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09-30-2015 10:00 AM - edited 09-30-2015 10:14 AM

As a result of simulation below some cell sizes are not sufficient for further analysis. Sometimes, one of the cell happen to have zero observations and the program quits, without completeing number of cycles (here 100). Is there any way I can force the program to continue cycles until it ends? And is there any way I can put constraints on the minum cell size. I keep getting this error:

ERROR: (execution) Matrix has not been set to a value. operation : [ at line 3130 column 11 operands : t2, idx2, *LIT1051 T2 1200 rows 1 col (numeric) idx2 0 row 0 col (type ?, size 0) *LIT1051 1 row 1 col (numeric) 1 statement : ASSIGN at line 3130 column 9

Here is the simulation code.

option symbolgen; ** define parameters; %let N = 300; ** total obs; %let NumSamples = 100; %let beta01 = 0; %let beta02 = log(6/4); %let beta11 = log(2); *relationship of covariate X with T=1; %let beta12 = log(5); *relationship of covariate X with T=2; %let alpha0 = 0; ** intercept, T=3 effect; %let alpha1 = 0.2; ** T=1 effect; %let alpha2 = 0.4; ** T=2 effect; %let alphaX = 0.2; ** X effect; ** simulate data; proc iml; ** assign variable names and allocate space for the data and parameters; varNamesData={SampleID x t t1 t2 t3 y}; varNamesParms={SampleID N PN1 PN2 PN3 beta01 beta02 beta03 beta11 beta12 beta13 alpha0 alpha1 alpha2 alphaX varY}; TempSimData = J(&N, NCOL(varNamesData)); TempSimParms = J(1, NCOL(varNamesParms)); create SimData from TempSimData[c=varNamesData]; create SimParms from TempSimParms[c=varNamesParms]; ** simulation loop; do SampleID = 1 to &NumSamples; call RANDSEED(0); ** allocate space and generate x; x = J(&N, 1); call RANDGEN(x, "NORMAL", 1, 1); ** define linear equations; eta13 = &beta01 + &beta11 * x; *T=1 vs T=3; eta23 = &beta02 + &beta12 * x; *T=2 vs T=3; ** find actual probabilities for subjects to be in each treatment level; pi1 = exp(eta13) / (1 + exp(eta13) + exp(eta23)); pi2 = exp(eta23) / (1 + exp(eta13) + exp(eta23)); pi3 = 1 / (1 + exp(eta13) + exp(eta23)); ** allocate space for treatment and actual probabilities in matrix form; t = J(&N, 1); p = J(&N, 3); ** fill the probability matrix from pi1, pi2, and pi3; p[,1] = pi1; p[,2] = pi2; p[,3] = pi3; ** generate treatment levels; call RANDGEN(t , "TABLE", p); ** create dummy variables for treatment levels; t1 = J(&N, 1, 0); t2 = J(&N, 1, 0); t3 = J(&N, 1, 0); idx1 = LOC(t=1); t1[idx1]=1; idx2 = LOC(t=2); t2[idx2]=1; idx3 = LOC(t=3); t3[idx3]=1; ** allocate space for outcome and residuals; y = J(&N,1); epsilon = J(&N, 1); ** generate residuals such that variance of y will approximately be 1; SigmaEpsilon = SQRT(1-sum(cov(&alpha1*t1||&alpha2*t2||&alphaX*x))); call RANDGEN(epsilon, "NORMAL", 0, SigmaEpsilon); ** generate y; y = &alpha0 + &alpha1*t1 + &alpha2*t2 + &alphaX*x + epsilon; ** create a temporary simulated data for each simulation loop; TempSimData = J(&N, NCOL(varNamesData)); TempSimData[,1] = SampleID; TempSimData[,2] = x; TempSimData[,3] = t; TempSimData[,4] = t1; TempSimData[,5] = t2; TempSimData[,6] = t3; TempSimData[,7] = y; setout SimData; append from TempSimData; ** define additional parameters; idxN1 = LOC(t=1); N1 = COUNTN(t[idxN1]); idxN2 = LOC(t=2); N2 = COUNTN(t[idxN2]); idxN3 = LOC(t=3); N3 = COUNTN(t[idxN3]); VarY = VAR(y); PN1 = N1/&N; PN2 = N2/&N; PN3 = N3/&N; ** save temporary parameters for each simulation loop; TempSimParms = J(1, NCOL(varNamesParms)); TempSimParms[,1] = SampleID; TempSimParms[,2] = &N; TempSimParms[,3] = PN1; TempSimParms[,4] = PN2; TempSimParms[,5] = PN3; TempSimParms[,6] = &beta01; TempSimParms[,7] = &beta02; TempSimParms[,8] = &beta03; TempSimParms[,9] = &beta11; TempSimParms[,10] = &beta12; TempSimParms[,11] = &beta13; TempSimParms[,12] = &alpha0; TempSimParms[,13] = &alpha1; TempSimParms[,14] = &alpha2; TempSimParms[,15] = &alphaX; TempSimParms[,16] = varY; setout SimParms; append from TempSimParms; end; close SimData; close SimParms; quit;

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Solution

09-30-2015
11:13 AM

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Posted in reply to MetinBulus

09-30-2015 10:38 AM

I don't fully understand your question, but you should "beware the naked LOC" Anytime you call the LOC function to obtain indices that satisfy some condition, you need to consider the possibility that the condition is not going to be satisfied. This is especially important when you are generating random values.

To prevent the program from stopping when it encounters such an event, change the statement that look like this:

```
idx1 = LOC(t=1);
t1[idx1]=1;
```

to look like this:

```
idx1 = LOC(t=1);
if ncol(idx1)>0 then t1[idx1]=1;
```

As to your second question, "Can I put constraints on the minimum cell size," the answer is yes, but it will change the distribution from which you are sampling, which will affect your results. You will be sampling from a truncated distribution. If you decide that that is what you want, you can introduce an acceptance-rejecion condition and only write out the simulated data that satisfies your constraints.

Of course, you'll have to change your loop

do SampleID = **1** to &NumSamples;

to

do while(SampleID <= &NumSamples);

You can read more about acceptance-rejection sampling on my blog:

By the way, since &N is constant in your simulation, you can move all the allocation calls outside the loop. All those calls to the J function are unnecessary. Do them once outside the loop to allocate space for the vectors or matrices, and then reuse the variables. Computer scientists call this technique "loop hoisting."

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Solution

09-30-2015
11:13 AM

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Posted in reply to MetinBulus

09-30-2015 10:38 AM

I don't fully understand your question, but you should "beware the naked LOC" Anytime you call the LOC function to obtain indices that satisfy some condition, you need to consider the possibility that the condition is not going to be satisfied. This is especially important when you are generating random values.

To prevent the program from stopping when it encounters such an event, change the statement that look like this:

```
idx1 = LOC(t=1);
t1[idx1]=1;
```

to look like this:

```
idx1 = LOC(t=1);
if ncol(idx1)>0 then t1[idx1]=1;
```

As to your second question, "Can I put constraints on the minimum cell size," the answer is yes, but it will change the distribution from which you are sampling, which will affect your results. You will be sampling from a truncated distribution. If you decide that that is what you want, you can introduce an acceptance-rejecion condition and only write out the simulated data that satisfies your constraints.

Of course, you'll have to change your loop

do SampleID = **1** to &NumSamples;

to

do while(SampleID <= &NumSamples);

You can read more about acceptance-rejection sampling on my blog:

By the way, since &N is constant in your simulation, you can move all the allocation calls outside the loop. All those calls to the J function are unnecessary. Do them once outside the loop to allocate space for the vectors or matrices, and then reuse the variables. Computer scientists call this technique "loop hoisting."

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Posted in reply to Rick_SAS

09-30-2015 11:13 AM - edited 09-30-2015 11:16 AM

Thank you Rick, this is what I needed. Special thanks for additional details, great value for my training.

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Posted in reply to Rick_SAS

09-30-2015 11:39 AM - edited 09-30-2015 11:41 AM

True that truncated distribution may be frowned upon. Nonetheless, at least the program should continue to next cycles instead of aborting (in case one of the cell is null and "an error" aborts the program). I can't seem to find anything useful on the web adressing this issue. I tried it with "do while" but was not succesful.