About karen8169

ballardw · ‎11-13-2017

Often special displays for values can be solved with a custom format. Please see: Data picture; input company_amount ticker_symbols company_names; datalines; 999 0.2614 0.0706 800 0.264 0.8708 700 0.3303 0.009 600 0.2877 0.0149 500 0.4826 0.0099 400 0.7355 0.0092 300 0.68 0.0045 200 0.6754 0.002 100 0.0444 0.0046 ; proc format library=work; value myall 999 = 'All' ; run; proc sgplot data=picture; title "P-value Trends"; SERIES X = company_amount Y = ticker_symbols/datalabel LEGENDLABEL = "Ticker Symbols" MARKERS LINEATTRS = (THICKNESS = 2) markerattrs=(symbol=circlefilled); SERIES X = company_amount Y = company_names/datalabel LEGENDLABEL = "Company Names" MARKERS LINEATTRS = (THICKNESS = 2 pattern=dashdashdot) markerattrs=(symbol=squarefilled); XAXIS TYPE = DISCRETE; xaxis label='Company Amount' reverse; yaxis label='P-value' labelpos=Top; REFLINE 0.05 0.01 0.001 / TRANSPARENCY = 0.5; format company_amount myall.; RUN; Also notice the use of the labelpos option to move the y-axis label.

ChrisNZ · ‎10-16-2017

Separate however you want. Just ensure that the program supplied can be executed. Paste using the appropriate methods (see post by @mkeintz) and then run the text that you have pasted after copying it from the page.

BCO · ‎05-30-2017

Sort your dataset by time. Create new variables that equal the lagged value of the variables you are regressing on. Then run the model with the newly created lagged variables.

Rick_SAS · ‎05-27-2017

Hi Karen, I don't understand your response to Reeza. She linked to an example that performs quantile regression on time series data. If that is not what you need, please post additional information and some sample data.

RW9 · ‎05-26-2017

Post test data in the form of a datastep!! Look at the guidance found when entering a new post. Show your test data clearly as as datastep - attachments are not recommended as they are a security risk. Then present your logic between the two. From the given output it looks like you want a proc report output for this not a dataset, so you can use across variables in the proc report: http://www2.sas.com/proceedings/forum2008/265-2008.pdf Although as you have not followed the guidance I am just guessing here.

RW9 · ‎05-26-2017

Post test data in the form of a datastep!! Look at the guidance found when entering a new post. Show your test data clearly as as datastep - attachments are not recommended as they are a security risk. Then present your logic between the two. From the given output it looks like you want a proc report output for this not a dataset, so you can use across variables in the proc report: http://www2.sas.com/proceedings/forum2008/265-2008.pdf Although as you have not followed the guidance I am just guessing here.

ballardw · ‎05-05-2017

Since KERNEL appears in multiple procedures you may want to at least mention the procedure you are contemplating.

karen8169 · ‎05-05-2017

Can I get every distribution from the quarterly data and then mimic weekly data? Where can I find such codes?

karen8169 · ‎04-03-2017

Sorry, after discussion with others, I believe maybe I mistake the soluthion. In the beginging, I want to use the bootstrapping to slove the insufficient of my data. So I want to get the distribution of the data and then simulate to impute the data. Now I believe that I can dicrectly use the imputation to handle the problem. I'm sorry for your confusion and thank you for your help.

Rick_SAS · ‎03-28-2017

H i @Ksharp, Please do not suggest that people post questions to the SAS/IML forum unless the question is related to IML. If you want to get my attention, just use my @Rick_SAS name in your response. I will get notified that someone mentioned me in a discussion and I will look at it if I have time. Thanks!

karen8169 · ‎01-03-2017

Well, thank you for your answer.So, I finished the fixed effects problem. But now I want to get random effect value in every period in the residuals. Where can I find references?

Reeza · ‎01-02-2017

If @sbxkoenk hasn't answered your question please provide more details. All we know is: I want to convert the date and lower the frequence. But I failed. It seems that I failed to write the date code. Where I can correct it? Thanks. What do you mean by: convert the date lower the frequency - to what (weekly/monthly) and what type of aggregation is relevant (avg, mean, MJ , max) i failed - how? What isn't doing what you want? And what do you want...I recommend posting a smaller set of data as a sample AND including what you want as output as well.

Rick_SAS · ‎12-15-2016

Read the article "New heat maps in the REG procedure." At the end it describes how to control whether the procedure uses heat maps or scatter plots. To quote from the article: "In SAS 12.1 the MAXPOINTS= option accepts two arguments, and the default values are MAXPOINTS=5000 150000. The first argument specifies the data size for which heat maps are used instead of scatter plots. The documentation of the MAXPOINTS= option states that "when the number of points exceeds [the first number] but does not exceed [the second number] divided by the number of independent variables, heat maps are displayed instead of scatter plots for the fit and residual plots." In other words, if you have a regression with k explanatory variables, heat maps are used when the number of observations is between 5,000 and 150,000/k. Of course, you can use the MAXPOINTS= option to change either or both of those values."

Reeza · ‎12-14-2016

Specify an informat for the date. All errors are related to date variable. Informat date anydtdte.;

karen8169 · ‎12-06-2016

3. do i = 1 to 5; sum=0; x[i]= 0+ 1*rannor(2452083); If I simulate the program, I want get 5 random numbers and 5 numbers are a group. And then I want to get 2000 groups to calculate the average of each of them and then get the standard deviation. Data simulal; do j = 1 to 2000; do i = 1 to 5; sum=0; x[i]= 0+ 1*rannor(2452083); sum =sum+x; s=std(x[i]); avg=sum/5; y=s/avg; output; end; end; proc univariate data =simulal plot; title1 'Simulated Normal Variate'; title2 'with Men 0 and Srandard Deviation 1'; var x; var y; run;

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Re: Problem with using sgplot

Problem with using sgplot

Re: A question on the procedure of the program

A question on the procedure of the program

Re: Quantile regression with time series data

Quantile regression with time series data

How to create a new column?

How to fo the same effect using add a new computed column?

Re: Newey-West correction of standard errors can't run.

Re: Newey-West correction of standard errors can't run.

Re: Run panel data

Re: date problem

Re: date problem

Re: Correct probability program

Re: correct graphics program

Re: Problem with using sgplot

Re: A question on the procedure of the program

Re: Newey-West correction of standard errors can't run.

Re: Quantile regression with time series data

Re: How to fo the same effect using add a new computed column?

Re: How to fo the same effect using add a new computed column?

Re: Newey-West correction of standard errors

Re: multiple imputation

Re: moving bootstrapping

Re: moving bootstrapping

Re: Run panel data

Re: date problem

Re: ODS graphics program problem

Re: Why there are errors when running the data set?

Re: Correct probability program