SAS matrix product with missing elements in IML

Question

Is it right that in SAS IML, it is not possible to multiply to get product of two matrices if they contain missing value ??

There is no solution for this problem in SAS ???

When you say 'missing value' you mean 'a single value in the matrix is missing'? Can you show an example where this doesn't work with example matrix data? — Joe
Of course there is a solution, but you need to define the result of multiplying and adding with missing. For example, PROC SCORE can evaluate the matrix product X*B, but has different rules for missing values in the left matrix (the data) versus missing values in the right matrix (the model coefficients). What is the application? Do you want to propogate missing values or ignore them (treat as zero)? — Rick

Joe Joe · Accepted Answer · 2015-02-25T17:30:06

According to the IML Documentation on missing values, you are correct: it is not possible to multiply two matrices that contain a missing value (or more) using matrix multiplication (elementwise is fine). This is stated as for efficiency reasons; I'm not sure what that entails, but presumably there are some linear algebra shortcuts that IML uses which wouldn't work as well if missing values were possible.

Remember that 'missing' isn't actually a value in the backend; it's a particular negative value (lowest possible negative number, in fact) which SAS knows to handle in a certain way when it does math with it.

If you want to use missings, you could re-code them to a very low negative number much larger than any possible value in your data, like -999999, and then after the multiplication is done, re-code negative values (or large negative values) back.

Here's an example:

proc iml;
 xvar = {1 1,2 2};
 yvar = {-99999 2,1 1};
 zvar = xvar*yvar;
 do z=1 to nrow(zvar)    ;
   if zvar[z,1] < 0 then do;
        zvar[z,1]=.;
    end;
 end;
 print zvar;
quit;

This only works if your values are always positive, and -999999 must be big enough that it outweighs any possible addition done with it (so -1 wouldn't work, for example, as then you have -1*1+1+1=0). If you have missings in both matrices, you would have to also filter the large positive values out (and again, this would only work if your data allowed for it; many circumstances would cause this to have undesirable results.)

SAS matrix product with missing elements in IML

2 Answers