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  5. Computational Statistics II

Computational Statistics II

Objectives

This curricular unit is especially recommended for users with some experience of programming in the SAS© system. Students will acquire skills that allow them to develop sophisticated programs for manipulating data and files, as well as analysing matrix data. The main objective of this course is to convey solid knowledge on advanced concepts of programming in SAS, in particular on SAS/IML (SAS Interative Matrix Language) and SAS/MACRO language.

General characterization

Code

400008

Credits

6.0

Responsible teacher

Ana Cristina Marinho da Costa

Hours

Weekly - Available soon

Total - Available soon

Teaching language

Portuguese. If there are Erasmus students, classes will be taught in English

Prerequisites

Teaching language: English.

In order to meet the leaning objectives successfully, students must possess some experience in SAS programming, or frequency of the curricular unit Computational Statistics I.

Bibliography

Base SAS® 9.2 Procedures Guide: Statistical Procedures. Third Edition. Cary, NC: SAS Institute Inc., 2010.

SAS/STAT® 9.22 User's Guide. Cary, NC: SAS Institute Inc., 2010.

SAS® 9.2 Output Delivery System: User¿s Guide. Cary, NC: SAS Institute Inc., 2009.

SAS/IML® 9.3 User's Guide. Cary NC: SAS Institute Inc., 2011.

SAS® 9.2 Macro Language: Reference. Cary NC: SAS Institute Inc., 2009.

Extra reading bibliography:

W. E. Griffiths, R. C. Hill, G. G. Judge, Learning and Practicing Econometrics. New York : John Wiley & Sons, 1993.

Teaching method

The course is based on theoretical and practical lessons that include exposure to concepts and syntax of the SAS programming language and resolution examples. Some practical sessions will focus on problem solving and exercises, including discussion of alternative resolutions. A set of exercises to be completed independently in extra-classroom context is also disclosed.

Evaluation method

REGULAR PERIOD (1st call): final exam (100%).

RESIT PERIOD (2nd call): final exam (100%).

RULES:

The exams have a first group with multiple choice questions, and a second one where students must answer with SAS code (except SAS/Macro language). To answer the first group, it is allowed the consultation of the PDF file of the lectures¿ notes (slides) provided with the exam. To answer the second group, it is also allowed using the SAS system on the computer.

Accessing any other documentation, including information on the Internet, will be considered fraud.

Subject matter

The course is organized in five Learning Units (LU):

LU1. Topics on data management in SAS

LU2. ODS - Output Delivery System

LU3. Linear regression

LU4. Introduction to SAS/IML

LU5. SAS/Macro Language