Simulating Data with SAS

Data simulation is a fundamental technique in statistical programming and research. Rick Wicklin’s Simulating Data with SAS brings together the most useful algorithms and the best programming techniques for efficient data simulation in an accessible how-to book for practicing statisticians and statistical programmers.

This book discusses in detail how to simulate data from common univariate and multivariate distributions, and how to use simulation to evaluate statistical techniques. It also covers simulating correlated data, data for regression models, spatial data, and data with given moments. It provides tips and techniques for beginning programmers, and offers libraries of functions for advanced practitioners.

As the first book devoted to simulating data across a range of statistical applications, Simulating Data with SAS is an essential tool for programmers, analysts, researchers, and students who use SAS software.

Table of Contents

Part I Essentials of Simulating Data
Chapter 1 Introduction to Simulation
Chapter 2 Simulating Data from Common Univariate Distributions
Chapter 3 Preliminary and Background Information

Part II Basic Simulation Techniques
Chapter 4 Simulating Data to Estimate Sampling Distributions
Chapter 5 Using Simulation to Evaluate Statistical Techniques
Chapter 6 Strategies for Efficient and Effective Simulation

Part III Advanced Simulation Techniques
Chapter 7 Advanced Simulation of Univariate Data
Chapter 8 Simulating Data from Basic Multivariate Distributions
Chapter 9 Advanced Simulation of Multivariate Data
Chapter 10 Building Correlation and Covariance Matrices

Part IV Applications of Simulation in Statistical Modeling
Chapter 11 Simulating Data for Basic Regression Models
Chapter 12 Simulating Data for Advanced Regression Models
Chapter 13 Simulating Data from Time Series Models
Chapter 14 Simulating Data from Spatial Models
Chapter 15 Resampling and Bootstrap Methods
Chapter 16 Moment Matching and the Moment-Ratio Diagram

Part V Appendix
Appendix A A SAS/IML Primer