Usage Note 22224: Available exact and Monte Carlo methods
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Monte Carlo simulation to estimate exact p-values is useful for problems that are so large that exact computations require a great amount of time and memory, but for which asymptotic approximations might not be sufficient. Exact and Monte Carlo methods are available as shown below. See the indicated procedure documentation for details.
See also this table which summarizes the statistics and tests that are available using exact methods.
| Release | Procedure | Exact methods available |
| SAS® 8 or earlier | FREQ | Fisher's exact test for 2×2 or R×C tables. Exact tests for the Pearson, likelihood ratio, and Mantel-Haenszel chi-square statistics, and the Pearson and Spearman correlation coefficients. Exact Jonckheere-Terpstra, Cochran-Armitage, and McNemar tests. Exact tests and confidence intervals for kappa, weighted kappa, binomial probability, and the odds ratio in 2×2 tables. Monte Carlo estimates of exact p-values |
| MULTTEST | Fisher's exact test; exact permutation versions of Cochran-Armitage trend test and Peto test; limited exact CMH tests | |
| NPAR1WAY | Two- or multi-sample exact tests based on Wilcoxon, median, Van der Waerden, and Savage scores. Exact tests for scale (variability) differences. Monte Carlo estimates of exact p-values | |
| PHREG | Exact conditional method for ties in continuous failure times | |
| UNIVARIATE | Sign test; Wilcoxon signed-rank test for N≤20 | |
| SAS 8.1 (TS1M0) | LOGISTIC | Exact logistic regression |
| SAS 9.0 (TS0M0) | GLM | Exact multivariate tests (Wilk's lambda, Hotelling-Lawley trace, Roy's greatest root) |
| NPAR1WAY | Exact two-sample Kolmogorov-Smirnov tests | |
| LOGISTIC | Stratified exact conditional logistic regression; Monte Carlo estimation | |
| POWER | Exact power computations for various tests | |
| SAS 9.1 (TS1M0) | NPAR1WAY | For two-sample problems, exact one-sided tests for the Kolmogorov-Smirnov D+ and D- statistics |
| FREQ | Exact confidence limits and test for the common odds ratio | |
| CASECONTROL ALLELE FAMILY HAPLOTYPE |
Monte Carlo estimates of exact p-values for case-control tests, disequilibrium tests, and family-based tests | |
| SAS 9.2 (TS1M0) | FREQ | Unconditional exact confidence limits for the proportion difference; Zelen's exact test for equal odds ratios |
| NPAR1WAY | Exact confidence limits for Hodges-Lehmann estimate of location shift for two-sample data; Exact tests based on Conover scores | |
| POWER | Power for exact equivalence test for binomial proportion | |
| SAS 9.2 (TS2M3) SAS/STAT 9.22 |
FREQ | Exact p-values for tests of Kendall's tau-b, Stuart's tau-c, Somers' D(C|R), and Somers' D(R|C) |
| GENMOD | Exact and stratified exact poisson and logistic regression | |
| SAS 9.3 (TS1M0) | FREQ | Exact unconditional confidence limits for the relative risk. Additional exact unconditional confidence limits for the risk difference based on the Farrington-Manning score statistic. |
| SAS 9.3 (TS1M2) SAS/STAT 12.1 |
FREQ | Barnard's exact unconditional test for the risk difference |
| SAS 9.4 (TS1M1) SAS/STAT 13.1 |
FREQ | Mid p-values for exact tests |
| SAS 9.4 (TS1M2) SAS/STAT 13.2 |
FREQ | Exact mid-p confidence limits for the binomial proportion |
| SAS 9.4 (TS1M3) SAS/STAT 14.1 |
FREQ | Exact mid-p confidence limits for the odds ratio |
| LOGISTIC | Added the MCMC exact conditional algorithm which generates samples from the exact distribution by repeatedly perturbing the response vector to obtain a new response vector while maintaining the sufficient statistics for the nuisance parameters. | |
| SAS 9.4 (TS1M5) SAS/STAT 14.3 |
FREQ | Exact version of Bowker’s symmetry test |
Operating System and Release Information
| Product Family | Product | System | SAS Release | |
| Reported | Fixed* | |||
| SAS System | SAS/STAT | All | n/a | |
| SAS System | Base SAS | All | n/a | |
| SAS System | SAS/Genetics | z/OS | ||
| Microsoft® Windows® for 64-Bit Itanium-based Systems | ||||
| Microsoft Windows Server 2003 Datacenter 64-bit Edition | ||||
| Microsoft Windows Server 2003 Enterprise 64-bit Edition | ||||
| Microsoft Windows XP 64-bit Edition | ||||
| Microsoft® Windows® for x64 | ||||
| Microsoft Windows 8 Enterprise 32-bit | ||||
| Microsoft Windows 8 Enterprise x64 | ||||
| Microsoft Windows 8 Pro 32-bit | ||||
| Microsoft Windows 8 Pro x64 | ||||
| Microsoft Windows 8.1 Enterprise 32-bit | ||||
| Microsoft Windows 8.1 Enterprise x64 | ||||
| Microsoft Windows 8.1 Pro | ||||
| Microsoft Windows 8.1 Pro 32-bit | ||||
| Microsoft Windows 95/98 | ||||
| Microsoft Windows 2000 Advanced Server | ||||
| Microsoft Windows 2000 Datacenter Server | ||||
| Microsoft Windows 2000 Server | ||||
| Microsoft Windows 2000 Professional | ||||
| Microsoft Windows NT Workstation | ||||
| Microsoft Windows Server 2003 Datacenter Edition | ||||
| Microsoft Windows Server 2003 Enterprise Edition | ||||
| Microsoft Windows Server 2003 Standard Edition | ||||
| Microsoft Windows Server 2003 for x64 | ||||
| Microsoft Windows Server 2008 | ||||
| Microsoft Windows Server 2008 R2 | ||||
| Microsoft Windows Server 2008 for x64 | ||||
| Microsoft Windows Server 2012 Datacenter | ||||
| Microsoft Windows Server 2012 R2 Datacenter | ||||
| Microsoft Windows Server 2012 R2 Std | ||||
| Microsoft Windows Server 2012 Std | ||||
| Microsoft Windows XP Professional | ||||
| Windows 7 Enterprise 32 bit | ||||
| Windows 7 Enterprise x64 | ||||
| Windows 7 Home Premium 32 bit | ||||
| Windows 7 Home Premium x64 | ||||
| Windows 7 Professional 32 bit | ||||
| Windows 7 Professional x64 | ||||
| Windows 7 Ultimate 32 bit | ||||
| Windows 7 Ultimate x64 | ||||
| Windows Millennium Edition (Me) | ||||
| Windows Vista | ||||
| Windows Vista for x64 | ||||
| 64-bit Enabled AIX | ||||
| 64-bit Enabled HP-UX | ||||
| 64-bit Enabled Solaris | ||||
| AIX | ||||
| HP-UX | ||||
| HP-UX IPF | ||||
| Linux | ||||
| Linux for x64 | ||||
| Linux on Itanium | ||||
| OpenVMS Alpha | ||||
| OpenVMS on HP Integrity | ||||
| Solaris | ||||
| Solaris for x64 | ||||
| Tru64 UNIX | ||||
| Type: | Usage Note |
| Priority: | low |
| Topic: | SAS Reference ==> Procedures ==> FREQ SAS Reference ==> Procedures ==> GLM SAS Reference ==> Procedures ==> LOGISTIC SAS Reference ==> Procedures ==> MULTTEST SAS Reference ==> Procedures ==> NPAR1WAY SAS Reference ==> Procedures ==> PHREG SAS Reference ==> Procedures ==> POWER SAS Reference ==> Procedures ==> UNIVARIATE Analytics ==> Power and Sample Size Analytics ==> Nonparametric Analysis Analytics ==> Multivariate Analysis Analytics ==> Genetics SAS Reference ==> Procedures ==> GENMOD Analytics ==> Exact Methods Analytics ==> Categorical Data Analysis Analytics ==> Regression Analytics ==> Survival Analysis SAS Reference ==> Procedures ==> ALLELE SAS Reference ==> Procedures ==> CASECONTROL SAS Reference ==> Procedures ==> FAMILY SAS Reference ==> Procedures ==> HAPLOTYPE |
| Date Modified: | 2017-12-15 09:34:21 |
| Date Created: | 2002-12-16 10:56:36 |