I am working on a research project and have trouble come up with a way to conduct a rolling window regression. In my proc model I include this macro to do my rolling window.
%do fen = %eval(&dfen) %to 100;
where %eval(&fen) le obs le %eval(36+&fen-1);
However, my proc model is done by id and as you can see in this macro I suppose that the number of observations is 100 for each id but this is not true I have a different number of observation for each id. In my database I add a column which indicates the number of total number of observation for each id (nb).
How can I change the fixed number 100 to a changing variables called nb?
I try to do it like this :
%do fen = %eval(&dfen) %to %eval(&nb);
where %eval(&fen) le obs le %eval(36+&fen-1);
but I have this error
ARNING: Apparent symbolic reference NB not resolved.
ERROR: The text expression &NB contains a recursive reference to the macro variable NB. The
macro variable will be assigned the null value.
In case my example wasn't sufficiently clear, here is the same type of code for doing proc reg on sashelp.class using rolling windows of 5 records within each sex. BTW, you appear to never mark your questions as having been answered, thus many of us continue to spend probably unnecessary time on them:
filename runit temp;
data _null_;
length script $255;
file runit;
set test (keep=sex);
by sex;
if first.sex then do;
grp=0;
counter=1;
end;
else counter+1;
if counter ge 5 then do;
grp+1;
script=catt('Title "Predicting age by height and weight -- Sex=',
sex,' group=',grp,'";');
put script;
script=catt("proc reg data=test (firstobs=",_n_-4," obs=",_n_,
"); model age=height weight; run;");
put script;
end;
run;
%include runit;
This forum works best when only a single thread is opened for a give topic. If a suggestion is made to post in another subject area that's okay, but generally multiple threads are not needed.
In case my example wasn't sufficiently clear, here is the same type of code for doing proc reg on sashelp.class using rolling windows of 5 records within each sex. BTW, you appear to never mark your questions as having been answered, thus many of us continue to spend probably unnecessary time on them:
filename runit temp;
data _null_;
length script $255;
file runit;
set test (keep=sex);
by sex;
if first.sex then do;
grp=0;
counter=1;
end;
else counter+1;
if counter ge 5 then do;
grp+1;
script=catt('Title "Predicting age by height and weight -- Sex=',
sex,' group=',grp,'";');
put script;
script=catt("proc reg data=test (firstobs=",_n_-4," obs=",_n_,
"); model age=height weight; run;");
put script;
end;
run;
%include runit;
thanks for your help.
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