Much Faster Bootstraps Using SAS®
by J.D. Opdyke .
Seven bootstrap algorithms coded in SAS® are compared. The fastest
(“OPDY”), which uses no modules beyond Base SAS®, achieves speed increases
almost two orders of magnitude faster (over 80x faster) than the relevant
"built-in” SAS® procedure (Proc SurveySelect). It is even much faster than
hashing, but unlike hashing it requires virtually no storage space, and its
memory usage efficiency allows it to execute bootstraps on input datasets larger
(sometimes by orders of magnitude) than the largest a hash table can use before
aborting. This makes OPDY arguably the only truly scalable bootstrap algorithm
bootstrap, SAS, scalable, hashing, with replacement, sampling
J.D. Opdyke, JDOpdyke@DataMineIt.com
Richard Graf, firstname.lastname@example.org
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