Code
- How to Gather Data Using a Web Crawler: An Application Using SAS to Search Edgar - interesting macro that can crawl Edgar reports for data.
- Basic Code
- Statistical Analysis
- Proc SQL
- INTNX
Macros
- The basics of macros
- Macro for grouping continuous variable into quintiles
- Winsorizing and trimming macro
Replications
- Replication of Beaver, McNichols, Nelson RAS 2007 "An Alternative Interpretation of the Discontinuity in Earnings Distributions"
- A data envelopment analysis program
- A simple simulation examining the relation between earnings and returns with a lot of assumptions, just for fun
- Replication of Richardson, Sloan, Soliman, and Tuna (JAE 2005)
- Partial output from replication of RSST(JAE 2005)
Websites to Help
- UCLA SAS help page - UCLA has a list of resources for SAS coding
- What statistical test should I use - In addition to explaining what test to use, page also provides information on how to perform test and interpret results using SAS, STATA, and SPSS software.
- UCLA SAS Textbook Examples - This page includes examples and problems worked in SAS from more than 40 statistics textbooks.
- University of Michigan SAS Site
- A little code on Scott Dyreng's website.
- Introduction to SAS: Index - Great resource for simple, straight forward explanation.
- Factor analysis in SAS
- SAS Consultant Special Interest Group - This site offers tips and tricks for using SAS and running SAS macros and utilities.
- Instructions on Remote Connection to WRDS Using SSH - This can be helpful for using large data sets, even if you have SAS on a local machine.