function - Computing variance and co variance in a data statement -


i have 8 columns in dataset, , run data statement in sas such as:

(this pseudocode)

data mynewset; set myoldset; variance1 = variance(column1,column2,column3,column4); variance2 = variance(column5,column6,column7,column8); covariance = covariance(<column1,column2,column3,column4>,<column5,column6,column7,column8>); run;

how can setup var , covar functions in sas ? (btw i'm not interested in proc)

fyi - mathematical formulas here.

for row-wise variance (ie, variance of several values in row), there function, var, compute you.

var_x = var(of x1-x4);

for example compute variance of x1,x2,x3,x4.

there not similar covariance function; need compute directly formula, ie,

cov(x,y) = sum((x-xmean)*(y-ymean) / n

you using array , do loop.


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