Thanks Rick. This is a situation that proc means cannot handle directly and other means may be necessary. In particular, this is a cusum, an output of a column not a scalar summary statistic. Though the datastep using missing routine and cusum statement provides the simpler solution, the IML way provides an alternative solution and an opportunity of practice. While Ksharp uses the exact index, start and end (by the way, Ksharp also has a nice sql solution), you overwrite the last element of cusum result for each level of the factor combination (this initially puzzled me a little bit). In addition, pre-allocation of memory and assignment of components of a matrix, instead of repeated concatenation, make your code more efficient. Well done. I learned a lot from your blog, and of course, your book as well.
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