Blog Archives

%SVD macro with BY-Processing

December 18, 2014
By
%SVD macro with BY-Processing

For the Regularized Discriminant Analysis Cross Validation, we need to compute SVD for each pair of \((\lambda, \gamma)\), and the factorization result will be feed to the downdating algorithm to obtain leave one out variance-covariance matrix \(\hat{\...

Read more »

Experient downdating algorithm for Leave-One-Out CV in RDA

December 15, 2014
By
Experient downdating algorithm for Leave-One-Out CV in RDA

In this post, I want to demonstrate a piece of experiment code for downdating algorithm for Leave-One-Out (LOO) Cross Validation in Regularized Discriminant Analysis [1]. In LOO CV, the program needs to calculate the inverse of \(\hat{\Sigma}_{k\v}(\la...

Read more »

Control Excel via SAS DDE & Python win32com

December 15, 2014
By
Control Excel via SAS DDE & Python win32com

Excel is probably the most used interface between human and data. Whenever you are dealing with business people, Excel is the de facto means for all things about data processing. I used to only use SAS and Python for number crunching but in one of my r...

Read more »

%HPGLIMMIX SAS macro is available online at JSS website

July 1, 2014
By
%HPGLIMMIX SAS macro is available online at JSS website

My paper "%HPGLIMMIX: A High-Performance SAS Macro for GLMM Estimation" is now available at Journal of Statistical Software website @here.SAS macro and code can also be found there. If you use it, please kindly send me an email so that I know my work i...

Read more »

Market trend in advanced analytics for SAS, R and Python

December 6, 2013
By
Market trend in advanced analytics for SAS, R and Python

Disclaimer: This study is a view on the market trend on demand of advanced analytics software and their adoptions from the job market perspective, and should not be read as a conclusive statement on what is all happening there. The findings should...

Read more »

I don’t always do regression, but when I do, I do it in SAS 9.4

July 19, 2013
By
I don’t always do regression, but when I do, I do it in SAS 9.4

There are several exciting add-ins from SAS Analytics products running on v9.4, especially the SAS/STAT high performance procedures, where "high performance" refers to either in single-machine multi-threading mode or full distributed mode. HPGENSE...

Read more »

Finding the closest pair in datat using PROC MODECLUS

May 9, 2013
By
Finding the closest pair in datat using PROC MODECLUS

  UPDATE: Rick Wicklin kindly shared his visualization efforts on the output to put a more straightforward sense on the results. Thanks. Here is the code, run after my code below. Note that this is designed for K=2. proc iml;use out;&nbs...

Read more »

Large Scale Linear Mixed Model

March 26, 2013
By
Large Scale Linear Mixed Model

Update at the end:****************************;Bob at r4stats.com claimed that a linear mixed model with over 5 million observations and 2 million levels of random effects was fit using lme4 package in R:I am always interested in large scale mixed mod...

Read more »

Poor man’s HPQLIM?

February 27, 2013
By
Poor man’s HPQLIM?

Tobit model is a type of censored regression and is one of the most important regression models you will encounter in business. Amemiya 1984 classified Tobit models into 5 categories and interested reader can refer to SAS online doc for details. In SAS...

Read more »

Kaggle Digit Recoginizer: SAS k-Nearest Neighbor solution

December 11, 2012
By
Kaggle Digit Recoginizer: SAS k-Nearest Neighbor solution

Kaggle is hosting an educational data mining competition: Kaggle Digit Recognizer, using MNIST data. Handwritten digit recognition is one of the few applications that kNN classifier performs well. Of course, the benchmark kNN classifier provided by the...

Read more »


Subscribe

Email:

  Subscribe