Hello I wish to call the following macro and run the analysis below. The macro runs well but the last part to simulate a data and runs does not work. Any help? The problem is from the data test (marked bold below) , no problem with the macro. The error is at the tail end %macro indirect(data=,y=,x=,m=,c=0,boot=1000,conf=95,percent=0,bc=1,bca=0, normal=0,contrast=0); proc iml; use &data; read all var{&y &x &m} into dd; nm={&y &x &m}; xx=(dd = .);xx=xx[,+]; j=1;do i = 1 to nrow(dd);if xx[i,1]=0 then;do;dd[j,]=dd[i,];j=j+1;end;end; dd=dd[1:j-1,]; nm = nm`; n = nrow(dd); nv = ncol(dd); nc = &c; con=j(n,1,1); dt2 = dd; dt = dd; resid = j(n,(nv-nc),0); info = j((2*(nv-nc-2)+1),(2*(nv-nc-2)+1),0); imat = j(ncol(info),4,1); imat[1:(nv-nc-2),1]=(2:(nv-nc-1))`; imat[1:(nv-nc-2),3]=(2:(nv-nc-1))`; imat[(nv-nc-1):(ncol(info)-1),2]=(2:(nv-nc-1))`; imat[(nv-nc-1):(ncol(info)-1),4]=(2:(nv-nc-1))`; imat[(nv-nc-1):(ncol(info)-1),1]=j((nv-nc-2),1,(nv-nc)); imat[(nv-nc-1):(ncol(info)-1),3]=j((nv-nc-2),1,(nv-nc)); imat[ncol(info),1:4]={1 1 1 1}; imat[ncol(info),1]=nv-nc; imat[ncol(info),3]=nv-nc; bzx = j(nv-2-nc,1,0); bzxse = j(nv-2-nc,1,0); b=j((nv-1-nc),(nv-1-nc),0); cname={"C1", "C2", "C3", "C4", "C5", "C6", "C7", "C8", "C9", "C10", "C11", "C12", "C13", "C14", "C15", "C16"}; cname=cname//{"C17", "C18", "C19", "C20", "C21", "C22", "C23", "C24", "C25", "C26", "C27", "C28", "C29"}; cname=cname//{"C30", "C31", "C32", "C33", "C34", "C35", "C36", "C37", "C38", "C39", "C40", "C41", "C42"}; cname=cname//{"C43", "C44", "C45"}; p0 = -0.322232431088; p1 = -1; p2 = -0.342242088547; p3 = -0.0204231210245; p4 = -.0000453642210148; q0 = 0.0993484626060; q1 = 0.588581570495; q2 = 0.531103462366; q3 = 0.103537752850; q4 = 0.0038560700634; conf=round(&conf); lowalp = 0.5*(1-(conf/100)); upalp = 0.5*(1+(conf/100)); zbca = lowalp//upalp; btn = 1; if (&boot > 999) then; do; btn = floor(&boot/1000)*1000; end; blowp = floor(lowalp*btn); if (blowp < 1) then; do; blowp = 1; end; bhighp = floor((upalp*btn)+1); if (bhighp > btn) then; do; bhighp = btn; end; indeff = j((n+1+btn),(nv-1-nc),0); do d = 1 to (n+1+btn); if (d = (n+2)) then; do; dt = dt2; con = j(n,1,1); end; if (d > 1) then if (d < (n+2)) then; do; if (d = 2) then; do; con = j((n-1),1,1); dt = dt2[2:n,]; end; if (d = (n+1)) then; do; dt = dt2[1:(n-1),]; end; if (d > 2) then if (d < (n+1)) then; do; dt = dt2[1:(d-2),]//dt2[(d:n),]; end; end; if (d > (n+1)) then; do; do nn = 1 to n; v = int(ranuni(0)*n)+1; dt[nn,1:nv]=dt2[v,1:nv]; end; end; x = dt[,2]; m = dt[,3:(nv-nc)]; y = dt[,1]; xz = dt[,2:nv]; xo = con||x; if (nc > 0) then; do; c = dt[,(nv-nc+1):nv]; xo = xo||c; end; do k = 3 to (nv-nc); ytmp = dt[,k]; bzxt = inv(xo`*xo)*xo`*ytmp; bzx[(k-2),1]=bzxt[2,1]; if (d = 1) then; do; resid[,(k-1)]=ytmp-(xo*bzxt); mse = sum((ytmp-(xo*bzxt))##2)/(n-2-nc); olscm = (mse*inv(xo`*xo)); bzxse[(k-2),1]=sqrt(olscm[2,2]); end; end; if (d = 1) then; do; if (nc > 0) then; do; cnt = dd[,(nv-(nc-1)):nv]; xo = con||x||cnt; end; if (nc = 0) then; do; xo = con||x; end; byx = inv(xo`*xo)*xo`*y; mse = sum((y-(xo*byx))##2)/(n-2-nc); olscm = (mse*inv(xo`*xo)); byxse = sqrt(olscm[2,2]); byx = byx[2,1]; end; xzo = con||xz; byzx = inv(xzo`*xzo)*xzo`*y; byzx2 = byzx[3:(nv-nc),1]; if (d = 1) then; do; resid[,ncol(resid)]=y-(xzo*byzx); mse = sum((y-(xzo*byzx))##2)/(n-nv); covmat = mse*inv(xzo`*xzo); olscm = vecdiag(covmat); sse = mse*(n-nv); sst = sum((y-(sum(y)/n))##2); r2 = 1-(sse/sst); ar2 = 1-(mse/(sst/(n-1))); fr = ((n-nv)*r2)/((1-r2)*ncol(xz)); pfr = 1-probf(fr,ncol(xz),(n-nv)); if (nc > 0) then; do; bcon = byzx[(nv-nc+1):nv,1]; bconse = sqrt(olscm[(nv-nc+1):nv,1]); end; byzx2se = sqrt(olscm[3:(nv-nc),1]); cprime = byzx[2,1]; cprimese=sqrt(olscm[2,1]); end; indeff2 = (bzx#byzx2); zs = (bzx/bzxse)#(byzx2/byzx2se); temp = t(sum(indeff2)//indeff2); indeff[d,]=temp; if (d = 1) then; do; vs = nm[1:(nv-nc),1]; rn = {"DV = " "IV = " "MEDS = "}; print "Dependent, Independent, and Proposed Mediator Variables"; print vs [rowname = rn]; if (nc > 0) then; do; vs = nm[(nv-nc+1):nv,1]; print "Statistical Controls"; rn = {"CONTROLS="}; print vs [rowname = rn]; end; print "Sample size"; print n; nms = nm[3:(nv-nc),1]; te = bzx/bzxse; df = n-2-nc; p = 2*(1-probt(abs(te),df)); bzxmat = bzx||bzxse||te||p; b[2:(nv-1-nc),1]=bzx; se2 = bzxse#bzxse; cnm = {"Coeff" "se" "t" "p"}; print "IV to Mediators (a paths)"; print bzxmat [rowname = nms colname = cnm format = 9.4]; te = byzx2/byzx2se; df = n-nv; p = 2*(1-probt(abs(te),df)); byzx2mat=byzx2||byzx2se||te||p; print "Direct Effects of Mediators on DV (b paths)"; print byzx2mat [rowname = nms colname = cnm format = 9.4]; te=byx/byxse; df = n-2-nc; p=2*(1-probt(abs(te),df)); byxmat = byx||byxse||te||p; xnm=nm[2,1]; print "Total effect of IV on DV (c path)"; print byxmat [rowname = xnm colname = cnm format = 9.4]; te=cprime/cprimese; df = n-nv; p=2*(1-probt(abs(te),df)); cprimmat = cprime||cprimese||te||p; print "Direct Effect of IV on DV (c' path)"; print cprimmat [rowname = xnm colname = cnm format = 9.4]; if (nc > 0) then; do; df = n-nv; nms = nm[(nv-nc+1):nv,1]; te=bcon/bconse; p=2*(1-probt(abs(te),df)); bconmat = bcon||bconse||te||p; print "Partial Effect of Control Variables on DV"; print bconmat [rowname = nms colname = cnm format = 9.4]; end; dvms=r2||ar2||fr||ncol(xz)||(n-nv)||pfr; print "Fit Statistics for DV Model"; cnm = {"R-sq" "adj R-sq" "F" "df1" "df2" "p"}; print dvms [colname = cnm format = 9.4]; if (&normal =^ 0) then;if(&c = 0) then;do; do; bmat=j((nv-nc),(nv-nc),0); bmat[2:(nv-nc-1),1]=bzx; bmat[(nv-nc),2:(nv-nc-1)]=byzx2`; bmat[(nv-nc),1]=cprime; imbinv = inv(i(ncol(bmat))-bmat); imbtinv = inv(i(ncol(bmat))-bmat`); resid[,1]=x-(x[+]/n); psi = (resid`*resid)/(n-1); invpsi = inv(psi); ibpsiib = imbinv*psi*imbtinv; do ic = 1 to ncol(info); do ic2 = 1 to ncol(info); info[ic,ic2]=(n-1)*((imbinv[imat[ic2,4],imat[ic,1]]*imbinv[imat[ic,2],imat[ic2,3]])+(ibpsiib[imat[ic2,4],imat[ic,2]]*invpsi[imat[ic,1],imat[ic2,3]])); end; end; varcov=inv(info); varcov=varcov[1:(2*(nv-nc-2)),1:(2*(nv-nc-2))]; ses = vecdiag(varcov); avar = ses[1:nrow(bzxse),1]; bvar = ses[(nrow(bzxse)+1):nrow(ses),1]; if ((nv-nc-2) > 1) then;do;if(&contrast = 1) then;do; prws=j(((nv-nc-2)*(nv-nc-3)/2),1,0); prwse=prws; kk=1; do ic = 1 to (nv-nc-3); do ic2 = (ic+1) to (nv-nc-2); vf2=((byzx2[ic,1]##2)*varcov[ic,ic])-(2*byzx2[ic,1]*byzx2[ic2,1]*(varcov[ic,ic2])); vf2=vf2+((byzx2[ic2,1]##2)*varcov[ic2,ic2])+((bzx[ic,1]##2)*(bvar[ic,1])); vf2=vf2-(2*bzx[ic,1]*bzx[ic2,1]*covmat[(2+ic),(2+ic2)])+((bzx[ic2,1]##2)*(bvar[ic2,1])); cnt=indeff2[ic,1]-indeff2[ic2,1]; prws[kk,1]=cnt; prwse[kk,1]=sqrt(vf2); kk=kk+1; end; end; cnam2=cname[1:(kk-1),1]; end;end; dermat=byzx2//bzx; totse=sqrt((dermat)`*varcov*dermat); specse = sqrt((byzx2#byzx2)#(avar)+(bzx#bzx)#(bvar)); specse = totse//specse; indsum=indeff2[+]; specz = (indsum//indeff2)/specse; ind22 = indsum//indeff2; nms = {"TOTAL"}//nm[3:(nv-nc),1]; if ((nv-nc-2) > 1) then;do;if(&contrast = 1) then;do; ind22 = ind22//prws; specse = specse//prwse; specz2 = prws/prwse; specz = specz//specz2; nms = nms//cnam2; end;end; pspec = 2*(1-probnorm(abs(specz))); spec = ind22||specse||specz||pspec; cnm = {"Effect" "se" "Z" "p"}; print "*****************************************************"; print "NORMAL THEORY TESTS FOR INDIRECT EFFECTS"; print "Indirect Effects of IV on DV through Mediators (ab paths)"; print spec [rowname = nms colname = cnm format = 9.4]; end;end; end; end; if (btn > 1) then;do; nms = {"TOTAL"}//nm[3:(nv-nc),1]; if (nv-nc-2) > 1 then do;if (&contrast = 1) then do; crst=j((n+1+btn),((nv-nc-2)*(nv-nc-3)/2),0); kk=1; do ic = 2 to (nv-nc-2); do ic2 = (ic+1) to (nv-nc-1); crst[,kk]=indeff[,ic]-indeff[,ic2]; kk=kk+1; end; end; indeff = indeff||crst; cnam2=cname[1:(kk-1),1]; nms = nms//cnam2; end; end; lvout = indeff[2:(n+1),]; tdotm = lvout[+,]/n; tm = j(n,ncol(lvout),1)*diag(tdotm); topa=(((n-1)/n)*(tm-lvout))##3; topa=topa[+,]; bota =((((n-1)/n)*(tm-lvout))##2); bota=bota[+,]; bota=6*sqrt(bota##3); ahat = topa/bota; indsam = indeff[1,]`; boot = indeff[(n+2):nrow(indeff),]; mnboot = (boot[+,]/btn)`; xt=boot-j(btn,1)*boot[:,]; cv=(xt`*xt)/btn; se=sqrt(vecdiag(cv)); create bootstp from boot [colname='indirect']; append from boot; nnn = j(1,ncol(indeff),-999); boot = nnn//boot; do e = 1 to (ncol(indeff)); do i = 2 to (btn+1); ix = boot[i,e]; do k = i to 2 by -1; k2 = k; if (boot[(k-1),e] > ix) then; do; boot[k,e]=boot[(k-1),e]; end; else; if (boot[(k-1),e] <= ix) then; do; goto stpit; end; end; stpit: boot[k2,e]=ix; end; end; boot = boot[2:(btn+1),]; xp=j((nrow(mnboot)+2),1,0); do i = 1 to (nrow(mnboot)+2); if (i <= nrow(mnboot)) then; do; pv = (boot[,i] < indsam[i,1]); pv = pv[+,]/btn; end; else; pv = zbca[(i-nrow(mnboot)),1]; p=pv; if (pv > 0.5) then; do; p = 1-pv; end; y5 = sqrt(-2*log(p)); xp[i,1]=y5+((((y5*p4+p3)*y5+p2)*y5+p1)*y5+p0)/((((y5*q4+q3)*y5+q2)*y5+q1)*y5+q0); if (pv <= 0.5) then; do; xp[i,1]=-xp[i,1]; end; end; bbb = nrow(mnboot); zz = xp[1:bbb,1]; zlo = zz + ((zz+xp[(bbb+1),1])/(1-ahat`#(zz+xp[(bbb+1),1]))); zup = zz + ((zz+xp[(bbb+2),1])/(1-ahat`#(zz+xp[(bbb+2),1]))); ahat = 0; zlobc = zz + ((zz+xp[(bbb+1),1])/(1-ahat`#(zz+xp[(bbb+1),1]))); zupbc = zz + ((zz+xp[(bbb+2),1])/(1-ahat`#(zz+xp[(bbb+2),1]))); zlo = probnorm(zlo); zup = probnorm(zup); zlobc = probnorm(zlobc); zupbc = probnorm(zupbc); blow = int(zlo*(btn+1)); bhigh = int(zup*(btn+1))+1; blowbc = int(zlobc*(btn+1)); bhighbc = int(zupbc*(btn+1))+1; lowbca = j(nrow(blow),1,0); upbca = lowbca; do i = 1 to nrow(blow); if (blow[i,1] < 1) then; do; blow[i,1]=1; end; lowbca[i,1]=boot[blow[i,1],i]; if (bhigh[i,1] > btn) then; do; bhigh[i,1]=btn; end; upbca[i,1]=boot[bhigh[i,1],i]; end; lowbc = j(nrow(blow),1,0); upbc = lowbca; do i = 1 to nrow(blowbc); if (blowbc[i,1] < 1) then; do; blowbc[i,1]=1; end; lowbc[i,1]=boot[blowbc[i,1],i]; if (bhighbc[i,1] > btn) then; do; bhighbc[i,1]=btn; end; upbc[i,1]=boot[bhighbc[i,1],i]; end; print "*****************************************************"; print "BOOTSTRAP RESULTS FOR INDIRECT EFFECTS"; res = indsam||mnboot||(mnboot-indsam)||se; cn = {"Data" "Boot" "Bias" "SE"}; print "Indirect Effects of IV on DV through Mediators (ab paths)"; print res [rowname = nms colname = cn format = 9.4]; lowperc = boot[blowp,]; upperc = boot[bhighp,]; ci = lowbca||upbca; cn = {"Lower" "Upper"}; if (&bca ^= 0) then; do; print "Bias Corrected and Accelerated Confidence Intervals"; print ci [rowname = nms colname = cn format = 9.4]; end; if (&bc ^= 0) then; do; ci = lowbc||upbc; print "Bias Corrected Confidence Intervals"; print ci [rowname = nms colname = cn format = 9.4]; end; if (&percent ^= 0) then; do; ci = lowperc`||upperc`; print "Percentile Confidence Intervals"; print ci [rowname = nms colname = cn format = 9.4]; end; print "*****************************************************"; print "Level of Confidence for Confidence Intervals"; print conf; print "Number of Bootstrap Resamples"; print btn; end; if (&normal = 1) then;do;if (&c = 0) then;do;prt =1;end;end; if (btn > 999) then;do;prt = 1;end; if ((nv-nc-2) > 1) then;do;if (&contrast = 1) then;do; if (prt = 1) then;do; print "*****************************************************"; print "Indirect Effect Contrast Definitions: IndEff_1 minus IndEff2"; kk=1; prwsv = j(((nv-nc-2)*(nv-nc-3)/2),2,"XXXXXXXX"); do ic = 1 to (nv-nc-3); do ic2 = (ic+1) to (nv-nc-2); prwsv[kk,1]=nm[ic+2,1]; prwsv[kk,2]=nm[ic2+2,1]; kk=kk+1; end; end; prwsv = cnam2||prwsv; cn = {"Contrast" "IndEff_1" "IndEff_2"}; print prwsv [colname = cn]; end;end;end; quit; %mend; /* Macro ends*/; /*Call macro into data set*/; data test; seed=-1; do i = 1 to 100; Y=10+(.5)*rannor(1); X=2+(0.3)*rannor(1); /*** These are the mediators *****/; M1=1+(0.3)*rannor(1); M2=3+(0.4)*rannor(1); M2=5+(0.8)*rannor(1); M4=0+(.9)*rannor(1); /***** These are the covariates *******/; gender=ranbin(0,1,.5); age=60+(5)*rannor(1); edu=12+(1)*rannor(1); output; end; run; /*So i want to call the macro indirect and fit this model, can any one help with the last step*/ %INDIRECT [DATA = test, Y = yvar, X = xvar, M = M1 M2 M3 M4{gender age edu}]; /* Note M=Mvlist are M1, M2, M3 and M4 and covlist are age gender and edu */ {,C = {cov}(0**)} {,BOOT = {z}(1000**)} {,CONF = {ci}(95**)} {,NORMAL = {t}(0**)} {,CONTRAST = {n}(0**)} {,PERCENT = {p}(0**)} {,BC = {b}(1**)} {,BCA = {d}(0)}; ERROR: ERROR 982 983 /*So i want to call the macro indirect and fit this model, can any one help with the last 983! step*/ 984 %INDIRECT [DATA = test, Y = y, X = x, M = M1 M2 M3 M4{gender age edu}]; /* Note M=Mvlist 984! are M1, M2, M3 and M4 and covlist are age gender and edu */ NOTE: IML Ready NOTE: Line generated by the invoked macro "INDIRECT". 1 use &data; -
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