Showing posts with label SAS. Show all posts
Showing posts with label SAS. Show all posts

Thursday, February 4, 2010

Geekfest: Bootstrapped Credible Intervals of the Mean in SAS

Its not called 'Uncommon Reaction(s)' for nothing. This will be weird to many visitors, but that's ok. If you're not into this kind of thing just move along to the next post. If you don't care for the talky parts, I've pasted the full code without interruption at the bottom.

I wrote a little program to calculate bootstrapped nonparametric confidence intervals of the mean in SAS. Yes, I know STATA users, STATA apparently has a command that just does this, but you know what? I don't use STATA and I don't feel like learning. Besides, when I write it in SAS it reinforces my understanding of what I'm doing.

I've been using this with simulation data, but you could use the same program with observational data. Its not different. There is nothing particularly special about this, I just combined a bunch of different pieces of code from different SUGI doc's. Its just when I looked there was nothing

Here goes (and please feel free to post questions in the comments).