用SAS进行数据分析：如何进行随机抽样？

利用SAS进行随机抽样

在构建数据挖掘模型过程中，有时我们无法对所有的整体进行全面研究，有时我们希望将整体划分为训练集、验证集、测试集三份用于不同目的的数据集，甚至在K-折交叉验证中，我们需要把样本随机的划分为K份数据子集。本文介绍SAS的SURVEYSELECT过程和RANUNI函数在随机抽样方面的应用。

0、读入数据集，并对数据集按分层变量进行排序。本文数据集采用students.txt：

* 从students.txt读入文件到数据集students;

DATA students;

INFILE‘C:\students.txt’;

INPUT id class $ gender $ math english history chem phys literat;

RUN;

* 查看数据集内容;

PROC PRINT DATA = students;

TITLE‘Students”s class gender & scores’;

RUN;

* 对二维列联表（班级、性别）进行频数统计;

PROC FREQ DATA = students;

TABLES class * gender /NOPERCENT NOROW NOCOL;

RUN;

* 首先对数据集按分层变量进行排序;

PROC SORT DATA = students;

BY class gender;

RUN;

1、利用SURVEYSELECT过程进行等比例分层抽样

* 利用SURVEYSELECT过程对数据集进行等比例分层抽样;

PROC SURVEYSELECT DATA = students out = samp1 method = srs samprate = .5 seed = 9876;

STRATA class gender;

RUN;

* 查看分层抽样的结果;

PROC FREQ DATA = samp1;

TABLES class * gender /NOPERCENT NOROW NOCOL;

RUN;

2、利用SURVEYSELECT过程进行不等比例分层抽样

* 利用SURVEYSELECT过程对数据集进行等不比例分层抽样;

PROC SURVEYSELECT DATA = students out = samp2 method = srs samprate = (.4 .6 .4 .6 .4 .6)seed = 9876;

STRATA class gender;

RUN;

* 查看分层抽样的结果;

PROC FREQ DATA = samp2;

TABLES class * gender /NOPERCENT NOROW NOCOL;

RUN;

3、利用SURVEYSELECT过程根据抽样数量进行分层抽样

* 利用SURVEYSELECT过程对数据集进行指定数量的分层抽样;

PROC SURVEYSELECT DATA = students out = samp3 method = srs n = (8 4 6 8 5 7) seed =9876;

STRATA class gender;

RUN;

* 查看分层抽样的结果;

PROC FREQ DATA = samp3;

TABLES class * gender /NOPERCENT NOROW NOCOL;

RUN;

4、利用随机数函数RANUNI对数据集进行粗略划分

* 利用RANUNI函数将数据集粗略的划分为N=5份;

DATA s1 s2 s3 s4 s5;

SET students;

r = RANUNI(991889);

IF r<0.2 THEN OUTPUT s1;

ELSEIF r<0.4 THEN OUTPUT s2;

ELSEIF r<0.6 THEN OUTPUT s3;

ELSEIF r<0.8 THEN OUTPUT s4;

ELSEOUTPUT s5;

DROP r;

RUN;

5、利用随机数函数RANUNI对数据集进行精确划分

* 根据数据集创建视图students_v,增加随机数列;

DATA students_v /view=students_v;

SET students;

srt = RANUNI(999890);

RUN;

* 按照随机数列对数据集进行排序,创建数据集students_srt,删除随机数列;

PROC SORT DATA = students_v OUT = students_srt(DROP = srt);

BY srt;

RUN;

* 将数据集精确地划分为N=5份;

DATA s1 s2 s3 s4 s5;

RETAIN per ;

SET students_srt NOBS= total;

IF _N_ = 1 THEN per = INT(total/5);

if _N_<= per then output s1;

ELSEIF _N_<= 2 * per THEN OUTPUT s2;

ELSEIF _N_<= 3 * per THEN OUTPUT s3;

ELSEIF _N_<= 4 * per THEN OUTPUT s4;

ELSEOUTPUT s5;

DROP per;

RUN;