Help using Base SAS procedures

Need help with proc iml

Accepted Solution Solved
Reply
Contributor
Posts: 45
Accepted Solution

Need help with proc iml

Hi, everyone.

I need to do a median regression and I believe I should use the procedure iml, which I know nothing about. Below is a sample code I had found online at http://www.ats.ucla.edu/stat/sas/webbooks/reg/chapter4/sasreg4.htm and I need your help in understanding what they are. My comments are in blue color.

proc iml ; /*Least absolute values*/
  use elemapi2;                                I think elemapi2 is the dataset
  read all;
  a = cons || acs_k3 || acs_46 || full || enroll;                 so a is the independent variables set. cons is the constant, acs_k3, .... and enroll are all independent variables.
  b=api00;                                                                   api00 is the dependent variable
  opt= { . 3 0 1 };                                                          opt seems to mean output, but I have no idea what
{ . 3 0 1 } is. HELP!
  call lav(rc,xr,a,b,,opt); /*print out the estimates*/                what is rc and xr? Does opt mean to print out the estimates?
 
  opt= { . 0 . 1 };                                                                opt again.
{ . 0 . 1 } seems to mean something different from { . 3 0 1 } . What is it?

call lav(rc,xr,a,b,,opt); /*no print out but to create the xr*/


pred = a*t(xr);                                                        Calculate the predicted variable

  resid = b - pred;                                                        calculate the residual

  create _temp_ var { api00 cons acs_k3 acs_46 full enroll pred resid};                  create a dataset _temp_ to contain all variables, the predicted, and the residual

  append;                                                          This seems to have something to do with the dataset just created

quit;

After this is run, the result is something like this.

L1 Solution with ASE

Est 17.1505029 1.2690656888 7.2240793844 5.3238408715 -0.124573396                           So the Est. here is the coefficients?

ASE 123.531545 6.3559394265 2.2262729207 0.602359504 0.0391932684                           And these are the standard errors?

I know these are really dumb questions. But I'm learning from zero. Thanks ahead for your help!


Accepted Solutions
Solution
‎04-20-2013 12:04 AM
Contributor
Posts: 45

Re: Need help with proc iml

No one answered so far, so I did a google search and found this: SAS/IML(R) 9.2 User's Guide, and it answered most of my questions above, in case anyone sees this and has similar questions.

View solution in original post


All Replies
Contributor
Posts: 45

Re: Need help with proc iml

When I run my median regression, the SAS first shows me :

LS Solution

Est -96561.87302 -0.246300175 -2.602601178 97923.982407 181960.48881 -4.306466041

LS Solution

Est   458949.097 -95.96810113 98394.076103 2.6046454768 61681.495377 -1.738022118

After a bunch of LAV (L1) Estimation, which looks like a matrix, it gives me:

L1 Solution with ASE

Est 8766.7195889 -2.788729523 0.5995400876 -213853.6231 -15320.23666   2.87805056
ASE 5226.9687913 0.4589723826 0.4946914915 43854.291056 11406.063615 0.6643844441

L1 Solution with ASE

Est 40554.202816 -6.862368128 27982.148817 2.6542477447 -5710.519722   0.76728223
ASE 45907.755422  4.981493735 7780.6349503 0.3645178223 7090.9258689 0.2950026359

The LS solution and L1 solution estimates are different. Which are the coefficients I want to use?

And, since I have coefficients and standard errors, I can calculate the t value. But if I want to know the p value, is this the same with OLS regression? I mean, how can I know the F value?

Solution
‎04-20-2013 12:04 AM
Contributor
Posts: 45

Re: Need help with proc iml

No one answered so far, so I did a google search and found this: SAS/IML(R) 9.2 User's Guide, and it answered most of my questions above, in case anyone sees this and has similar questions.

Respected Advisor
Posts: 2,655

Re: Need help with proc iml

While coding it all through IML is possible, this looks exactly like what PROC QUANTREG should give you.  Take a look at the documentation here:

http://support.sas.com/documentation/cdl/en/statug/63347/HTML/default/viewer.htm#qreg_toc.htm

Steve Denham

☑ This topic is solved.

Need further help from the community? Please ask a new question.

Discussion stats
  • 3 replies
  • 193 views
  • 0 likes
  • 2 in conversation