About d6k5d3

d6k5d3 · ‎03-08-2020

I am trying to understand how the code runs in the loop to generate the desired outcome: data Zero_Returns; *calculating number of incidents of zero returns everyday; set HUF; *and number of zero returns in each of those incidents; by Date Return notsorted; if first.Date then Incident_No= 0; if first.Return then Consecutive_Zero= 1; else Consecutive_Zero+1; if last.Return; if Return= 0; Incident_No+1; run;

d6k5d3 · ‎09-06-2019

First I have dataset X from where I calculate the conditional probability. Then from dataset X I create a subsample which has Nws_r=0. After creating dataset Y, I calculate the unconditional probability. Now I need to check whether they are different.

d6k5d3 · ‎09-06-2019

And they are independent.

d6k5d3 · ‎09-06-2019

Yes, the two datasets are 2 different samples.

d6k5d3 · ‎09-06-2019

I have 2 datasets. Dataset X looks like this: Jmp_o Nws_r 1 0 0 1 1 1 0 1 0 1 1 0 1 0 ... ... I calculate the conditional probability P(jmp_o=1|nws_r=1). There is another dataset Y which is like: Jmp_o Nws_r 1 0 0 0 1 0 0 0 0 0 1 0 1 0 ... ... From dataset Y I calculate unconditional probability P(jmp_o=1). I want to test whether these 2 probabilities are statistically different (by means of p-value). What test should I perform? Much thanks.

d6k5d3 · ‎05-30-2019

Would you please look at the code and the full result above? Much thanks.

d6k5d3 · ‎05-30-2019

Sorry for the upper case.

d6k5d3 · ‎05-30-2019

proc qlim data= MXN_Jump_News; model Abs_Jump= DW_Mon DW_Tue DW_Wed DW_Thu Sin1 Sin2 Sin3 Sin4 Cos1 Cos2 Cos3 Cos4 Abs_Surp_US4 Abs_Surp_US7 Abs_Surp_US8 Abs_Surp_US9 Abs_Surp_US11 Abs_Surp_US16 Abs_Surp_US20 Abs_Surp_US22 PS_US30 Abs_Surp_GER12 Abs_Surp_MEX5 Abs_Surp_MEX6 Abs_Surp_MEX8 Abs_Surp_MEX10 Abs_Surp_MEX14 PS_MEX16 SP4 SP16 SP21 SP23; nloptions maxiter= 500; endogenous Abs_Jump ~ censored (lb= 0); run; DW_Mon to DW_Thu are dummies. SP4 SP16 SP21 SP23 are also dummies. Sin1-Sin4 and Cos1-Cos4 are sine and cosine values. The dependent variable has only positive values. The other independent variables take both positive and negative values.

d6k5d3 · ‎05-30-2019

I have run a regression, and in the output the following charts are generated. I cannot relate these charts with the parameter estimates. Could someone give some idea? For example, does the chart imply that the predicted value of Abs_Jump is 0 by all the regressors except Abs_Surp_Mex14? How could this be if I have the parameter estimate for Abs_Surp_Mex8 which is 0.469 with p-value 0.01? Please enlighten me.

d6k5d3 · ‎05-29-2019

Abs_Jump is nothing but abs_Y. I can make sure that representation of the variables in the coding is accurate.

d6k5d3 · ‎05-29-2019

Oh! That's for just quick posting! The coding is same!

d6k5d3 · ‎05-29-2019

I have dependent variable Y which has both negative and positive values. I want to test the impact of some independent variables (Xs) on the magnitude of Y. Hence, I chose the Tobit model. I took the absolute value of Y (abs_Y), which is my new dependent variable for my Tobit regression. I wrote the following code: proc qlim data= YYYZZZ; model abs_Y= X1-X34; nloptions maxiter= 500; endogenous abs_Y ~ censored (lb= 0); run; The output is what dumbfounded me. I need your advice as to what may have gone wrong and how to get rid of this. SAS also generated graphs for predicted abs_Y by regressors. I am also not sure how to interpret the graphs given I have the above estimates. Let me share the graphs here. Much thanks for all your insights.

d6k5d3 · ‎05-23-2019

I was running my probit model using the following code: proc probit data= TRY_Jump_News; model FJ_Dummy= Abs_Surp_US1-Abs_Surp_US28 Abs_Surp_EU1-Abs_Surp_EU18 Abs_Surp_GER1-Abs_Surp_GER13 Abs_Surp_TUR1-Abs_Surp_TUR10; quit; However, SAS log showed me the following warnings: WARNING: The negative of the Hessian is not positive definite. The convergence is questionable. WARNING: The procedure is continuing in spite of the above warning. Results shown are based on the last maximum likelihood iteration. Validity of the model fit is questionable Then, I tried the following code, and I got results without any warnings: proc logistic data= TRY_Jump_News descending; model FJ_Dummy= Abs_Surp_US1-Abs_Surp_US28 Abs_Surp_EU1-Abs_Surp_EU18 Abs_Surp_GER1-Abs_Surp_GER13 Abs_Surp_TUR1-Abs_Surp_TUR10/ link= probit; quit; And I get the following notes: NOTE: PROC LOGISTIC is modeling the probability that FJ_Dummy='1'. NOTE: Convergence criterion (GCONV=1E-8) satisfied. NOTE: There were 518484 observations read from the data set WORK.TRY_JUMP_NEWS. NOTE: PROCEDURE LOGISTIC used (Total process time): real time 19.23 seconds cpu time 19.17 second Please note the 'descending' in PROC LOGISTIC statement. I think this is what is making the difference. Could you please explain what is the purpose of the 'descending' here? Much thanks.

d6k5d3 · ‎05-22-2019

I want to run a simple probit regression. The available SAS resources boggle my mind. Hence, I am seeking your help. I have a binary dependent variable Y= either 1 or 0, and let's say 10 independent variables (X1, X2, X3,... etc.). I want to generate a table of the output, hence I would like to have 'noprint'. I also need r-squired and adjusted r-squired info. How should I code to see the regression results? Much thanks!

d6k5d3 · ‎04-17-2019

I am sorry for coming up with this most basic question. So far I have been working with Work library because of which I have not bothered about creating my own library. However, my recent codes take a long time to execute because of the volume of data, and each time I open SAS I need to run them all. So my question is after creating my library by LIBNAME ZZZ 'mydata/myfile/...'; what should I do so that I don't need to write 'ZZZ' in my code over and over again. For example: PROC IMPORT DATA= ZZZ.YYY... Thus I will have reference ZZZ every time. I want to get rid of this referencing. Much thanks. Regards.

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Date Last Visited	‎04-05-2020 04:33 AM

Could you please help me understand how the code runs in background?

Re: Which statistical test should I perform?

Re: Which statistical test should I perform?

Re: Which statistical test should I perform?

Which statistical test should I perform?

Re: WHAT DO THESE PLOTS SAY ABOUT THE REGRESSION OUTCOMES?

Re: WHAT DO THESE PLOTS SAY ABOUT THE REGRESSION OUTCOMES?

Re: WHAT DO THESE PLOTS SAY ABOUT THE REGRESSION OUTCOMES?

WHAT DO THESE PLOTS SAY ABOUT THE REGRESSION OUTCOMES?

Re: What is wrong with my Tobit regression?

Re: Which statistical test should I perform?

Re: Which statistical test should I perform?

Re: How to run Probit regression on SAS?

Re: HOW TO CREATE A USER DEFINED LIBRARY AND KEEP USING IT WITHOUT REF...

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Re: How to make this [If condition1 then result1 and output1] happen?

Could you please help me understand how the code runs in background?

Re: Which statistical test should I perform?

Re: Which statistical test should I perform?

Re: Which statistical test should I perform?

Which statistical test should I perform?

Re: WHAT DO THESE PLOTS SAY ABOUT THE REGRESSION OUTCOMES?

Re: WHAT DO THESE PLOTS SAY ABOUT THE REGRESSION OUTCOMES?

Re: WHAT DO THESE PLOTS SAY ABOUT THE REGRESSION OUTCOMES?

WHAT DO THESE PLOTS SAY ABOUT THE REGRESSION OUTCOMES?

Re: What is wrong with my Tobit regression?

Re: What is wrong with my Tobit regression?

What is wrong with my Tobit regression?

WHY 'DESCENDING' IS USED IN PROC LOGISTIC

How to run Probit regression on SAS?

HOW TO CREATE A USER DEFINED LIBRARY AND KEEP USING IT WITHOUT REFEREN...