问题已经解决了,还是非常感谢
为表感谢,我贴个macro Winso,用于解决极端值问题的很好的一个宏
/*******************************************************************************
Winsorize macro
Can winsorize or trim at specified percentiles;
dsetout = leave blank to overwrite dsetin
byvar = none for no byvar (trims/winsorizes pooled sample)
type = delete/winsor
ex: %winsor(dsetin=mydata, dsetout=mydata2, byvar=year, vars=assets earnings, pctl=0 98);
winsorizes by year at 98%, puts resulting dataset into mydata2
%winsor(dsetin=mydata, vars=assets earnings, type=delete);
trims pooled sample at 1% and 99%, puts resulting dataset back into mydata
********************************************************************************/
%macro winsor(dsetin=, dsetout=, byvar=none, vars=, type=winsor, pctl=1 99);
%if &dsetout = %then %let dsetout = &dsetin;
%let varL=;
%let varH=;
%let xn=1;
%do %until ( %scan(&vars,&xn)= );
%let token = %scan(&vars,&xn);
%let varL = &varL &token.L;
%let varH = &varH &token.H;
%let xn=%EVAL(&xn + 1);
%end;
%let xn=%eval(&xn-1);
data xtemp;
set &dsetin;
run;
%let dropvar = ;
%if &byvar = none %then %do;
data xtemp;
set xtemp;
xbyvar = 1;
run;
%let byvar = xbyvar;
%let dropvar = xbyvar;
%end;
proc sort data = xtemp;
by &byvar;
run;
proc univariate data = xtemp noprint;
by &byvar;
var &vars;
output out = xtemp_pctl PCTLPTS = &pctl PCTLPRE = &vars PCTLNAME = L H;
run;
data &dsetout;
merge xtemp xtemp_pctl;
by &byvar;
array trimvars{&xn} &vars;
array trimvarl{&xn} &varL;
array trimvarh{&xn} &varH;
do xi = 1 to dim(trimvars);
%if &type = winsor %then %do;
if trimvars{xi} ne . then do;
if (trimvars{xi} < trimvarl{xi}) then trimvars{xi} = trimvarl{xi};
if (trimvars{xi} > trimvarh{xi}) then trimvars{xi} = trimvarh{xi};
end;
%end;
%else %do;
if trimvars{xi} ne . then do;
if (trimvars{xi} < trimvarl{xi}) then delete;
if (trimvars{xi} > trimvarh{xi}) then delete;
end;
%end;
end;
drop &varL &varH &dropvar xi;
run;
%mend winsor;