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sasphd · ‎11-08-2024

Hello how to get Residuals Standard Deviation in output proc model thanks proc model data=WIL2.data_fundid8; parms alpha b c d e f g; aggreate_mret1 =rf+alpha+b*(Mkt_RF)+c*SMB+d*HML+e*MOM+f*RMW+g*CMA; fit aggreate_mret1 /gmm ; by FundId; ods output ParameterEstimates=WIL2.performance_MF; run;

sasphd · ‎10-31-2024

Hello I wan to change date format from Best12. / informat 12. to yymmn6. I do this but it does'nt work data todate; set FF_5factors; sasdate = input(put(date,best12.),yymmn6.); format date; format sasdate yymmn6.; run; thanks

sasphd · ‎06-05-2024

Hello, I want de create a variable tag1 which takes a value of 1 if by year et ticker TABLE HAVE ticker FYEAR A 2015 A 2016 A 2016 B 2015 B 2016 B 2017 B 2017 TABLE WANT ticker FYEAR TAG1 A 2015 1 A 2016 1 A 2016 0 B 2015 1 B 2016 1 B 2017 1 B 2017 0 thanks!

sasphd · ‎05-31-2024

Hello my date variable is like "2023-09-18" but its format in SAS is $10. I want to transform it to date format thanks

sasphd · ‎05-31-2024

Hello I want to change date format from $10. to yymmn6. thanks

sasphd · ‎10-19-2023

Hello, in correlation matrix resulting from the output of proc corr , I want to select all variables having correlation more than 0.8. have A B C A 0.3 0.6 0.8 B 0.2 0.8 0.9 C 0.1 0.6 0.4 want B C A . 0.8 B 0.8 0.9 thanks

sasphd · ‎10-05-2023

hello, I want the last observation by date and id or my code give the last observation by id only thanks a lot

sasphd · ‎10-05-2023

hello, I want to select the last observation by crsp_portno and REPORT_DT (is a date) data first_by_group; set number_stocks ; by crsp_portno REPORT_DT; if last.REPORT_DT then output; run;

sasphd · ‎08-18-2023

this is th output of proc contents 4 CALDT Num. 8 YYMMDD10. YYMMDD8. Date 2 CRSP_FUNDNO Num. 8 Z6. 6. Fund Identifier 5 FIRST_OFFER_DT Num. 8 YYMMDDN8. Date the Fund Was First Offered (from header data) 3 MRET Num. 8 9.6 9.6 Total Return per Share as of Month End 1 Rank_NO Num. 8

sasphd · ‎08-18-2023

the problem is that this program generate a lot of message in the log FIRST_OFFER_DT=19830101 CALDT=. Age=. FIRST_OFFER_DT=19830101 CALDT=. Age=. FIRST_OFFER_DT=19830101 CALDT=. Age=. FIRST_OFFER_DT=19830101 CALDT=. Age=. FIRST_OFFER_DT=19830101 CALDT=. Age=. FIRST_OFFER_DT=19830101 CALDT=. Age=. FIRST_OFFER_DT=19830101 CALDT=. Age=.

sasphd · ‎08-18-2023

53 data JOINT_FO1; 54 set JOINT_FO; 55 caldt = input(put(caldt,z8.),yymmdd8.); 56 format caldt yymmdd10.; 57 run; NOTE: Invalid argument to function INPUT at ligne 55 colonne 9. Rank_NO=1 CRSP_FUNDNO=000053 MRET=1.024799 CALDT=. FIRST_OFFER_DT=19841204 _ERROR_=1 _N_=31

sasphd · ‎08-18-2023

NOTE: Invalid argument to function YRDIF(9104,9190,'AGEYear') at ligne 78 colonne 7. Rank_NO=1 CRSP_FUNDNO=000053 MRET=1.000624 CALDT=19850228 FIRST_OFFER_DT=19841204 Age=. _ERROR_=1 _N_=

sasphd · ‎08-18-2023

Hello, I want to obtain date difference in year between two dates in YYMMDDN8. format I write this code but it result in an empty Colum for age Age = yrdif(FIRST_OFFER_DT, caldt, 'AGEYear');

sasphd · ‎04-25-2023

Hello, I have panel data and I want to perform hausman test to know if I should random or fixed effect model. which proc I sould use for the test. I know that proc panel perform such test but only if I specify ranone or rantwo in the model statement. However I wonder if there is any proc that only do the test directly to advice for the best model. thanks,

sasphd · ‎04-19-2023

Hello did proc tscsreg support robust standard errors clustered by country and date thanks

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Date Last Visited	‎11-08-2024 11:07 PM

how to get Residuals Standard Deviation in output proc model

change date format from Best12. / informat 12. to yymmn6.

create dummy by ticker and year

Re: change date format from $10.

change date format from $10.

select variables

Re: select the last observation by id and date

select the last observation by id and date

Re: date difference in year between two date YYMMDDN8.

Re: date difference in year between two date YYMMDDN8.

Re: change date format from Best12. / informat 12. to yymmn6.

Re: change date format from Best12. / informat 12. to yymmn6.

Re: change date format from Best12. / informat 12. to yymmn6.

Re: create dummy by ticker and year

Re: change date format from $10.

add day to format date

Re: change format form char $28 to numeric

how to get Residuals Standard Deviation in output proc model

change date format from Best12. / informat 12. to yymmn6.

create dummy by ticker and year

Re: change date format from $10.

change date format from $10.

select variables

Re: select the last observation by id and date

select the last observation by id and date

Re: date difference in year between two date YYMMDDN8.

Re: date difference in year between two date YYMMDDN8.

Re: date difference in year between two date YYMMDDN8.

Re: date difference in year between two date YYMMDDN8.

date difference in year between two date YYMMDDN8.

Hausman specification test

did proc tscsreg support robust standard errors clustered by