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Suryanshi_890

Hey there, I recently learned Clinical SAS, so I want to have some online projects with the guidance of experts so that I can manifest my skills which will be helpful for my future, I would be so grateful if I get the chance to work through it. Thank you and I will be waiting for your responses.

NewUsrStat

Hi guys, how can I calculate person-years from two dates for ex: 16FEB2019 and 08JAN2020? I have two variables with around 20.000 rows in my table. Thank you in advance. Best

PaigeMiller

I am trying to perform SG Annotation with BY Variables. In this trivial example, I want one plot with a red arrow for the plot of Male data; and one plot for the females with a green arrow, depending on the value of SEX in SASHELP.CLASS Here's my code that doesn't work (stealing from the example here). %sganno data sgannodata; set sashelp.class(obs=2); if sex='M' then do; %sgarrow(x1=51, x2=30, y1=30, y2=30, linecolor="red") end; else if sex='F' then do; %sgarrow(x1=51, x2=30, y1=30, y2=35, linecolor="green") end; keep sex; run; proc sort data=sashelp.class out=class; by descending sex ; run; proc sgplot data=class sganno=sgannodata; scatter x=age y=weight; by descending sex; run; Here's the incorrect output (the correct output would be the red arrow on the males and the green arrow on the females, not both arrows on both plots)

Puspita_1

Proc export giving additional quotes to the quoted char values.and if u use data step for that it is giving a space or . To numeric values which is not required . Needs to change nothing.now it is , , but want ,, no space no .for missing numeric value.

Irenelee

How may I CALCULATE THE EQUAL-WEIGHTED (EW) AND VALUE-WEIGHTED (VW) COMPOUND DAILY RETURN FOR THE SUBSEQUENT WEEK AND MONTH BEGINNING THE DAY AFTER A FIRM IS ASSIGNED TO THE MAX, MIN, OR COMPARISON PORTFOLIO BY SMALL, MEDIUM, BIG SIZE. Thx a lot!!! AVERAGE DAILY PORTFOLIO BUY-AND-HOLD RETURNS (IN %) ARE MEASURED FOR THE SUBSEQUENT WEEK AND MONTH BEGINNING THE DAY AFTER A FIRM IS ASSIGNED TO THE MAX, MIN, OR COMPARISON PORTFOLIO. DM'LOG; CLEAR; OUT; CLEAR; ODSRESULTS; CLEAR;'; %LET FOLDER=%STR(C:\USERS\ALAIN\ONEDRIVE\桌面\HIGH); LIBNAME HIGH "&FOLDER"; DATA HH; SET HIGH.HH; IF CFACPR=0 THEN DELETE; RUN; DATA HH; SET HH; IF _N_ <=1000; RUN; PROC SORT DATA=HH (KEEP =SHRCD EXCHCD PERMNO DATE PRC CFACPR SHROUT CFACSHR WHERE =( SHRCD IN (10,11) AND EXCHCD IN (1,2,3,31,32,33) ) ) OUT=HL(DROP=SHRCD EXCHCD ); BY PERMNO DATE; RUN; DATA HL; SET HL; BY PERMNO DATE; RETAIN H L 0; P=ABS(DIVIDE (PRC, CFACPR)); IF FIRST.PERMNO THEN H = P; IF FIRST.PERMNO THEN L = P; H = MAX(H, P); L = MIN(L, P); DROP PRC CFACPR; RUN; /* PERMNO DATE SHROUT CFACSHR H L P */ DATA MK (DROP=_:); SET HL; BY PERMNO DATE; RETAIN _FIRST_DATE_QUALIFIED . _H . _H_DATE . _L . _L_DATE . PORTFOLIO ; LENGTH PORTFOLIO $11; IF FIRST.PERMNO THEN DO; CALL MISSING(OF _:); _FIRST_DATE_QUALIFIED=INTNX('YEAR',DATE,1,'SAME')+1; END; IF _H=. THEN _H=P; IF _L=. THEN _L=P; IF P ^=. THEN DO; IF P > _H AND DATE >= INTNX('MONTH', _H_DATE, 1, 'SAME') THEN DO; _H=P; _H_DATE=DATE; PORTFOLIO='MAX'; END; ELSE IF P < _L AND DATE >= INTNX('MONTH', _L_DATE, 1, 'SAME') THEN DO; _L=P; _L_DATE=DATE; PORTFOLIO='MIN'; END; ELSE PORTFOLIO='COMPARISON'; END; IF DATE >= _FIRST_DATE_QUALIFIED THEN DO; H = _H; H_DATE = _H_DATE; L = _L; L_DATE = _L_DATE; END; IF DATE < _FIRST_DATE_QUALIFIED THEN DO; PORTFOLIO = 'UNQUALIFIED'; END; FORMAT H_DATE L_DATE YYMMDD10. ; RUN; DATA MV; SET MK; BY PERMNO DATE; RETAIN MV LAST_MONTH_END; LAST_MONTH_END = INTNX('MONTH', DATE, -1, 'END'); FORMAT LAST_MONTH_END YYMMDD10. ; MV = P * (SHROUT*CFACSHR) ; RUN; data LMV; set MV ; by permno date ; lag_MV = lag(MV); if first.permno then call missing(lag_MV,previous_MV); else if month(date) ne month(lag(date)) then previous_MV=lag_MV; retain previous_MV; drop lag_MV; run; PROC SORT DATA=LMV; BY DATE PERMNO DESCENDING previous_MV; RUN; PROC RANK DATA=LMV OUT=RANKED_DATA GROUPS=4TIES=LOW; BY DATE; VAR previous_MV; RANKS QUARTILE; RUN; DATA SMB; SET RANKED_DATA; RETAIN SIZE ; LENGTH SIZE $5; IF QUARTILE=1THEN SIZE= 'SMALL'; ELSE IF QUARTILE=2 THEN SIZE= 'MID'; ELSE SIZE = 'BIG'; RUN; DATA SMB; SET SMB(OBS=500); PUT (_ALL_) (+0); RUN; PROC SORT DATA = SORTED; BY DATE SIZE_GROUP PORTFOLIO; RUN; DATA EW_RETURNS VW_RETURNS; SET SORTED; BY DATE SIZE_GROUP PORTFOLIO; RETAIN EW_RET VW_RET 0; IF FIRST.FLAG THEN DO; EW_RET = 1; VW_RET = 1; SUM_MV = 0; END; EW_RET = EW_RET * (1 + RET); SUM_MV = SUM_MV + LAST_MONTH_MV; VW_RET = VW_RET * (1 + RET * LAST_MONTH_MV / SUM_MV); IF LAST.PORTFOLIO THEN DO; EW_RETURN = EW_RET - 1; VW_RETURN = VW_RET - 1; OUTPUT EW_RETURNS; OUTPUT VW_RETURNS; END; RUN; PROC REGRESS DATA = EW_RETURNS; MODEL EW_RETURN = MKT_RF SMB HML UMD / NOINT; OUTPUT OUT = EW_ALPHA P = EW_ALPHA; RUN; PROC REGRESS DATA = VW_RETURNS; MODEL VW_RETURN = MKT_RF SMB HML UMD / NOINT; OUTPUT OUT = VW_ALPHA P = VW_ALPHA; RUN; EQUAL-WEIGHTED (EW) AND VALUE-WEIGHTED (VW) PORTFOLIO RETURNS ARE CALCULATED DAILY, AND THE PORTFOLIO IS REBALANCED AT THE END EACH DAY. EW RETURNS ARE COMPOUNDED TO REDUCE BID ASK BIAS. https://drive.google.com/file/d/1grx_6p-yVMVzrzvVjdtfwyFUjRpq10W6/view?usp=drive_link