SAS Proc sql中的此代码有什么问题

KDPinCA 发表于 Dev

KDPinCA

我尝试运行以下代码，但它给了我一条错误消息。请参阅以下内容。

%macro bktest(prod=);
proc sql;
create table &prod._pd_coh_seg as   
select distinct
ASOF_YYYYMM,
segment,
mean(rcpa_b2_pd_low),
mean(rcpa_b2_pd_high),
sum(rcpa_weight) as Count,
sum(annual_default_occurrence*rcpa_weight)/sum(rcpa_weight) as dr_ct,
sum(dp_pit*rcpa_weight)/sum(rcpa_weight) as pd_ct_pit,
sum(RCPA_B2_PD_TTC_SEG_FCTR*rcpa_weight)/sum(rcpa_weight) as pd_ct_ttc
from backtest.&prod._final
group by segment;
quit;

data &prod._pd_coh_seg;
set &prod._pd_coh_seg;
abs_diff_pit=abs(dr_ct-pd_ct_pit);
abs_diff_ttc=abs(dr_ct-pd_ct_ttc);
run;

proc sort data =&prod._pd_coh_seg;
by ASOF_YYYYMM segment;
quit;

proc sql;
create table &prod._pd_mad_rov as   
select distinct
segment,
mean(rcpa_b2_pd_low),
mean(rcpa_b2_pd_high),
count(*) as Count,
sum(abs_diff_pit)/count(abs_diff_pit) as mad_pit,
sum(abs_diff_ttc)/count(abs_diff_ttc) as mad_ttc,
sum(order)/count(abs_diff_pit) as breaks
from &prod._pd_coh_seg
group by segment;
quit;

%mend;

%bktest(prod=auto);
%bktest(prod=cred);
%bktest(prod=manu);
%bktest(prod=spec);

%macro bktest(prod=);
PROC EXPORT DATA= &prod._pd_mad_rov
            OUTFILE= "/ecm_dr/retail/other/zkt0jqm/2014Q3/pd_mad_rov.xlsx" 
            DBMS=XLSX REPLACE;
     SHEET="&prod."; 
RUN;
%mend;

%bktest(prod=auto);
%bktest(prod=spec);
%bktest(prod=manu);
%bktest(prod=cred);

错误消息是：

ERROR: The MEAN summary function requires a numeric argument.
ERROR: The MEAN summary function requires a numeric argument.
ERROR: The following columns were not found in the contributing tables: rcpa_b2_pd_high, rcpa_b2_pd_low.

我不知道错误在哪里。如果我删除的平均陈述rcpa_b2_pd_high，rcpa_b2_pd_low由段和组rcpa_b2_pd_high，rcpa_b2_pd_low，那么这个问题将不复存在。但是，我不确定这是正确的方法，因为这两个是比率百分比，不应在group语句中使用。谁能帮我诊断这个问题？非常感谢您的投入。

拉姆拉基

问题出在第一个SQL语句中。

proc sql;

create table &prod._pd_coh_seg as   
select distinct
ASOF_YYYYMM,
segment,
mean(rcpa_b2_pd_low) as rcpa_b2_pd_low,
mean(rcpa_b2_pd_high) as rcpa_b2_pd_high,
sum(rcpa_weight) as Count,
sum(annual_default_occurrence*rcpa_weight)/sum(rcpa_weight) as dr_ct,
sum(dp_pit*rcpa_weight)/sum(rcpa_weight) as pd_ct_pit,
sum(RCPA_B2_PD_TTC_SEG_FCTR*rcpa_weight)/sum(rcpa_weight) as pd_ct_ttc
from backtest.&prod._final
group by segment;
quit;

发生这种情况是因为完成聚合后，新的聚合列会从sas中分配随机名称

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