SAS Forecasting and Econometrics

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Toni2
Lapis Lazuli | Level 10

i have more than 100 variables and use npar1way to estimate KS. 

 

My aim is each variable to be tested based on the class variable

 

 

proc npar1way edf data=mydata noprint;
class source;
var &val;
output out=stat ks;
run;

 

 

Below is an example of the outcome for one variable. My question is, do i need to use the KS or the D statistic? 

 

Kolmogorov-Smirnov Two-Sample Test (Asymptotic)
 
KS 0.038621 D 0.1039
KSa 1.07377 Pr > KSa 0.1991

 

 

 

1 ACCEPTED SOLUTION

Accepted Solutions
PaigeMiller
Diamond | Level 26

For comparing two different distributions, look at the graphic at Wikipedia, D is the size vertically of the black arrow, it is the maximum vertical difference between the two distribution. That's the one you want.

 

The documentation explains the difference: https://documentation.sas.com/doc/en/pgmsascdc/9.4_3.4/statug/statug_npar1way_details24.htm

--
Paige Miller

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2 REPLIES 2
PaigeMiller
Diamond | Level 26

For comparing two different distributions, look at the graphic at Wikipedia, D is the size vertically of the black arrow, it is the maximum vertical difference between the two distribution. That's the one you want.

 

The documentation explains the difference: https://documentation.sas.com/doc/en/pgmsascdc/9.4_3.4/statug/statug_npar1way_details24.htm

--
Paige Miller
Toni2
Lapis Lazuli | Level 10
thank you 🙂

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