Question

我有2个数据集A和B.我想在A中添加一个变量（列），它从数据集B中获取一个值。例如，我的数据集A是：

Table A
year  return                 
1990  4.5 
1991  6.2 
1992  3
1993  9.9


Table B
year   type              value   
1992   bond_threshold    10
1992   stock_threshold   15

我想要的新数据集是：

year  return   bond_threshold     stock_threshold
1990  4.5                      
1991  6.2                  
1992  3        10                 15
1993  9.9

我应该怎么做？我尝试过合并，但它创造了1992年的观察结果：

data want; 
merge A B; 
by year; 
run;

结果如下：

year      return      type                 value    
1990      4.5                      
1991      6.2                  
1992      3          bond_threshold        10                 
1992      3          stock_threshold       15
1993      9.9

Answer 1

这里有两个选项，一个是使用PROC TRANSPOSE将数据集转换为宽格式，然后进行合并。第二种是与数据集B合并两次，每次保留感兴趣的变量。

根据您的问题如何缩放，一个比另一个容易。

以下是第二个选项的示例。

data want;
  merge a 
        b (where = (type='bond threshold'))
        b (where = (type='stock threshold'));

  by Year;
 run;

Answer 2

我使用不同数量的数据进行了一些性能分析。年数为100.000,1.000.000,10.000.000和100.000.000。我还使用了%transpose宏（http://www.sascommunity.org/mwiki/images/b/be/BB-07-2013.sas），因为它比proc transpose快。

每一步的cpu时间都是放心的。

结论：对于大型数据集，建议不要使用变体2.所有四次运行的最稳定性能由变体2和3提供。对于非常大的数据集（表a中的> 100.000.000行）变体3的效果更好，因为merge会比proc sql更快。

转置宏来了：

  %macro transpose(libname_in=,
                   libname_out=,
                   data=,
                   out=,
                   by=,
                   prefix=,
                   var=,
                   autovars=,
                   id=,
                   descendingid=,
                   var_first=,
                   format=,
                   delimiter=,
                   copy=,
                   drop=,
                   sort=,
                   sort_options=,
                   use_varname=,
                   preloadfmt=,
                   guessingrows=,
                   newid=);

  /*Check whether the data and out parameters contain one or two-level filenames*/
    %let lp=%sysfunc(findc(%superq(data),%str(%()));
    %if &lp. %then %do;
      %let rp=%sysfunc(findc(%superq(data),%str(%)),b));
      %let dsoptions=%qsysfunc(substrn(%nrstr(%superq(data)),&lp+1,&rp-&lp-1));
      %let data=%sysfunc(substrn(%nrstr(%superq(data)),1,%eval(&lp-1)));
    %end;
    %else %let dsoptions=;
    %if %sysfunc(countw(&data.)) eq 2 %then %do;
      %let libname_in=%scan(&data.,1);
      %let data=%scan(&data.,2);
    %end;
    %else %if %length(&libname_in.) eq 0 %then %do;
      %let libname_in=work;
    %end;

    %if %sysfunc(countw(&out.)) eq 2 %then %do;
      %let libname_out=%scan(&out.,1);
      %let out=%scan(&out.,2);
    %end;
    %else %if %length(&libname_out.) eq 0 %then %do;
      %let libname_out=work;
    %end;

    %if %length(&newid.) eq 0 %then %do;
      %let newid=row;
    %end;

    /*obtain last by variable*/
    %if %length(&by.) gt 0 %then %do;
      %let lastby=%scan(&by.,-1);
    %end;
    %else %do;
      %let lastby=;
    %end;

  /*Create macro variable to contain a list of variables to be copied*/
   %let to_copy=;
    %if %length(&copy.) gt 0 %then %do;
      data t_e_m_p;
        set &libname_in..&data. (obs=1 keep=&copy.);
      run;

      proc sql noprint;
        select name
          into :to_copy separated by " "
            from dictionary.columns
              where libname="WORK" and
                    memname="T_E_M_P"
          ;
        quit;
    %end;

  /*Populate var parameter in the event it has a null value*/
    %if %length(&var.) eq 0 %then %do;
      data t_e_m_p;
        set &libname_in..&data. (obs=1 drop=&by. &id. &copy.);
      run;

      proc sql noprint;
        select name
          into :var separated by " "
            from dictionary.columns
              where libname="WORK" and
                    memname="T_E_M_P"
          %if %sysfunc(upcase("&autovars.")) eq "CHAR" %then %do;
                    and type="char"
          %end;
          %else %if %sysfunc(upcase("&autovars.")) ne "ALL" %then %do;
                    and type="num"
          %end;
          ;
        quit;
    %end;

  /*Initialize macro variables*/
    %let vars_char=;
    %let varlist_char=;
    %let vars_num=;
    %let varlist_num=;
    %let formats_char=;
    %let format_char=;
    %let formats_num=;
    %let format_num=;

  /*Create file t_e_m_p to contain one record with all var variables*/
    data t_e_m_p;
      set &libname_in..&data. (obs=1 keep=&var.);
    run;

  /*Create macro variables containing untransposed var names and formats*/
    proc sql noprint;
      select name, case
                     when missing(format) then " $"||strip(put(length,5.))||'.'
                     else strip(format)
                   end
        into :vars_char separated by " ",
             :formats_char separated by "~"
          from dictionary.columns
            where libname="WORK" and
                  memname="T_E_M_P" and
                  type="char"
      ;
      select name, case
                     when missing(format) then "best12."
                     else strip(format)
                   end
        into :vars_num separated by " ",
             :formats_num separated by "~"
          from dictionary.columns
            where libname="WORK" and
                  memname="T_E_M_P" and
                  type="num"
      ;
      select name
        into :vars_all separated by " "
          from dictionary.columns
            where libname="WORK" and
                  memname="T_E_M_P"
      ;
    quit;

  /*If sort parameter has a value of YES, create a sorted temporary data file*/
    %if %sysfunc(upcase("&sort.")) eq "YES" %then %do;
      %let notsorted=;
      proc sort data=&libname_in..&data.
                  (
                   keep=&by. &id. &vars_char. &vars_num. &to_copy.
                   &dsoptions.
                  ) 
                   out=t_e_m_p &sort_options. noequals;
        by &by.;
      run;
      %let data=t_e_m_p;
      %let libname_in=work;
    %end;
    %else %do;
      %let notsorted=notsorted;
    %end;

    /*if no id parameter is present, create one from &newid.*/
    %if %length(&id.) eq 0 %then %do;
      data t_e_m_p;
        set &libname_in..&data.;
        by &by.;
        if first.&lastby then &newid.=1;
        else &newid+1;
      run;
      %let id=&newid.;
      %let data=t_e_m_p;
      %let libname_in=work;
    %end;

  /*Ensure guessingrows parameter contains a value*/
    %if %length(&guessingrows.) eq 0 %then %do;
      %let guessingrows=%sysfunc(constant(EXACTINT));
    %end;

  /*Ensure a format is assigned to an id variable*/
    %if %length(&id.) gt 0 %then %do;
      proc sql noprint;
        select type,length,%sysfunc(strip(format))
          into :tr_macro_type, :tr_macro_len, :tr_macro_format
            from dictionary.columns
              where libname="%sysfunc(upcase(&libname_in.))" and
                    memname="%sysfunc(upcase(&data.))" and
                    upcase(name)="%sysfunc(upcase(&id.))"
          ;
      quit;

      %if %length(&format.) eq 0 %then %do;
        %let optsave=%sysfunc(getoption(missing),$quote.);
        options missing=.;
        %if %length(&tr_macro_format.) gt 0 %then %do;
          %let format=&tr_macro_format.;
        %end;
        %else %if "&tr_macro_type." eq "num " %then %do;
          %let format=%sysfunc(catt(best,&tr_macro_len.,%str(.)));
        %end;
        %else %do;
          %let format=%sysfunc(catt($,&tr_macro_len.,%str(.)));
        %end;
        options missing=&optsave;
      %end;
    %end;

  /*Create macro variables containing ordered lists of the requested transposed variable
    names for character (varlist_char) and numeric (varlist_num) var variables */
    %if %length(&preloadfmt.) gt 0 %then %do;
      %if %sysfunc(countw(&preloadfmt.)) eq 1 %then %do;
        %let preloadfmt=&libname_in..&preloadfmt.;
      %end;
    %end;
    %else %do;
      %if %sysfunc(upcase("&sort.")) eq "YES" %then
       %let dsoptions=;
      proc freq data=&libname_in..&data. (obs=&guessingrows. keep=&id. &dsoptions.)
         noprint;
        tables &id./out=_for_format (keep=&id.);
      run;
      %if %sysfunc(upcase("&descendingid.")) eq "YES" %then %do;
        proc sort data=_for_format;
          by descending &id;
        run;
      %end;
      data _for_format;
        set _for_format;
        order=_n_;
      run;
    %end;

   proc sql noprint;
    %do i=1 %to 2;
      %if &i. eq 1 %then %let i_type=char;
      %else %let i_type=num;
      %if %length(&&vars_&i_type.) gt 0 %then %do;
      select distinct
        %do j=1 %to 2;
          %if &j. eq 1 %then %let j_type=;
          %else %let j_type=format;
          %do k=1 %to %sysfunc(countw(&&vars_&i_type.));
           "&j_type. "||cats("&prefix.",
            %if %sysfunc(upcase("&var_first.")) eq "NO" %then %do;
              put(&id.,&format),"&delimiter."
              %if %sysfunc(upcase("&use_varname.")) ne "NO" %then
              ,scan("&&vars_&i_type.",&k.);
            %end;
            %else %do;
              %if %sysfunc(upcase("&use_varname.")) ne "NO" %then
                 scan("&&vars_&i_type.",&k.),;
              "&delimiter.",put(&id.,&format)
            %end;
            )
            %if &j. eq 2 %then
              ||" "||cats(scan("&&formats_&i_type.",&k.,"~"),";");
            %if &k. lt %sysfunc(countw(&&vars_&i_type.)) %then ||;
            %else ,;
          %end;
        %end;
        %if "&tr_macro_type." eq "num " %then &id. format=best12.;
          %else &id.;
          ,order
            into :varlist_&i_type. separated by " ",
                 :format_&i_type. separated by " ",
                 :idlist separated by " ",
                 :idorder separated by " "
             %if %length(&preloadfmt.) gt 0 %then from &preloadfmt.;
             %else from _for_format;
                 order by order
      ;
        %let num_numlabels=&sqlobs.;
      %end;
    %end;
    quit;

    proc sql noprint;
      select distinct
          %let j_type=;
          %do k=1 %to %sysfunc(countw(&&vars_all.));
        "&j_type. "||cats("&prefix.",

            %if %sysfunc(upcase("&var_first.")) eq "NO" %then %do;
            put(&id.,&format),"&delimiter.",
              %if %sysfunc(upcase("&use_varname.")) ne "NO" %then
            scan("&&vars_all.",&k.);
            )
            %end;
            %else %do;
              %if %sysfunc(upcase("&use_varname.")) ne "NO" %then
            scan("&&vars_all.",&k.),;
            "&delimiter.",put(&id.,&format))
            %end;
            %if &k. lt %sysfunc(countw(&&vars_all.)) %then ||;
            %else ,;
          %end;
          order
            into :varlist_all separated by " ",
                 :idorder separated by " "
             %if %length(&preloadfmt.) gt 0 %then from &preloadfmt.;
             %else from _for_format;
                 order by order
      ;
    quit;

  /*Create a format that will be used to assign values to the transposed variables*/
    data _for_format;
      %if %length(&preloadfmt.) gt 0 %then set &preloadfmt. (rename=(&id.=start)); 
      %else set _for_format  (rename=(&id.=start));
      ;
      %if "&tr_macro_type." eq "num " %then retain fmtname "labelfmt" type "N";
      %else retain fmtname "$labelfmt" type "C";
      ;
      label=
       %if %length(&preloadfmt.) eq 0 %then _n_-1;
       %else order-1;
       ;
    run;

    proc format cntlin = _for_format;
    run ;

  /*Create and run the datastep that does the transposition*/
    data &libname_out..&out.;
      set &libname_in..&data. (keep=&by. &id.
        %do i=1 %to %sysfunc(countw("&vars_char.")); 
          %scan(&vars_char.,&i.)
        %end;
        %do i=1 %to %sysfunc(countw("&vars_num.")); 
          %scan(&vars_num.,&i.)
        %end;
        %do i=1 %to %sysfunc(countw("&to_copy.")); 
          %scan(&to_copy.,&i.)
        %end;
        &dsoptions.
        );
      by &by. &notsorted.;
      &format_char. &format_num.
    %if %length(&vars_char.) gt 0 %then %do;
      array want_char(*) $
      %do i=1 %to %eval(&num_numlabels.*%sysfunc(countw("&vars_char."))); 
        %scan(&varlist_char.,&i.)
      %end;
      ;
      array have_char(*) $ &vars_char.;
      retain want_char;
      if first.&lastby. then call missing(of want_char(*));
      ___nchar=put(&id.,labelfmt.)*dim(have_char);
      do ___i=1 to dim(have_char);
        want_char(___nchar+___i)=have_char(___i);
      end;
    %end;
    %if %length(&vars_num.) gt 0 %then %do;
      array want_num(*)
      %do i=1 %to %eval(&num_numlabels.*%sysfunc(countw("&vars_num."))); 
        %scan(&varlist_num.,&i.)
      %end;
      ;
      array have_num(*) &vars_num.;
      retain want_num;
      if first.&lastby. then call missing(of want_num(*));
      ___nnum=put(&id.,labelfmt.)*dim(have_num);
      do ___i=1 to dim(have_num);
        want_num(___nnum+___i)=have_num(___i);
      end;
    %end;
      drop &id. ___: &var. &drop.;
      if last.&lastby. then output;
    run;

    data &libname_out..&out.;
      retain &by. &to_copy. &varlist_all.;
      set &libname_out..&out.;
    run;

  /*Delete all temporary files*/
    proc delete data=work.t_e_m_p work._for_format;
    run;

  %mend transpose;

以下是性能测试的代码：

  /*********************************************
         PERFORMANCE TEST: PREPARING DATA
  *********************************************/
  data a;
    do year=1 to 100000000;
      return=4.5;
      output;
    end;
  run;

  data b;
    length type $20;
    do year=1 to 100000000;
      type="bond_threshold";
      value=10;
      output;
      type="stock_threshold";
      value=10;
      output;
    end;
  run;

  %put ++++++++++ Variant 1 +++++++++++++++++++++++++++++++++++++++++++++++;

  %transpose(data=b, out=b2,
        by=year, var=value,
        id=type
  );

  proc sql noprint;
    CREATE TABLE wanted AS
    SELECT a.year
      ,a.return
      ,b2.bond_threshold
      ,b2.stock_threshold
    FROM a
    LEFT JOIN b2
    ON a.year=b2.year
    ;
  quit;

  %put +++++++++++ Variant 2 ++++++++++++++++++++++++++++++++++++++++++++++;

  proc sort data=a;
    by year;
  run;
  proc sort data=b2;
    by year;
  run;
  data want2;
    merge a 
          b2;
    by Year;
   run;

  %put ++++++++++ Variant 3 +++++++++++++++++++++++++++++++++++++++++++++++;

  proc sort data=b;
    by year;
  run;
  data want;
    merge a 
          b (where = (type='bond_threshold'))
          b (where = (type='stock_threshold'));

    by Year;
   run;

SAS：添加一个从另一个数据集获取值的变量

2 个答案: