I have a large dataset of stocks and daily returns. Because it is too large, I dont want to any analysis on the whole dataset. I would like to choose a subsample to play around with first. Say, I would like to take 50 stocks and I want all observations for those 50 stocks.
How can I achieve this?
So just pick 50 random stocks in your data set and retrieve every observation of those stocks, correct?
If so, then I think the Cluster Statement in PROC SURVEYSELECT is the way to go
data stocks(drop=i);
do i=1 to 1e5;
stock=rand('integer', 1, 1000);
output;
end;
run;
proc surveyselect data=stocks method=srs n=50 seed=123 out=want;
cluster stock;
run;
So just pick 50 random stocks in your data set and retrieve every observation of those stocks, correct?
If so, then I think the Cluster Statement in PROC SURVEYSELECT is the way to go
data stocks(drop=i);
do i=1 to 1e5;
stock=rand('integer', 1, 1000);
output;
end;
run;
proc surveyselect data=stocks method=srs n=50 seed=123 out=want;
cluster stock;
run;
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