SAS Support Communities

RazzleBayker · ‎03-14-2013

Thanks a lot.

RazzleBayker · ‎03-14-2013

Hi guys, I have a muiltiple regression model with 2 dummy variables. The qualitative variables in my data looks like this: Broad Sector 1 0 1 0 0 0 0 1 0 0 Each observation can belong to either the Broad category, Sector category, or neither. This would require me to have 2 dummy variables. How can I add these dummies to my model which looks like this so far: PROC REG data=GH3 outest=est; by symbol; model ADV = Volume Volatility MarketCap; (need to add my dummies to this model) run; quit; data FINAL; set est; format Volume Volatility MarketCap e15.; run; proc print data = FINAL; run; quit; ------------- Thanks in advance, Razzle

RazzleBayker · ‎02-20-2013

Amazing. Sorry for not realizing that :smileyblush:. Thanks so much your help Reeza and Arthur, I really appreciate it! -Razzle

RazzleBayker · ‎02-20-2013

Obs symbol _MODEL_ _TYPE_ _DEPVAR_ _RMSE_ signchange LAGQV sign QV Pchange With the parameters corrected... still rounded but in scientific format. 1 AMD MODEL1 PARMS Pchange 0.02909 1.38E-02 1.40E-07 1.68E-03 2.77E-08 -1

RazzleBayker · ‎02-20-2013

Woops I left out the parameters that time, but I just ran it again with the parameters and it does brings up the exact same rounded values, but instead of bringing them in number format it brings them up (still rounded) in scientific format.

RazzleBayker · ‎02-20-2013

Hmm, it didn't change anything. This is the original table i get after running proc reg: Parameter Estimates AMD Variable DF Parameter Estimate Standard Error t Value Pr > |t| signchange 1 0.01383 0.00003093 447.04 <.0001 LAGQV 1 1.40022E-07 3.65E-09 38.39 <.0001 sign 1 0.00168 0.00003847 43.74 <.0001 QV 1 2.767E-08 5.03E-09 5.5 <.0001 This is the first row of the table i get from the OUTEST (ive underlined the parameter estimates that correspond to the table above): Obs symbol _MODEL_ _TYPE_ _DEPVAR_ _RMSE_ signchange LAGQV sign QV Pchange parameters 1 AMD MODEL1 PARMS Pchange 0.02909 0.01383 1.4E-07 0.00168 2.8E-08 -1 . As you can see, it's still rounding. Did I apply your code properly? The codes that I used are: PROC REG data=GH2 outest=est; by symbol; model Pchange = signchange LAGQV sign QV / noint; data FINAL; set est; format parameters e10.; run; proc print data = FINAL; run; quit;

RazzleBayker · ‎02-20-2013

I think it is being rounded because when I run the proc reg step without the outest option the parameter estimate for the first symbol comes up as 2.767E-08 in the output. When I throw in the outest, the new table that contains all the symbols and their parameters is showing 0.000000028 for that same parameter estimate.

RazzleBayker · ‎02-20-2013

In the original output, where the parameter estimates are reported by symbol in individual tables, there is no rounding. When I create that new table they get rounded. I wonder if there is a way I can specify no rounding in the outest function.

RazzleBayker · ‎02-20-2013

Thanks Arthur. I was able to get the table I needed; however, the table still rounds values. For example 2.767E-08 is coming up as 0.000000028. I don't know how to keep them in their original scientific format.

RazzleBayker · ‎02-20-2013

Hello everyone, I'm running a multiple regression by group; basically, I have a long list of stock trade data for various companies organized by ticker symbol and a regression is being run by symbol. The result is a set of parameter estimates for each company. When it's time to copy these parameter estimates into excel, it takes me ages because each set of parameter estimates is in a table on its own and i have to manually copy + paste the contents one by one. Is there anyway to have all parameter estimates appear in one table by ticker symbol? Something like this: Ticker Symbol (Parameter estimate A) (Parameter estimate B) ABC 0.002 12 BBB 0.013 4 D 0.004 14 XYZ 0.079 9 Since a lot of the parameter estimates have several zeros after the decimal (for example: 0.0000002331), I need to make sure the table provides enough decimal places for the estimates (in other words, I don't want it to be reported as "0.00"). Any help is greatly appreciated. As a SAS beginner, I must say I have learnt a great deal from these boards. Thanks in advance.

RazzleBayker · ‎02-13-2013

Hi guys, I'm currently using the following code to calculate averages by symbol: ------ proc means mean data=price_impact; VAR price; by symbol; run; quit; --------- It gives me the means that I'm looking for however it puts each mean for each symbol n its own table; therefore, it's impossible for me to copy paste each result into excel. If i could have all of the means listed in one table, I could just copy paste the entire table into Excel. Can someone please give me a code to do that? Thanks in advance, much appreciated.

RazzleBayker · ‎02-01-2013

Yeah, unfortunately it's a slightly different procedure. My data looks like this: identifier year value A 1998 4 A 1999 3 A 2000 2 A 2001 1 A 2002 4 A 2003 6 A 2004 8 A 2005 0 A 2006 6 A 2007 4 A 2008 3 A 2009 1 A 2010 2 B 1998 3 B 1999 6 B 2000 9 B 2001 0 B 2002 7 B 2003 4 I need to calculate a moving average (3 lags; 3 years in this case) starting with the first year of each individual identifier (first column). So basically the result for this example (above) that I'm looking for is shown in the 4th column: identifier year value 3-year average A 1998 4 . A 1999 3 . A 2000 2 3 A 2001 1 2 A 2002 4 2.333333333 A 2003 6 3.666666667 A 2004 8 6 A 2005 0 4.666666667 A 2006 6 4.666666667 A 2007 4 3.333333333 A 2008 3 4.333333333 A 2009 1 2.666666667 A 2010 2 2 B 1998 3 . B 1999 6 . B 2000 9 6 B 2001 0 5 B 2002 7 5.333333333 B 2003 3.5 B 2004 2 4.5 B 2005 7 4.5 B 2006 4 4.333333333 B 2007 9 6.666666667 B 2008 5 6 B 2009 6 6.666666667 B 2010 3 4.666666667 Is there a simple code I can use in SAS to do this? Thanks in advance.

RazzleBayker · ‎02-01-2013

pHi guys, I'm working on a project where I need to calculate a moving average (3 lags) prices (variable name "PRICE") by stock ticker symbol (valiable name "TICKER"). Can someone please give me a code that I can use to do this in SAS? Thanks in advance. Regards, Razzle

RazzleBayker · ‎11-22-2012

I have several thousand observations. I want a code for a regression that would work like a moving average; i need a regression for obs 1 through 200, then a regression for obs 2 through 201, then 3 through 202, etc etc. Is this possible to do without making a seperate sample for each regression? Any idea what the coding would look like? Thanks in advance.

RazzleBayker · ‎11-08-2012

That's the one. Thank you, greatly appreciated Arthur.

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