Hi Reeza thanks for replying back to my post, my goal is to use non-parametric bootstrap to generate 95% confidence intervals for default rates for each rating category. First of all, I believe that I have to generate default rates in my raw data, but I am not sure that should I do this step in excel before importing to SAS or am I able to do it in SAS? In my raw data I have the following; PID: different companies ID, Rating2015_B: rating at the beggining of 2015, Ratinh2015_E: rating at the end of 2015. I was thinking to create a column Rating2016_D that is for rating at the end of 2015 for those that went to defaults in excel. Secondly, how can I create a variable called probability of defaults (PD) in SAS? I know If my data would be smaller I could use (DATA, input, datalines) procedure but since my data has 15,085 observations I don't think that procedure is appropriate. I would greatly appreciate any help and advice.
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