Much Faster Bootstraps Using SAS®
John Douglas (“J.D.”) Opdyke,*
DataMineIt
Abstract
Seven bootstrap algorithms coded in SAS® are
compared. The fastest (“OPDY”), which
uses no modules beyond Base SAS®, achieves speed increases almost
two orders of magnitude faster (over 80x faster) than the relevant “built-in”
SAS® procedure (Proc SurveySelect).
It is even much faster than hashing, but unlike hashing it requires virtually
no storage space, and its memory usage efficiency allows it to execute
bootstraps on input datasets larger (sometimes by orders of magnitude) than the
largest a hash table can use before aborting.
This makes OPDY arguably the only truly scalable bootstrap algorithm in SAS®.
Keywords: Bootstrap,
SAS, Scalable, Hashing, With Replacement, Sampling
JEL Classifications:
C13, C14, C63, C88 Mathematics
Subject Classification: 62F40, 62G09