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JohnRidge
‎08-28-2017
  • 2 Posts
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Replacement procedure for proc model

by Calcite | Level 5 in SAS Forecasting and Econometrics
‎08-22-2017 01:53 PM
‎08-22-2017 01:53 PM
Hi, Previously I used the proc model procedure to get newey west corrected standard errors. However at my new employer the proc model procudure is not recognised (we are running SAS 9.4 / SAS Enterprise Guide 7.1). Can anyone recommend an alternative procedure? Here is the codeI was running: ods trace on;          proc model data=WORK.GFC_COMMONALITY_DATA;          endo ChgPropBidAsk;          exog WeightedChgPropBidAsk_Sum;          instruments _exog_;          parms b0 b1;          ChgPropBidAsk =b0 + b1*WeightedChgPropBidAsk_Sum;          fit ChgPropBidAsk / gmm kernel=(bart,3,0) vardef=n; by LXID; run;  ods trace off;   ods output ParameterEstimates=want;  proc model data=WORK.GFC_COMMONALITY_DATA;          endo ChgPropBidAsk;          exog WeightedChgPropBidAsk_Sum;          instruments _exog_;          parms b0 b1;          ChgPropBidAsk =b0 + b1*WeightedChgPropBidAsk_Sum;          fit ChgPropBidAsk / gmm kernel=(bart,3,0) vardef=n; by LXID; run;  ods output close; Many Thanks! John ... View more

Selecting values based on minimum and maximum dates

by Calcite | Level 5 in SAS Programming
‎08-17-2017 01:51 PM
‎08-17-2017 01:51 PM
Need some help writing a program that selects the smallest and largest values when there are multiple ID entries. My data looks a bit like this (actual sample attached) ID         Date         Value 1           1/1/2007   100 1            1/8/2007   80 1            3/9/2008   70 1           2/2/2010   50           2          3/3/2008     60 2          6/3/2009     65 3          1/1/2010     150 3          1/2/2011     120 3           3/6/2012    80   For each ID, I want to pick up the values on the first date and the last date. For example, for loan ID 1, I want to identify the value 100 as the earliest value and dump this into a table. My aim is to calculate the change in value between the first and last dates. I need to preserve the dates for reference.   Many Thanks for any help!   Attached is some sample data, I'm on verion 7.12 ... View more
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‎08-28-2017 08:54 AM
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