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Bootstrap

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Frequent Contributor
Posts: 118

Bootstrap

Hello,

I want to do bootstrap simulation. I create N bootstrap sample for each group. the dataset looks like:

Group     bootstrapsample

1                    1

1                    1

1                    2

1                    2

1                    3

1                    3

.

.

1                    N

2                    1

2                    1

2                     2

2                    2

2                    3

2                    3

.

.

2                    N

I want to use %BYSTMT macro to run my program for each bootstrap sample for each group?

Thanks

Super User
Posts: 19,770

Re: Bootstrap

What's your question? If you're using a pre-defined macro and need help, reference to the macro or the code are required.

Frequent Contributor
Posts: 118

Re: Bootstrap

When I am using only group, I am running my proc model using a macro with a do loop by group to estimate my variable. In the output, I have my estimate for each group. Here I create a N bootstrap sample for each  group. My question is how we can run proc model for each bootstrap sample by group? 


Super User
Posts: 19,770

Re: Bootstrap

One of the following would work:

By bootstrapsample group;

or By group bootstrapsample

Frequent Contributor
Posts: 118

Re: Bootstrap

Thanks it works with my macro but it takes a lot of time. Can you tell me how to do it with  %ANALYZE macro and %BYSTMT macro.

24982 - Jackknife and Bootstrap Analyses

Super User
Posts: 19,770

Re: Bootstrap

In your case there's probably a better way:

http://www2.sas.com/proceedings/forum2007/183-2007.pdf

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