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Posted 03-22-2019 01:21 PM
(1916 views)

Hi all,

I am trying to rank transform a data by year (i.e., rank transformation within cross-section) such that the rank transformed that has a mean of 0 and a standard deviation of 1.

Here is what I have so far, but I am not able to force proc transform to rank transform the data so that SAS rank transforms the data by having mean=0 and std=1:

```
data work.have;
infile cards expandtabs truncover;
input id year value;
cards;
1 2001 0.4
2 2001 0.3
3 2001 0.4
4 2001 0.8
5 2001 0.9
6 2001 0.8
7 2001 0.8
1 2002 0.3
2 2002 0.9
3 2002 0.1
4 2002 0.9
5 2002 0.2
6 2002 0.9
7 2002 0.9
;
run;
/* I want to rank the variable "value" by year such that it has a mean=0 and a std=1 */
/* Please note that the rank needs to be performed within each year (i.e., within the cross-seciton) */
proc rank data=work.have out=work.have_ranked;
by year;
var value;
ranks valueRank;
run;
/* Results */
proc sql;
create table work.want as
select distinct year, mean(value) as average, std(value) as standard_dev
from work.have_ranked
group by year;
quit;
```

Any suggestions will be appreciated!

1 ACCEPTED SOLUTION

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@Yegen wrote:

Hi all,

I am trying to rank transform a data by year (i.e., rank transformation within cross-section) such that the rank transformed that has a mean of 0 and a standard deviation of 1.

Here is what I have so far, but I am not able to force proc transform to rank transform the data so that SAS rank transforms the data by having mean=0 and std=1:

`data work.have; infile cards expandtabs truncover; input id year value; cards; 1 2001 0.4 2 2001 0.3 3 2001 0.4 4 2001 0.8 5 2001 0.9 6 2001 0.8 7 2001 0.8 1 2002 0.3 2 2002 0.9 3 2002 0.1 4 2002 0.9 5 2002 0.2 6 2002 0.9 7 2002 0.9 ; run; /* I want to rank the variable "value" by year such that it has a mean=0 and a std=1 */ /* Please note that the rank needs to be performed within each year (i.e., within the cross-seciton) */ proc rank data=work.have out=work.have_ranked; by year; var value; ranks valueRank; run; /* Results */ proc sql; create table work.want as select distinct year, mean(value) as average, std(value) as standard_dev from work.have_ranked group by year; quit;`

Any suggestions will be appreciated!

PROC RANK gives you unstandardized ranks, not what you want, hence the next step. Use PROC STDIZE to transform the rank numbers so that they have mean 0 and variance 1.

--

Paige Miller

Paige Miller

7 REPLIES 7

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@Yegen wrote:

Hi all,

I am trying to rank transform a data by year (i.e., rank transformation within cross-section) such that the rank transformed that has a mean of 0 and a standard deviation of 1.

Here is what I have so far, but I am not able to force proc transform to rank transform the data so that SAS rank transforms the data by having mean=0 and std=1:

`data work.have; infile cards expandtabs truncover; input id year value; cards; 1 2001 0.4 2 2001 0.3 3 2001 0.4 4 2001 0.8 5 2001 0.9 6 2001 0.8 7 2001 0.8 1 2002 0.3 2 2002 0.9 3 2002 0.1 4 2002 0.9 5 2002 0.2 6 2002 0.9 7 2002 0.9 ; run; /* I want to rank the variable "value" by year such that it has a mean=0 and a std=1 */ /* Please note that the rank needs to be performed within each year (i.e., within the cross-seciton) */ proc rank data=work.have out=work.have_ranked; by year; var value; ranks valueRank; run; /* Results */ proc sql; create table work.want as select distinct year, mean(value) as average, std(value) as standard_dev from work.have_ranked group by year; quit;`

Any suggestions will be appreciated!

PROC RANK gives you unstandardized ranks, not what you want, hence the next step. Use PROC STDIZE to transform the rank numbers so that they have mean 0 and variance 1.

--

Paige Miller

Paige Miller

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Ranks of unique values will be integers 1, 2, 3, ....

It sounds like you want to standardize the values to have mean=0 and std=1. You can do that with PROC STDIZE:

```
/* I want to rank the variable "value" by year such that it has a mean=0 and a std=1 */
/* Please note that the rank needs to be performed within each year (i.e., within the cross-seciton) */
proc stdize data=work.have out=work.have_ranked;
by year;
var value;
run;
proc means data=have_ranked;
class year;
var value;
run;
proc print data=have_ranked;
run;
```

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@Rick_SAS and @PaigeMiller, I have tried to use both of your suggestions and the results seem to be similar although the transformed values are different:

```
data work.have;
infile cards expandtabs truncover;
input id year value;
cards;
1 2001 0.4
2 2001 0.3
3 2001 0.4
4 2001 0.8
5 2001 0.9
6 2001 0.8
7 2001 0.8
1 2002 0.3
2 2002 0.9
3 2002 0.1
4 2002 0.9
5 2002 0.2
6 2002 0.9
7 2002 0.9
;
run;
/* I want to rank the variable "value" by year such that it has a mean=0 and a std=1 */
/* Please note that the rank needs to be performed within each year (i.e., within the cross-seciton) */
proc rank data=work.have out=work.have_ranked;
by year;
var value;
ranks valueRank;
run;
PROC STANDARD DATA=have_ranked MEAN=0 STD=1 OUT=have_ranked1;
by year;
VAR valueRank value;
RUN;
proc means data=have_ranked1;
class year;
var value valueRank;
run;
proc print data=have_ranked1;
run;
```

I wanted to see if the rank tranformed values will be similar to the non-rank transformed values after standardizing the data. They seem pretty similar, but not exactly the same.

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Does your data have ties?

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@Yegen wrote:

@Rick_SAS and @PaigeMiller, I have tried to use both of your suggestions and the results seem to be similar although the transformed values are different:

I wanted to see if the rank tranformed values will be similar to the non-rank transformed values after standardizing the data. They seem pretty similar, but not exactly the same.

Pretty similar, but not exactly the same? I don't know what that means, you need to show us what you did and what the different results are.

From what I can see, @Rick_SAS and my suggestion are the same, and should produce the same results.

--

Paige Miller

Paige Miller

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@Reeza, there was no mentioning in the paper that I am following whether they have adjusted for ties. So I assume no adjustments were made there..

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