Much Faster Bootstraps Using SAS®

InterStat, October 2010

23 Pages Posted: 17 Oct 2010 Last revised: 30 Jan 2011

Date Written: October 14, 2010

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, Sampling, with Replacement

JEL Classification: C13, C14, C63, C88

Suggested Citation

Opdyke, J.D., Much Faster Bootstraps Using SAS® (October 14, 2010). InterStat, October 2010. Available at SSRN: https://ssrn.com/abstract=1692130

J.D. Opdyke (Contact Author)

DataMineit, LLC; Allstate ( email )

FL
United States
617-943-6463 (Phone)
781-639-6463 (Fax)

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