Joost Impink JoostImpink

I hereby claim:

I am JoostImpink on github.
I am impink (https://keybase.io/impink) on keybase.
I have a public key whose fingerprint is 3B29 169E 938B 866A 7CBF 3085 3F4E 2E9E 02B9 C853

To claim this, I am signing this object:

	/* Example of how to use SAS to retrieve data from WRDS
	Computing market-to-book ratio for years 2000-, and benchmark it against
	other firms in the industry */

	/* this piece of code makes a connection of your SAS instance with WRDS remote server */
	%let wrds = wrds-cloud.wharton.upenn.edu 4016;options comamid = TCP remote=WRDS;
	signon username=_prompt_;

	/* any code executed on WRDS needs to go in a remote submit block, for example: */

	proc sort data=g_sample_wins; by gvkey;run;

	proc reg data= g_sample_wins;
	model ret = e_p ;
	ods output ParameterEstimates = regout_1a FitStatistics = regout_1b;
	/* adding by gvkey will result in separate regressions for each firm */
	by gvkey;
	quit;

	/* Helper macro to make dummy variables
	Note: it is not robust for missing values
	*/
	%macro createDummyVars(dsin=, var=, newvar=);
	proc sql noprint;
	select distinct &var. into :mvals separated by '\|'
	from &dsin.;
	/* Number of unique values */
	%let mdim=&sqlobs;
	quit;