Date: Thu, 30 Oct 2008 06:27:53 -0700
Reply-To: ChrisG <chris.godlewski@GMAIL.COM>
Sender: "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From: ChrisG <chris.godlewski@GMAIL.COM>
Organization: http://groups.google.com
Subject: Re: creating an index for "repeated actions"
Content-Type: text/plain; charset=ISO-8859-1
On 30 oct, 10:59, ChrisG <chris.godlew...@gmail.com> wrote:
> On 28 oct, 22:03, HERMA...@WESTAT.COM (Sigurd Hermansen) wrote:
>
>
>
> > 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:SA...@LISTSERV.UGA.EDU] On Behalf OfChrisG
> > Sent: Tuesday, October 28, 2008 4:21 PM
> > To: SA...@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
>
> Hi again
>
> i have some problems with the second proc sql on my data ...
>
> i get a statement in log : NO ROWS WERE SELECTED ...
>
> my data looks like this :
>
> lender_name id_lender borrower_name year
> borrower_id2 deal_id2
> JP Morgan & Co 2088 Adisseo France SAS
> 2005 1 1
> BNP Paribas 247 Aeroports de Paris
> 1998 2 2
> Le Credit Lyonnais SA 2270 Alain Afflelou SA
> 2006 3 3
> Bank of Ireland Group 685 Alma Consulting Group
> 2006 4 4
> BNP Paribas SA 245 Aluminium Pechiney
> 2004 5 5
> CIC Europeene International 968 Aluminium Pechiney
> 2002 6 6
> ...
> etc
>
> i can't figure out why it doesn't work !
>
> thanks in advance for any help
> cheers
> CG
Ok so i received a mail (see below) :
Hi,
I have been thinking on a datastep solution. I found the SQL solution
gives an output that is different from what I think.
Can you give some desirable indices like number of times that Li to Lj
occurs given a DEAL based on the example data? That would help me to
suggest probably a speedy solution. You may post it to SAS-L and not
to me direct as it would invite other SAS-Lers to strike a good
solution.
Thanks.
Muthia Kachirayan
now i am not sure about the question you ask ...
actually i am looking for SAS to do the job for me i.e. give me such
indices of repeated action by deal
i guess a good starting point would be to know how many times bank 1
and bank 2 were together in any deal ...
for instance, if we refer to the first example, l2 and l3 "met
together" in 2 deals (number 1 and 4)
so the indice would be equal to 2 in that case
and that would be a good starting point for me
hope that helped
cheers
CG
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