# Posts Tagged ‘ Uncategorized ’

## Turn off ODS when running simulations in SAS

May 24, 2013
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In my article "Simulation in SAS: The slow way or the BY way," I showed how to use BY-group processing rather than a macro loop in order to efficiently analyze simulated data with SAS. In the example, I analyzed the simulated data by using PROC MEANS, and I use the [...]

## Timing performance improvements due to vectorization

May 22, 2013
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Last week I discussed a program that had three nested loops that used scalar operations in the innermost loop. I mentioned that this program was not vectorized, and would therefore be slow in a matrix language such as SAS/IML, MATLAB, or R. I then went through a series of steps [...]

## Ways to multiply in the SAS/IML language

May 20, 2013
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For programmers who are learning the SAS/IML language, it is sometimes confusing that there are two kinds of multiplication operators, whereas in the SAS DATA step there is only scalar multiplication. This article describes the multiplication operators in the SAS/IML language and how to use them to perform common tasks [...]

## Sunday data/statistics link roundup (5/19/2013)

May 19, 2013
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This is a ridiculously good post on 20th versus 21st century problems and the rise of the importance of empirical science. I particularly like the discussion of what it means to be a "solved" problem and how that has changed. … Continue reading →

## Sharing my R notes

May 19, 2013
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I started working with R 2 1/2 years ago. I remember opening R closing it and thinking it was the dumbest thing ever (command line to a non programmer is not inviting). Now it’s my constant friend. From the beginning … Continue reading →

May 18, 2013
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$STEIN’S PARADOX$

STEIN’S PARADOX Something that is well known in the statistics world but perhaps less well known in the machine learning world is Stein’s paradox. When I was growing up, people used to say: do you remember where you were when you heard that JFK died? (I was three, so I don’t remember. My first memory […]

## When does replication reveal fraud?

May 17, 2013
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Here's a little thought experiment for your weekend pleasure. Consider the following: Joe Scientist decides to conduct a study (call it Study A) to test the hypothesis that a parameter D > 0 vs. the null hypothesis that D = 0. He … Continue reading →

## IJF quality indicators

May 17, 2013
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I often receive email asking about IJF quality indicators. Here is one I received today. Dear Professor Hyndman, I recently had a paper published in IJF entitled, “xxxxxxxxxxxx”. I am very pleased with the publication and consider IJF to be an excellent outlet for my work in time-series econometrics. I have an unusual request, but I hope you will consider responding. My research is judged by non-economists and IJF is…

## The bright future of applied statistics

May 15, 2013
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In 2013, the Committee of Presidents of Statistical Societies (COPSS) celebrates its 50th Anniversary. As part of its celebration, COPSS will publish a book, with contributions from past recipients of its awards, titled “Past, Present and Future of Statistical Science". Below is … Continue reading →

## How to vectorize computations in a matrix language

May 15, 2013
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Last week someone posted an interesting question to the SAS/IML Support Community. The problem involved four nested DO loops and took hours to run. By transforming several nested DO loops into an equivalent matrix operation, I was able to reduce the run time to about one second. The process of [...]