About kwil

BeverlyBrown · ‎04-25-2025

@DionisMotor Your post is now published.

kwil · ‎11-02-2020

Thanks very much, works great!

Rick_SAS · ‎10-15-2020

> i have no experience with matrix programming and am not sure how to do it. How would i set this up to then do the matrix programming in IML? The best way to gain experience is to start writing programs. I have provided an example. You need to read the observations for group 'a' into the X vector and read the observations with group 'b' into the Y vector: use Have; read all var {Firm Month BHAR}; close; X = BHAR[ loc(Firm='a') ]; Y = BHAR[ loc(Firm='b') ]; print X Y;

Rick_SAS · ‎10-15-2020

> i have no experience with matrix programming and am not sure how to do it. How would i set this up to then do the matrix programming in IML? The best way to gain experience is to start writing programs. I have provided an example. You need to read the observations for group 'a' into the X vector and read the observations with group 'b' into the Y vector: use Have; read all var {Firm Month BHAR}; close; X = BHAR[ loc(Firm='a') ]; Y = BHAR[ loc(Firm='b') ]; print X Y;

Rick_SAS · ‎10-06-2020

Yes, you can use the BOOTSTRAP statement in PROC TTEST. Ask for the BC (bias-corrected) interval if you are concerned about skewness. The TTEST doc shows formulas for all bootstrap intervals. For an example of how to use the BOOTSTRAP statement, see "The BOOTSTRAP statement for t tests in SAS" (although the article uses two-sample tests).

kwil · ‎09-22-2020

Thanks very much!

kwil · ‎09-20-2020

Yes this works perfectly. Thanks very much.

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