Date: Tue, 28 Oct 2008 17:03:11 -0400
Reply-To: Sigurd Hermansen <HERMANS1@WESTAT.COM>
Sender: "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From: Sigurd Hermansen <HERMANS1@WESTAT.COM>
Subject: Re: creating an index for "repeated actions"
In-Reply-To: <7af0ee4c-d4bc-4b06-96e7-be4901261e70@c2g2000pra.googlegroups.com>
Content-Type: text/plain; charset="us-ascii"
Why not simply compute the numbers directly?
data test;
input deal lender: $char2. borrower: $char2. year;
cards;
1 l1 b1 2000
1 l2 b1 2000
1 l3 b1 2000
2 l4 b1 2000
2 l1 b1 2000
3 l2 b2 2000
3 l4 b2 2000
3 l5 b2 2000
4 l2 b3 2002
4 l6 b3 2002
4 l3 b3 2002
;
run;
/*
1. evaluate the closeness between a lender i and a borrower j with some number
telling me that lender i was in N deals for borrower j and this tells me how
much lender i and borrower j know each other
*/
proc sql;
select lender,borrower,count(*) as n
from test
group by lender,borrower
;
quit;
/*
2. evaluate the closeness between a lender k and a lender l with some number
telling me that these 2 guys where together in M deals
*/
proc sql;
select t1.lender as lenderk,t2.lender as lenderL,count(*) as m
from test as t1,test as t2
where t1.deal=t2.deal and t1.lender < t2.lender
group by lenderk,lenderL
;
quit;
S
-----Original Message-----
From: SAS(r) Discussion [mailto:SAS-L@LISTSERV.UGA.EDU] On Behalf Of ChrisG
Sent: Tuesday, October 28, 2008 4:21 PM
To: SAS-L@LISTSERV.UGA.EDU
Subject: creating an index for "repeated actions"
Hi folks
Hopefully some of you already had to deal with such an issue in their lives so I really count on you !
Here is my story
I have a sample which looks like this :
deal lender borrower year
1 l1 b1 2000
1 l2 b1 2000
1 l3 b1 2000
2 l4 b1 2000
2 l1 b1 2000
3 l2 b2 2000
3 l4 b2 2000
3 l5 b2 2000
4 l2 b3 2002
4 l6 b3 2002
4 l3 b3
2002
...
and so on
basically i have some deals where some lenders interact with themselves across deals (or years) and these lenders also interact with borrowers across deals (or years) (for those who know this is a story about syndicated lending ...) what i am looking for is to compute 2 types of index or measures that would allow me to :
1. evaluate the closeness between a lender i and a borrower j with some number telling me that lender i was in N deals for borrower j and this tells me how much lender i and borrower j know each other
2. evaluate the closeness between a lender k and a lender l with some number telling me that these 2 guys where together in M deals
I hope that i was clear enough ...
I would appreciate very much any kind of help on that issue !
Best
Cheers
CG
