Don't Be Loopy: Re-Sampling and Simulation the SAS® Way

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David L. Cassell

Design Pathways

Corvallis, OR

Abstract

The most common way that people do simulations and re-sampling plans in SAS® is, in fact, the slow and awkward way. People tend to think in terms of a huge macro loop wrapped around a piece of SAS code, with additional chunks of code to get the outputs of interest and then to weld together the pieces from each iteration. But SAS is designed to work with by-processing, so there is a better way. A faster way. This paper will show a simpler way to perform bootstrapping, jackknifing, cross-validation, and simulations from established populations. It is simpler and more efficient to get SAS to build all the iterations in one long SAS data set, then use by-processing to do all the computations at once. This lets us use SAS features to gather automatically the information from all the iterations, for simpler computations afterward.

Online materials

You can download the .pdf of this paper here.

External links

This paper is cited in the blog post An easy way to run thousands of regressions in SAS.