Blog Archives

%HPGLIMMIX SAS macro is available online at JSS website

July 1, 2014
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%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...

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Market trend in advanced analytics for SAS, R and Python

December 6, 2013
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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...

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

July 19, 2013
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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...

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Finding the closest pair in datat using PROC MODECLUS

May 9, 2013
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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...

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Large Scale Linear Mixed Model

March 26, 2013
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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...

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Poor man’s HPQLIM?

February 27, 2013
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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...

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Kaggle Digit Recoginizer: SAS k-Nearest Neighbor solution

December 11, 2012
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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...

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KNN Classification and Regression in SAS

November 25, 2012
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KNN Classification and Regression in SAS

PDF available at here. Related post on KNN classification using SAS is here.In data mining and predictive modeling, it refers to a memory-based (or instance-based) algorithm for classification and regression problems. It is a widely used algorithm with...

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Finite Mixture Model for Loss Given Default (LGD)

October 4, 2012
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Finite Mixture Model for Loss Given Default (LGD)

Loss Given Default (LGD) is a key business metric of risk in financial service. One unique feature of this metric is overdispersion and the other is multi-mode. Finite mixture model is an effective way to accommodate both. Multi-mode refers to the case...

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SAS functions for computing parameters in Erlang-C model

July 12, 2012
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SAS functions for computing parameters in Erlang-C model

Call center management is both Arts and Sciences. While driving moral and setting up strategies is more about Arts, staffing and servicing level configuration based on call load is in the domain of Sciences.The science part of call center management is...

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