How to skip to next iteration in do loop if conditional statement is true?

[RobF]

l

I've written a routine that calculates a penalized logistic regression by reading my dataset into a two dimensional array, then iteratively looping through the dataset array by columns and rows and updating the values in the regression parameter array.

I'm having a surprisingly difficult time successfully writing a statement that gracefully exits the "j=0 to &numvars" do loop if the current value of p_ equals 0 (see >>> arrows indicating the program line below).

Basically, if the current value of p_ = 0, then there's no need to update the value of p_ and the program should continue to the (j+1)th parameter in the do loop. I don't want to exit the "j=0 to &numvars" do loop - just skip to the next value of j in the sequence.

I've tried leave, continue, and goto statements, but no luck.

Running the code below with the goto statement, I receive the following error:

145             end; * End lambda values loop ;

146       

147             end; * End alpha values loop ;

                ___

                161

ERROR 161-185: No matching DO/SELECT statement.

148       

149       

150       

151        run;

Any ideas what I'm doing wrong & how I ought to proceed? Thanks in advance!

**********************************************************************

*    Logistic regression coordinate descent code for elastic net      *

**********************************************************************;

%let nobs=442;

%let numvars=10;

%let numvars2=11;

%let numiter=1000;

%let lambda_list=.1;

%let alpha_list=1;

data coord_descent_output (keep=alpha lambda p_0-p_&numvars2.);

     array xx[0:&numvars.] x0-x&numvars.; 

     array x_[&nobs.,0:&numvars.] _temporary_;

     array y_[&nobs] _temporary_;

*** Load data into two dimensional array ***;

     do _n_ = 1 to &nobs.;

             set diabetes_stnd_array2 nobs=nobs;

             do j=0 to &numvars.;

           x_[_n_,j] = xx;

           y_[_n_] = y_gt140;

             end;

     end;

*** Coordinate descent routine ***;

     do alpha=&alpha_list; * Start alpha values loop ;

     do lambda=&lambda_list; * Start lambda values loop ;

   gamma=alpha*lambda;

     array p_[0:&numvars.] (&numvars2.*1); * Assign initial parameter values ;

     do i=1 to &numiter; * Start iteration loop ;

           do j=0 to &numvars; * Start data column loop ;

  >>>       if p_=0 then goto endloop; * Bypass calculations and proceed to p_[j+1] if p_=0 ;

          z = 0;

          sum_wtx_sq = 0;

                    do _nn_ = 1 to &nobs; * Start data record loop ;

             yhat = p_[0];

                          do k=1 to &numvars;

                  yhat = sum(yhat, p_*x_[_nn_,k]);

                          end;

             proby = 1/(1 + exp(-yhat));

                         if proby <= .00001 then do;

                  proby = 0;

                  weight = .00001;

                          end;

                          else if proby >= .99999 then do;

                  proby = 1;

                  weight = .00001;

                         end;

                         else weight = proby*(1 - proby);

            z = sum(z, (x_[_nn_,j]*(y_[_nn_] - proby) + weight*p_*(x_[_nn_,j])**2));

            sum_wtx_sq = sum(sum_wtx_sq, weight*(x_[_nn_,j])**2);

                end; * End data record loop ;

                if j=0 then do;

           p_ = z/sum_wtx_sq;

                end;

                else if j>0 then do;

                     if (z/&nobs > 0 and gamma < abs(z/&nobs)) then p_ = (z/&nobs - gamma)/(sum_wtx_sq/&nobs + lambda - gamma);

                     else if (z/&nobs < 0 and gamma < abs(z/&nobs)) then p_ = (z/&nobs + gamma)/(sum_wtx_sq/&nobs + lambda - gamma);

                     else if gamma >= abs(z/&nobs) then p_ = 0;

                end;

>>>     endloop: end; * End p_=0 bypass loop ;

          end; * End data column loop ;

     end; * End iteration loop ;

     output coord_descent_output;

     put "p_

="

p_

;

     end; * End lambda values loop ;

     end; * End alpha values loop ;

run;

[Reeza]

I didn't read all of your code but could you reverse the condition?

if p_ ne 0 then do;

*rest of code

end;

[ballardw]

Depending on desired behavior you may want one of:

if p_=0 then leave;

or

if p_=0 then continue;

Leave would stop the iteration of the J loop, Continue would move to the next iteration (J+1)

[RobF]

Thanks guys - unfortunately neither of these suggestions is working. The program runs without error, however the output parameter values are incorrect (compared to running the code without any p_=0 bypass options at all).

I have a feeling there's a logic error rather than a syntax error here, alas.