Abstract
The conventional power method transformation is a moment-matching technique that simulates non-normal distributions with controlled measures of skew and kurtosis. The percentile-based power method is an alternative that uses the percentiles of a distribution in lieu of moments. This article presents a SAS/IML macro that implements the percentile-based power method.
JMASM-2016-simPPM.txt (10 kB)
simPPM - a SAS macro for a 3rd order percentile-based power method
JMASM-2016-ex1percentiles.txt (1 kB)
Example 1 percentiles
JMASM-2016-ex2correlations.txt (1 kB)
Example 2 correlations
JMASM-2016-ex2percentiles.txt (1 kB)
Example 2 percentiles
simPPM - a SAS macro for a 3rd order percentile-based power method
JMASM-2016-ex1percentiles.txt (1 kB)
Example 1 percentiles
JMASM-2016-ex2correlations.txt (1 kB)
Example 2 correlations
JMASM-2016-ex2percentiles.txt (1 kB)
Example 2 percentiles
Recommended Citation
Koran, Jennifer and Headrick, Todd C. "A Percentile-Based Power Method in SAS: Simulating Multivariate Non-Normal Continuous Distributions." Journal of Modern Applied Statistical Methods 15, No. 1 (May 2016): 836-847.
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Comments
Material in this article is copyrighted and initially published by JMASM, Vol. 15, No. 1, 836-847. ISSN 1538 − 9472. JMASM Inc PO Box 48023 Oak Park, MI 48237 ea@jmasm.com.