VAR Function :: SAS/IML(R) 13.1 User's Guide

VAR Function

VAR (x) ;

The VAR function computes a sample variance of data.

The arguments to the VAR function are as follows:

x: specifies an $n\times p$ numerical matrix. The VAR function computes the variance of the $p$ columns of this matrix.

The VAR function computes the sample variance of a column vector x as $\Sigma _{i=1}^ n (x_ i-\bar{x})^2 / (n-1)$ where $n$ is the number of nonmissing values of x and any missing values have been excluded. When x is a matrix, the sample variance is computed for each column, as the following example shows:

x = {5 1 10,
     6 2 3,
     6 8 5,
     6 7 9,
     7 2 13};
var = var(x);
print var;

Figure 24.422: Variance of Columns

var
0.5	10.5	16

The following statement computes the standard deviation of each column:

sd = sqrt(var(x));

The VAR function returns a missing value for columns with fewer than two nonmissing observations.

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