.;
data want;
set work.class&i;
run;
%end;
%mend;
%test_data

I tried several of the errorhandling system options, but the only thing I could come up with is an automatic abend (termination of the SAS process) when the error was encountered. In all other cases, the %do loop continued, and I received a further ERROR message in iteration 5.

I would bring this to the attention of SAS technical support, maybe they know something I don't.

[mcjs]

Thanks, KurtBremser. As you commented, maybe it's related to proc nlp. I will contact SAS. 

[Tom]

Check the setting of the ERRORABEND option.
%put %sysfunc(getoption(errorabend));

[mcjs]

See the log as follows:

========================================

899 %put %sysfunc(getoption(errorabend));
NOERRORABEND

[Kurt_Bremser]

---

@Tom wrote:
Check the setting of the ERRORABEND option.
%put %sysfunc(getoption(errorabend));

---

That was one of my tests, but then the workspace server terminated with a proper final message in the log. A "simple" exit of the %do loop without any further messages, but a still living SAS process did not happen.