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EricB40
Fluorite | Level 6

Does anyone know what is wrong with this code:

proc iml;
x={1,
2,
3,
4,
5,
6};


xt=t(x);
print transpose;

Using this data, I am expected to find x', x'x, x'x inverse, X’Y, b = (X’X)-1X’Y, e = Y-Xb, etc. Does anyone know how to best do this?

X

Y

1

2

3

4

5

6

  0.83

  7.48

14.45

12.70

20.46

25.73

 

4 REPLIES 4
JosvanderVelden
SAS Super FREQ

Have a look at the results when you run this:

proc iml;
   /* transpose a matrix */
   s = {1 2 3, 4 5 6, 7 8 9, 10 11 12}; /* 4 x 3 matrix */
   transpose = t(s); /* 3 x 4 matrix */
   print transpose;
run;

proc iml;
   x = {1, 2, 3, 4, 5, 6};
   xt = t(x);
   print xt;
run;
PaigeMiller
Diamond | Level 26

@EricB40 wrote:

 

Using this data, I am expected to find x', x'x, x'x inverse, X’Y, b = (X’X)-1X’Y, e = Y-Xb, etc. Does anyone know how to best do this?


You turn these formulas into the appropriate PROC IML code. It should be very straighforward, the actual math formulas have a very simple and easy-to-understand representation in code

 

Example:

 

x'x in IML code is

 

t(x)*x

 

You need to do this for the rest of the functions you need. Show us what you have tried.

--
Paige Miller
Ksharp
Super User

Why not post it at IML forum, since it is about IML question. and @Rick_SAS  is there.

 

data have;
input x y;
cards;
1  0.83
2 7.48
3 14.45
4 12.70
5 20.46
6 25.73
;

proc iml;
use have;
read all var {x y};
close;

x=j(nrow(x),1,1)||x;
xt=t(x);
xtx=xt*x;
xtx_inv=inv(xtx);
xty=xt*y;
b=solve(xtx,xty);
bb=inv(t(x)*x)*t(x)*y; /*another way to get BETA*/
e=y-x*b;

print x,xt,xtx,xtx_inv,xty,b ,bb ,e;
quit;

 

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