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楼主可否把by year winsorize的程序上传上来看看啊

/*****************************************
Trim or winsorize macro
* byvar = none for no byvar;
* type  = delete/winsor (delete will trim, winsor will winsorize;
*dsetin = dataset to winsorize/trim;
*dsetout = dataset to output with winsorized/trimmed values;
*byvar = subsetting variables to winsorize/trim on;
****************************************/

%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;

%if &byvar = none %then %do;

    data xtemp;
        set xtemp;
        xbyvar = 1;
        run;

    %let byvar = 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 not missing(trimvars{xi}) 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 not missing(trimvars{xi}) then do;
              if (trimvars{xi} < trimvarl{xi}) then delete;
              if (trimvars{xi} > trimvarh{xi}) then delete;
            end;
        %end;

    end;
    drop &varL &varH xbyvar xi;
    run;

%mend winsor;

/* invoke macro to winsorize */
%winsor(dsetin=myLib3.t_singleObs, dsetout=myLib3.u_finalWinsorized, byvar=none,
vars= car_ln preAnnRet_ln unex loss_unex, type=winsor, pctl=1 99);


proc sort data = myLib3.u_finalWinsorized; by capn;

/* regression by size decile */
PROC REG OUTEST = myLib3.v_regOutput data=myLib3.u_finalWinsorized;
   ID capn;
   MODEL  car_ln = preAnnRet_ln unex loss loss_unex/ NOPRINT;
   by capn;
RUN ;