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SAS linx as REFERENCES asymptotix

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I recently got invited to go & talk to a SAS shop, a big one! This has not happened for a while (to me), well it wouldn't, would it? These (recent) days I (have been) a confirmed R man1, maybe a wee bit of S+ but R; Revolution R2 if possible but R; Hadoop3 4yes, Netezza5 6, yes & the deliriously beautiful SAP HANA7 but for me it has to be R, well that's the way I have attitudinised8 it here on asymptotix!!

But it wasn't always the case. I was once a 'SAS-head', I implemented it in an Educational Qualifications Authority & a Census Office back in the 12th Century in a small nation which had not as yet experienced Renaissance. SAS was always around, 'on the fringes' in my ”middle ages”; when corporates paid lip service to statistical analytics; I could always contribute since I understood the principles but I was never a SAS STAT developer; I understand SAS Proc and SAS STAT and all that but I have never seen the words; 'statistics' & 'developer' as good bed-fellows!

 

I did a great deal of work on the systems integration challenges of large data sets with predictive analytic tool-sets for SAP9 back in the day & I became R confirmed. Later as Basel II appeared SAS could be the panacea for all ills if positioned correctly; particularly if SAP had no Predictive partner and IBM ran with SPSS. Now I wonder with a new CEO from Accenture10 is Revolution no longer the wild free radical I once admired and is all Predictive Analytics rolling down the hill of commoditisation? Forgive me for sounding a little jaundiced, it must be the weather... but in fact I very much doubt if that is the case!

 

So I wanted to take another look at SAS; I associated on Google+, Liked on FB, followed on twitter; SAS can be a bit 'all things to all men'11; it is a general statistical workhorse & has been in the data management space for a wee while it appears but now seems to be partnering more than it used to with the recognised players (in data management, I mean).

 

I needed to understand a SAS landscape for my own specific special interests which are apparent here on asymptotix12. I needed some references which would draw that map for me; (there really is a lot of SAS stuff out there which is completely irrelevant to me). I needed a reference set particularly in relation to my focus of interest; econometrics and risk capital estimation to summarise it in 4 longish words; here below is that ( 2 me) interesting link set, I came up with; as usual on asymptotix, the page is built to evolve; all of our most popular software product pages13 14 change & evolve through time; most easily via DISQUS, so the initial 'tabula rasa' (sic, used to be applied to 'R') [below] is in no particular order & will probably be changed and added to as the page evolves. I hope you find it useful; I certainly found the research exercise a bit of an 'Enlightenment'!

 

 

Reference Set (Linx) SAS now in relation to Econometrics & Risk Capital


 

REFERENCE PAPER

URL

 

 

Risk management is capital optimization

http://www.sas.com/knowledge-exchange/risk/integrated-risk/risk-management-is-capital-optimization/index.html

 

Detecting outliers in SAS: Part 3: Multivariate location and scatter

http://blogs.sas.com/content/iml/2012/02/02/detecting-outliers-in-sas-part-3-multivariate-location-and-scatter/

SAS Software Development with the V-Model

http://support.sas.com/resources/papers/proceedings11/124-2011.pdf

State Space Modeling Using SAS

http://academicpublishingplatforms.com/downloads/pdfs/jss/volume1/201107240817_v41i12.pdf

Understanding the Anatomy of a SAS® Deployment:

http://www.nesug.org/Proceedings/nesug11/ma/ma10.pdf

Reading SAS7BDAT Databases in R, without SAS!

http://biostatmatt.com/uploads/shotwell-sas7bdat-useR-2011.pdf

INTERACTIVE MATRIX PROGRAMMING


 

SAS/IML

http://www.sas.com/technologies/analytics/statistics/iml/index.html


 

http://www.sas.com/offices/europe/uk/technologies/analytics/statistics/iml/factsheet.pdf

SAS/IML 9.22 User's Guide

 

http://support.sas.com/documentation/cdl/en/imlug/63541/HTML/default/viewer.htm#titlepage.htm

Principal Component Regression as a Countermeasure against Collinearity

http://www.lexjansen.com/wuss/2011/analy/Papers_Yu_C_73333.pdf

Big-Data PCA: 50 years of stock data

 

http://blog.revolutionanalytics.com/2011/06/big-data-pca.html

Study Notes of Logistic Regression, GEE and GLMM With An Example Solved in SAS

http://dl.dropbox.com/u/10684315/web%20materials/mlegeeglmm.pdf

GLMM Package comparison

http://glmm.wikidot.com/pkg-comparison

Living with Generalized Linear Mixed Models

http://support.sas.com/resources/papers/proceedings11/349-2011.pdf

SAS ® Econometrics and Time

Series Analysis 1.1 for JMP ®

http://support.sas.com/documentation/onlinedoc/ets/etsaddin93.pdf


 

(huge file – not sure how it 'fitz')

Risk capital and lessons from the Titanic

 

http://www.sas.com/knowledge-exchange/risk/integrated-risk/risk-capital-and-lessons-from-the-titanic/index.html

Stress Testing: A Board-Level Issue

http://www.sas.com/resources/whitepaper/wp_30464.pdf

 

111 Corinthians 9:22

 

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