Programming the statistical procedures from SAS

How to understand compustat dataset and winsorization

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Regular Learner
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How to understand compustat dataset and winsorization

Hey I am really in need of help. I am writing my dissertation and i plan to use the compustat data.

 

1. I have managed to get the data but i am failing to understand it. Please anyone to help. 

2. I am very very new to SAS software, i really need help too on how i can winsorise the data that i from compustat. Well explained commands will greatly be helpful and appreciated. 

 

 

Thank you in advance.


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‎01-28-2017 10:26 PM
Super User
Posts: 5,317

Re: How to understand compustat dataset and winsorization

Winsorize seems to be managed by SAS/IML (and potentially by SAS Stat Studio).

 

https://support.sas.com/edu/schedules.html?id=2757&ctry=US

Unfortunately it seems not to be on e-learning.

 

But there are several books and the documentation regarding IML.

Data never sleeps

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‎01-28-2017 10:26 PM
Super User
Posts: 5,317

Re: How to understand compustat dataset and winsorization

Winsorize seems to be managed by SAS/IML (and potentially by SAS Stat Studio).

 

https://support.sas.com/edu/schedules.html?id=2757&ctry=US

Unfortunately it seems not to be on e-learning.

 

But there are several books and the documentation regarding IML.

Data never sleeps
Community Manager
Posts: 2,842

Re: How to understand compustat dataset and winsorization

You might find what you need in this thread: how to winsorize variable using SAS

 

Moving this to the Stat Proc board.

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