Some SAS procedures (like PROC REG, GLM, ANOVA, SQL, and IML) end with “QUIT;”, not “RUN;”

Most SAS procedures require the

RUN;

statement to signal their termination.  However, there are some notable exceptions to this.

I have written about PROC SQL many times on my blog, and this procedure requires the

QUIT;

statement instead.

It turns out that there is another set of statistical procedures that require the QUIT statement, and some of them are very common.  They are called interactive procedures, and they include PROC REG, PROC GLM, and PROC ANOVAIf you end them with RUN rather than QUIT, then you will run into problems with displaying further output.  For example, if you try to output a data set from one such PROC and end it with the RUN statement, then you will get this error message:

ERROR: You cannot open WORK.MYDATA.DATA for input access with record-level 
control because WORK.MYDATA.DATA is in use by you in resource environment 
REG.

WORK.MYDATA cannot be opened.

You will also notice that the Program Editor says “PROC … running” in its banner when you end such a PROC with RUN rather than QUIT.

I don’t like this exception, but, alas, it does exist.  You can find out more about these interactive procedures in SAS Usage Note #37105.  As this note says, the ANOVA, ARIMA, CATMOD, FACTEX, GLM, MODEL, OPTEX, PLAN, and REG procedures are interactive procedures, and they all require the QUIT statement for termination.

PROC IML is not mentioned in that usage note, but this procedure also requires the QUIT statement.  Rick Wicklin has written an article about this on his blog, The DO Loop.

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Arnab Chakraborty on The Monty Hall Problem and Bayes’ Theorem – The Central Equilibrium – Episode 6

I am pleased to welcome Arnab Chakraborty back to my talk show, “The Central Equilibrium“, to talk about the Monty Hall Problem and Bayes’ theorem.  In this episode, he shows 2 solutions to this classic puzzle in probability, and invokes Bayes’ Theorem for the second solution.

If you have not watched Arnab’s first episode on Bayes’ theorem, then I encourage you to do that first.

Marilyn Vos Savant provided a solution to this problem in PARADE Magazine in 1990-1991.  Thousands of readers disagreed with her solution and criticized her vehemently (and incorrectly) for her error.  Some of these critics were mathematicians!  She included some of those replies and provided alternative perspectives that led to the same conclusion.  Although I am dismayed by the disrespect that some people showed in their letters to her, I am glad that a magazine column on probability was able to attract so much readership and interest.  Arnab and I referred to one of her solutions in our episode.  Thank you, Marilyn!

Enjoy this episode of “The Central Equilibrium“!

Layne Newhouse on representing neural networks – The Central Equilibrium – Episode 4

I am excited to present the first of a multi-episode series on neural networks on my talk show, “The Central Equilibrium”.  My guest in this series in Layne Newhouse, and he talked about how to represent neural networks. We talked about the biological motivations behind neural networks, how to represent them in diagrams and mathematical equations, and a few of the common activation functions for neural networks.

Check it out!

A macro to execute PROC TTEST for multiple binary grouping variables in SAS (and sorting t-test statistics by their absolute values)

In SAS, you can perform PROC TTEST for multiple numeric variables in the same procedure.  Here is an example using the built-in data set SASHELP.BASEBALL; I will compare the number of at-bats and number of walks between the American League and the National League.

proc ttest
     data = sashelp.baseball;
     class League;
     var nAtBat nBB; 
     ods select ttests;
run;

Here are the resulting tables.

Method Variances DF t Value Pr > |t|
Pooled Equal 320 2.05 0.0410
Satterthwaite Unequal 313.66 2.06 0.04

Method Variances DF t Value Pr > |t|
Pooled Equal 320 0.85 0.3940
Satterthwaite Unequal 319.53 0.86 0.3884

 

What if you want to perform PROC TTEST for multiple grouping (a.k.a. classification) variables?  You cannot put more than one variable in the CLASS statement, so you would have to run PROC TTEST separately for each binary grouping variable.  If you do put LEAGUE and DIVISION in the same CLASS statement, here is the resulting log.

1303 proc ttest
1304 data = sashelp.baseball;
1305 class league division;
 --------
 22
 202
ERROR 22-322: Expecting ;.
ERROR 202-322: The option or parameter is not recognized and will be ignored.
1306 var natbat;
1307 ods select ttests;
1308 run;

 

There is no syntax in PROC TTEST to use multiple grouping variables at the same time, so this tutorial provides a macro to do so.  There are several nice features about my macro:

  1. It allows you to use multiple grouping variables at the same time.
  2. It sorts the t-test statistics by their absolute values within each grouping variable.
  3. It shows the name of each continuous variable in the output table, unlike the above output.

Here is its basic skeleton.

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Career Panel at the 2018 Canadian Statistics Student Conference – McGill University, Montreal, Quebec

I will speak on the career-advice panel at the 2018 Canadian Statistics Student Conference.  It will be held on Saturday, June 2, at McGill University.

cropped-eric-cai-head-shot-7.png

If you will attend this conference or the subsequent Annual Meeting of the Statistical Society of Canada, then I strongly recommend students to read my following advice articles in advance.

A macro to automate the creation of indicator variables in SAS

In a recent blog post, I introduced an easy and efficient way to create indicator variables from categorical variables in SAS.  This method pretends to run logistic regression, but it really is using PROC LOGISTIC to get the design matrix based on dummy-variable coding.  I shared SAS code for how to do so, step-by-step.

I write this follow-up post to provide a macro that you can use to execute all of those steps in one line.  If you have not read my previous post on this topic, then I strongly encourage you to do that first.  Don’t use this macro blindly.

Here is the macro.  The key steps are

  1. Run PROC LOGISTIC to get the design matrix (which has the indicator variables)
  2. Merge the original data with the newly created indicator variables
  3. Delete the “INDICATORS” data set, which was created in an intermediate step
%macro create_indicators(input_data, target, covariates, output_data);

proc logistic
     data = &input_data
          noprint
          outdesign = indicators;
     class &covariates / param = glm;
     model &target = &covariates;
run;


data &output_data;
      merge    &input_data
               indicators (drop = Intercept &target);
run;


proc datasets 
     library = work
          noprint;
     delete indicators;
run;

%mend;

I will use the built-in data set SASHELP.CARS to illustrate the use of my macro.  As you can see, my macro can accept multiple categorical variables as inputs for creating indicator variables.  I will do that here for the variables TYPE, MAKE, and ORIGIN.

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An easy and efficient way to create indicator variables (a.k.a. dummy variables) from a categorical variable in SAS

Introduction

In statistics and biostatistics, the creation of binary indicators is a very useful practice.

  • They can be useful predictor variables in statistical models.
  • They can reduce the amount of memory required to store the data set.
  • They can treat a categorical covariate as a continuous covariate in regression, which has certain mathematical conveniences.

However, the creation of indicator variables can be a long, tedious, and error-prone process.  This is especially true if there are many categorical variables, or if a categorical variable has many categories.  In this tutorial, I will show an easy and efficient way to create indicator variables in SAS.  I learned this technique from SAS usage note #23217: Saving the coded design matrix of a model to a data set.

The Example Data Set

Let’s consider the PRDSAL2 data set that is built into the SASHELP library.  Here are the first 5 observations; due to a width constraint, I will show the first 5 columns and the last 6 columns separately.  (I encourage you to view this data set using PROC PRINT in SAS by yourself.)

COUNTRY STATE COUNTY ACTUAL PREDICT
U.S.A. California $987.36 $692.24
U.S.A. California $1,782.96 $568.48
U.S.A. California $32.64 $16.32
U.S.A. California $1,825.12 $756.16
U.S.A. California $750.72 $723.52

 

PRODTYPE PRODUCT YEAR QUARTER MONTH MONYR
FURNITURE SOFA 1995 1 Jan JAN95
FURNITURE SOFA 1995 1 Feb FEB95
FURNITURE SOFA 1995 1 Mar MAR95
FURNITURE SOFA 1995 2 Apr APR95
FURNITURE SOFA 1995 2 May MAY95

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Video Tutorial – Obtaining the Expected Value of the Exponential Distribution Using the Moment Generating Function

In this video tutorial on YouTube, I use the exponential distribution’s moment generating function (MGF) to obtain the expected value of this distribution.  Visit my YouTube channel to watch more video tutorials!

Video Tutorial – The Moment Generating Function of the Exponential Distribution

In this video tutorial on YouTube, I derive the moment generating function (MGF) of the exponential distribution.  Visit my YouTube channel to watch more video tutorials!

Arnab Chakraborty on Bayes’ Theorem – The Central Equilibrium – Episode 3

Arnab Chakraborty kindly came to my new talk show, “The Central Equilibrium”, to talk about Bayes’ theorem.  He introduced the concept of conditional probability, stated Bayes’ theorem in its simple and general forms, and showed an example of how to use it in a calculation.

Check it out!

Christopher Salahub on Markov Chains – The Central Equilibrium – Episode 2

It was a great pleasure to talk to Christopher Salahub about Markov chains in the second episode of my new talk show, The Central Equilibrium!  Chris graduated from the University of Waterloo with a Bachelor of Mathematics degree in statistics.  He just finished an internship in data development at Environics Analytics, and he is starting a Master’s program in statistics at ETH Zurich in Switzerland.

Chris recommends “Introduction to Probability Models” by Sheldon Ross to learn more about probability theory and Markov chains.

The Central Equilibrium is my new talk show about math, science, and economics. It focuses on technical topics that involve explanations with formulas, equations, graphs, and diagrams.  Stay tuned for more episodes in the coming weeks!

You can watch all of my videos on my YouTube channel!

Please watch the video on this blog.  You can also watch it directly on YouTube.

Store multiple strings of text as a macro variable in SAS with PROC SQL and the INTO statement

I often need to work with many variables at a time in SAS, but I don’t like to type all of their names manually – not only is it messy to read, it also induces errors in transcription, even when copying and pasting.  I recently learned of an elegant and efficient way to store multiple variable names into a macro variable that overcomes those problems.  This technique uses the INTO statement in PROC SQL.

To illustrate how this storage method can be applied in a practical context, suppose that we want to determine the factors that contribute to a baseball player’s salary in the built-in SASHELP.BASEBALL data setI will consider all continuous variables other than “Salary” and “logSalary”, but I don’t want to write them explicitly in any programming statements.  To do this, I first obtain the variable names and types of a data set using PROC CONTENTS.

* create a data set of the variable names;
proc contents
     data = sashelp.baseball
          noprint
     out = bvars (keep = name type);
run;

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A Comprehensive Guide for Public Speaking at Scientific Conferences

Introduction

I served as a judge for some of the student presentations at the 2016 Canadian Statistics Student Conference (CSSC).  The conference was both a learning opportunity and a networking opportunity for statistics students in Canada.  The presentations allowed the students to share their research and course projects with their peers, and it was a chance for them to get feedback about their work and learn new ideas from other students.

Unfortunately, I found most of the presentations to be very bad – not necessarily in terms of the content, but because of the delivery.  Although the students showed much earnestness and eagerness in sharing their work with others, most of them demonstrated poor competence in public speaking.

Public speaking is an important skill in knowledge-based industries, so these opportunities are valuable experiences for anybody to strengthen this skill.  You can learn it only by doing it many times, making mistakes, and learning from those mistakes.  Having delivered many presentations, learned from my share of mistakes, and received much praise for my seminars, I hope that the following tips will help anyone who presents at scientific conferences to improve their public-speaking skills.  In fact, most of these tips apply to public speaking in general.

eric-cai-ssc-2016-career-advice-seminar

I spoke at the 2016 Canadian Statistics Student Conference on career advice for students and new graduates in statistics.

Image courtesy of Peter Macdonald on Flickr.

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My Alumni Profile by Simon Fraser University – Where Are They Now?

I am happy and grateful to be featured by my alma mater, Simon Fraser University (SFU), in a recent profile.  I answered questions about how my transition from my academic education to my career in statistics and about how blogging and social media have helped me to advance my career.  Check it out!

During my undergraduate degree at SFU, I volunteered at its Career Services Centre for 5 years as a career advisor in its Peer Education program.  I began writing for its official blog, the Career Services Informer (CSI), during that time.  I have continued to write career advice for the CSI as an alumnus, and it is always a pleasure to give back to this wonderful centre!

You can find all of my advice columns here on my blog.

eric-cai-sfu-where-are-they-now-profile-screen-shot

New Job at the Bank of Montreal in Toronto

I have accepted an offer from the Bank of Montreal to become a Manager of Operational Risk Analytics and Modelling at its corporate headquarter office in Toronto.  Thus, I have resigned from my job at the British Columbia Cancer Agency.  I will leave Vancouver at the end of December, 2015, and start my new job at the beginning of January, 2016.

I have learned some valuable skills and met some great people here in Vancouver over the past 2 years.  My R programming skills have improved a lot, especially in text processing.  My SAS programming skills have improved a lot, and I began a new section on my blog to SAS programming as a result of what I learned.  I volunteered and delivered presentations for the Vancouver SAS User Group (VanSUG) – once on statistical genetics, and another on sampling strategies in analytical chemistry, ANOVA, and PROC TRANSPOSE.  I have thoroughly enjoyed meeting some smart and helpful people at the Data Science, Machine Learning, and R Programming Meetups.

I lived in Toronto from 2011 to 2013 while pursuing my Master’s degree in statistics at the  University of Toronto and working as a statistician at Predicum.  I look forward to re-connecting with my colleagues there.

Potato Chips and ANOVA, Part 2: Using Analysis of Variance to Improve Sample Preparation in Analytical Chemistry

In this second article of a 2-part series on the official JMP blog, I use analysis of variance (ANOVA) to assess a sample-preparation scheme for quantifying sodium in potato chips.  I illustrate the use of the “Fit Y by X” platform in JMP to implement ANOVA, and I propose an alternative sample-preparation scheme to obtain a sample with a smaller variance.  This article is entitled “Potato Chips and ANOVA, Part 2: Using Analysis of Variance to Improve Sample Preparation in Analytical Chemistry“.

If you haven’t read my first blog post in this series on preparing the data in JMP and using the “Stack Columns” function to transpose data from wide format to long format, check it out!  I presented this topic at the last Vancouver SAS User Group (VanSUG) meeting on Wednesday, November 4, 2015.

My thanks to Arati Mejdal, Louis Valente, and Mark Bailey at JMP for their guidance in writing this 2-part series!  It is a pleasure to be a guest blogger for JMP!

 

potato-chips-and-analytical-chemistry-part-2

Potato Chips and ANOVA in Analytical Chemistry – Part 1: Formatting Data in JMP

I am very excited to write again for the official JMP blog as a guest blogger!  Today, the first article of a 2-part series has been published, and it is called “Potato Chips and ANOVA in Analytical Chemistry – Part 1: Formatting Data in JMP“.  This series of blog posts will talk about analysis of variance (ANOVA), sampling, and analytical chemistry, and it uses the quantification of sodium in potato chips as an example to illustrate these concepts.

The first part of this series discusses how to import the data into the JMP and prepare them for ANOVA.  Specifically, it illustrates how the “Stack Columns” function is used to transpose the data from wide format to long format.

I will present this at the Vancouver SAS User Group (VanSUG) meeting later today.

Stay tuned for “Part 2: Using Analysis of Variance to Improve Sample Preparation in Analytical Chemistry“!

 

potato-chips-and-analytical-chemistry-part-1

Vancouver SAS User Group Meeting – Wednesday, November 4, 2015

I am excited to present at the next Vancouver SAS User Group (VanSUG) meeting on Wednesday, November 4, 2015.  I will illustrate data transposition and ANOVA in SAS and JMP using potato chips and analytical chemistry.  Come and check it out!  The following agenda contains all of the presentations, and you can register for this meeting on the SAS Canada web site.  This meeting is free, and a free breakfast will be served in the morning.

 

Update: My slides from this presentation have been posted on the VanSUG web site.

 

Date: Wednesday, November 4, 2015

Place:

Ballroom West and Centre

Holiday Inn – Vancouver Centre

711 West Broadway, Vancouver, BC

V5Z 3Y2

(604) 879-0511

Agenda:

8:30am – 9:00am: Registration

9:00am – 9:20am: Introductions and SAS Update – Matt Malczewski, SAS Canada

9:20am – 9:40am: Lessons On Transposing Data, Sampling & ANOVA in SAS & JMP – Eric Cai, Cancer Surveillance & Outcomes, BC Cancer Agency

9.40am – 10.20am: Make SAS Enterprise Guide Your Own – John Ladds, Statistics Canada

10:20am – 10:30am: A Beginner’s Experience Using SAS – Kim Burrus, Cancer Surveillance & Outcomes, BC Cancer Agency

10:30am – 11:00am: Networking Break

11:00am – 11.20am: Using SAS for Simple Calculations – Jay Shurgold, Rick Hansen Institute

11:20am – 11:50am: Yes, We Can… Save SAS Formats – John Ladds, Statistics Canada

11:50am – 12:20pm: Reducing Customer Attrition with Predictive Analytics – Nate Derby, Stakana Analytics

12:20pm – 12:30pm: Evaluations, Prize Draw & Closing Remarks

If you would like to be notified of upcoming SAS User Group Meetings in Vancouver, please subscribe to the Vancouver SAS User Group Distribution List.

SFU Statistics and Actuarial Science Gala – Wednesday, September 16, 2015

I look forward to attending the #SFU50 Gala at the Department of Statistics and Actuarial Science at Simon Fraser University on Wednesday, September 16, 2015.  There will be a poster presentation of undergraduate case studies, a short awards ceremony, and many opportunities to network with current and former students, professors and staff from that department.  If you will attend this event, please come and say “Hello”!

sfu50

Time: 5:00 – 7:30 pm

Date: Wednesday, September 16, 2015

Place: Applied Sciences Building Atrium, Simon Fraser University, Burnaby, British Columbia, Canada

Odds and Probability: Commonly Misused Terms in Statistics – An Illustrative Example in Baseball

Yesterday, all 15 home teams in Major League Baseball won on the same day – the first such occurrence in history.  CTV News published an article written by Mike Fitzpatrick from The Associated Press that reported on this event.  The article states, “Viewing every game as a 50-50 proposition independent of all others, STATS figured the odds of a home sweep on a night with a full major league schedule was 1 in 32,768.”  (Emphases added)

odds of all 15 home teams winning on same day

Screenshot captured at 5:35 pm Vancouver time on Wednesday, August 12, 2015.

Out of curiosity, I wanted to reproduce this result.  This event is an intersection of 15 independent Bernoulli random variables, all with the probability of the home team winning being 0.5.

P[(\text{Winner}_1 = \text{Home Team}_1) \cap (\text{Winner}_2 = \text{Home Team}_2) \cap \ldots \cap (\text{Winner}_{15}= \text{Home Team}_{15})]

Since all 15 games are assumed to be mutually independent, the probability of all 15 home teams winning is just

P(\text{All 15 Home Teams Win}) = \prod_{n = 1}^{15} P(\text{Winner}_i = \text{Home Team}_i)

P(\text{All 15 Home Teams Win}) = 0.5^{15} = 0.00003051757

Now, let’s connect this probability to odds.

It is important to note that

  • odds is only applicable to Bernoulli random variables (i.e. binary events)
  • odds is the ratio of the probability of success to the probability of failure

For our example,

\text{Odds}(\text{All 15 Home Teams Win}) = P(\text{All 15 Home Teams Win}) \ \div \ P(\text{At least 1 Home Team Loses})

\text{Odds}(\text{All 15 Home Teams Win}) = 0.00003051757 \div (1 - 0.00003051757)

\text{Odds}(\text{All 15 Home Teams Win}) = 0.0000305185

The above article states that the odds is 1 in 32,768.  The fraction 1/32768 is equal to 0.00003051757, which is NOT the odds as I just calculated.  Instead, 0.00003051757 is the probability of all 15 home teams winning.  Thus, the article incorrectly states 0.00003051757 as the odds rather than the probability.

This is an example of a common confusion between probability and odds that the media and the general public often make.  Probability and odds are two different concepts and are calculated differently, and my calculations above illustrate their differences.  Thus, exercise caution when reading statements about probability and odds, and make sure that the communicator of such statements knows exactly how they are calculated and which one is more applicable.