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cyrus · ‎05-06-2024

By default PROC EXPAND interpolates missing values using a cubic spline before applying the transformations requested in the TRANSFORMOUT= Option. See the Conversion Methods section of the documentation. Try adding the METHOD=NONE Option to the PROC EXPAND Statement, like this: proc expand data = test2 out = test2 method=NONE; by permno; id date; convert logret = logret_new/transformout=(lag 20 movsum 360 trim 70); convert turnover = turnover_new/transformout=(lag 20 movave 360 trim 70); convert ret = std /transformout=(lag 20 movstd 360 trim 70); run;

cyrus · ‎11-19-2021

To get them in the same plot, you can use PROC SGPANEL. For example: proc sort data=sashelp.class out=class; by sex; run; ods exclude qqplot; ods output qqplot=qqdata; proc univariate data=class; by sex; var height; qqplot / normal(mu=est sigma=est); run; data qqdata; set qqdata; label = "Mu=" || put(RefInt,best6.) ||", Sigma=" || put(RefSlope,best6.); run; proc sgpanel data=qqdata; panelby sex / columns=1; lineparm x=0 y=refInt slope=refSlope; scatter x=quantile y=data; inset label / position=BottomRight; run; PROC UNIVARIATE uses the same reference line for each plot to ensure they can share a common x-axis.

cyrus · ‎04-21-2021

PSMATCH doesn't create a parameterEstimates table. An alternative is to run the equivalent model in PROC LOGISTIC, which provides the betas, and then use the PSDATA Statement in PSMATCH to import those propensity scores. See Example 100.8 Matching with Precomputed Propensity Scores.

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Date Last Visited	‎05-06-2024 06:42 PM

Re: PROC EXPAND wierd output

Re: Q-Q plots by class use the same slope and intercept

Re: Betas from PSMATCH

Re: Q-Q plots by class use the same slope and intercept

Re: Betas from PSMATCH

Re: PROC EXPAND wierd output

Re: Q-Q plots by class use the same slope and intercept

Re: Betas from PSMATCH