Resampling and Simulating My Grocery Bills
In a previous post, I used statistical data analysis to estimate the probability that my grocery bill is a whole-dollar amount such as $86.00 or $103.00. I used three weeks' grocery receipts to show...
View ArticleRanking with Confidence: Part 1
I recently posted an article about representing uncertainty in rankings on the blog of the ASA Section for Statistical Programmers and Analysts (SSPA). The posting discusses the importance of...
View ArticleRanking with Confidence: Part 2
In a previous post, I described how to compute means and standard errors for data that I want to rank. The example data (which are available for download) are mean daily delays for 20 US airlines in...
View ArticleHow to compute p-values for a bootstrap distribution
I was recently asked the following question: I am using bootstrap simulations to compute critical values for a statistical test. Suppose I have test statistic for which I want a p-value. How do I...
View ArticleSample without replacement in SAS
Last week I showed three ways to sample with replacement in SAS. You can use the SAMPLE function in SAS/IML 12.1 to sample from a finite set or you can use the DATA step or PROC SURVEYSELECT to extract...
View ArticleSample with replacement and unequal probability in SAS
How do you sample with replacement in SAS when the probability of choosing each observation varies? I was asked this question recently. The programmer thought he could use PROC SURVEYSELECT to generate...
View ArticleFour essential sampling methods in SAS
Many simulation and resampling tasks use one of four sampling methods. When you draw a random sample from a population, you can sample with or without replacement. At the same time, all individuals in...
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Compute a bootstrap confidence interval in SAS
This post was kindly contributed by The DO Loop - go there to comment and to read the full post. A common question is “how do I compute a bootstrap confidence interval in SAS?” As a reminder, the...
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The smooth bootstrap method in SAS
This post was kindly contributed by The DO Loop - go there to comment and to read the full post. Last week I showed how to use the simple bootstrap to randomly resample from the data to create B...
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The jackknife method to estimate standard errors in SAS
This post was kindly contributed by The DO Loop - go there to comment and to read the full post. One way to assess the precision of a statistic (a point estimate) is to compute the standard error,...
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Bootstrap estimates in SAS/IML
This post was kindly contributed by The DO Loop - go there to comment and to read the full post. I previously wrote about how to compute a bootstrap confidence interval in Base SAS. As a reminder, the...
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The bias-corrected and accelerated (BCa) bootstrap interval
This post was kindly contributed by The DO Loop - go there to comment and to read the full post. I recently showed how to compute a bootstrap percentile confidence interval in SAS. The percentile...
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The top 10 posts from The DO Loop in 2017
This post was kindly contributed by The DO Loop - go there to comment and to read the full post. I wrote more than 100 posts for The DO Loop blog in 2017. The most popular articles were about SAS...
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Sample and obtain the results in random order
This post was kindly contributed by The DO Loop - go there to comment and to read the full post. The SURVEYSELECT procedure in SAS 9.4M5 supports the OUTRANDOM option, which causes the selected items...
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The BOOTSTRAP statement for t tests in SAS
This post was kindly contributed by The DO Loop - go there to comment and to read the full post. Bootstrap resampling is a powerful way to estimate the standard error for a statistic without making...
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The bootstrap method in SAS: A t test example
This post was kindly contributed by The DO Loop - go there to comment and to read the full post. A previous article provides an example of using the BOOTSTRAP statement in PROC TTEST to compute...
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Balanced bootstrap resampling in SAS
This post was kindly contributed by The DO Loop - go there to comment and to read the full post. This article shows how to implement balanced bootstrap sampling in SAS. The basic bootstrap samples...
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How to use the %BOOT and %BOOTCI macros in SAS
This post was kindly contributed by The DO Loop - go there to comment and to read the full post. Since the late 1990s, SAS has supplied macros for basic bootstrap and jackknife analyses. This article...
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Bootstrap regression estimates: Case resampling
This post was kindly contributed by The DO Loop - go there to comment and to read the full post. If you want to bootstrap the parameters in a statistical regression model, you have two primary...
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Bootstrap regression estimates: Residual resampling
This post was kindly contributed by The DO Loop - go there to comment and to read the full post. If you want to bootstrap the parameters in a statistical regression model, you have two primary...
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