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About
WRDS and SAS/Connect
SAS/Connect
allows you to communicate with the WRDS Unix server from
within a SAS program running on your computer. It works by
establishing a connection from within PC SAS to the WRDS Unix
SAS. In order to use this technique, you will need a WRDS
account. For more information on WRDS and how to request and
account, visit the WRDS
support pages.
Establishing a
Connection
The first step is to
establish a connection. In order to do so, execute the
following SAS code within PC SAS:
%let wrds =
wrds.wharton.upenn.edu 4016; options comamid=TCP remote=WRDS;
signon username=_prompt_;
When the program runs, you will be prompted
for a username and password. Use the username and password
supplied by WRDS (it is the same as the one you use to log
into the WRDS web interface).
The Basics of Using SAS/Connect
Once a connection is established,
you can submit SAS code and interact with the WRDS Unix server.
To submit code to the remote server, you place "rsumbit;"
before the code to the sent and "endrsubmit;" at the
end of the code to be sent. For example:
data test; a=2; run;
rsubmit; proc upload data=test
out=test2; run;
data test3; set test2; b=1;
run;
proc download data=test3
out=test4; run;
endrsubmit;
This program creates a dataset
called "test" on the computer you are using. Next,
"rsumbit" is used and the subsquent code is run on the
remote server. In this case, the "test" dataset is
uploaded from the local PC to the remote WRDS server and renamed
"test2". Then a dataset called "test3" is
created on the remote server and this file is downloaded back to
the local PC and named "test4".
Keep in mind that, when working
with large datasets, the upload and download times may be
considerable. Also, if you assign libnames within the "rsubmit"
portion and create datasets in that library, the files remain in
your space on the WRDS Unix server until you delete them.
For more examples of using SAS/Connect,
look at this SAS
support note.
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