## calculate pooled sigma

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Occasional Contributor
Posts: 13

# calculate pooled sigma

given dataset below, i want to compute the pooled sigma by Group. Already tried Ttest but it is limited to two class variables

 Group COUNT MEAN SIGMA MEAS_DATE a 501 101.1664 12.62792 14-Apr-15 a 123 103.33 10.545 8-Apr-15 b 164 99.21071 16.14705 8-Apr-15 b 697 86.24266 9.794989 9-Apr-15 c 223 82.22 7.422 7-Apr-15 c 780 84.10039 8.913545 8-Apr-15

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Solution
‎05-22-2015 04:15 PM
Posts: 1,270

## Re: calculate pooled sigma

Thanks Dr. Rick - Yes, we need one extra set of parentheses to formulate this correctly.

proc sql;

select *,sqrt(sum((count-1)*sigma**2) / (sum(count)-count(*))) as pool_sigma from have

group by group;

quit;

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Super User
Posts: 23,709

## Re: calculate pooled sigma

Assuming sigma is standard deviation and therefore variance I would look into PROC GLM.

PS. Stats questions are best posted under Statistical Procedure forum.

Posts: 1,270

## Re: calculate pooled sigma

data have;

input Group \$ COUNT MEAN SIGMA MEAS_DATE :anydtdte.;

format meas_date ddmmyy8.;

datalines;

a 501 101.1664 12.62792 14-Apr-15

a 123 103.33 10.545 8-Apr-15

b 164 99.21071 16.14705 8-Apr-15

b 697 86.24266 9.794989 9-Apr-15

c 223 82.22 7.422 7-Apr-15

c 780 84.10039 8.913545 8-Apr-15

;

proc sql;

select *,sqrt(sum((count-1)*sigma**2)/sum(count)-count(*)) as pool_sigma from have

group by group;

quit;

SAS Super FREQ
Posts: 4,240

## Re: calculate pooled sigma

Are you missing a set of parentheses?  Seem like it should be

sqrt(sum((count-1)*sigma**2) / (sum(count)-count(*)))

Solution
‎05-22-2015 04:15 PM
Posts: 1,270

## Re: calculate pooled sigma

Thanks Dr. Rick - Yes, we need one extra set of parentheses to formulate this correctly.

proc sql;

select *,sqrt(sum((count-1)*sigma**2) / (sum(count)-count(*))) as pool_sigma from have

group by group;

quit;

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