From: Church on
Hi,

I am running Monte Carlo simulation in SAS within the procedure proc
model.
While the simulations look reasonable overall, I see some extreme
outliers in the tails of the distributions, more extreme than I would
have expected in the tail.
Is this a problem that is that is more often seen with SAS? If so, how
can I prevent it?

Thanks.
From: Paige Miller on
On Mar 8, 6:07 am, Church <H.J.P...(a)uva.nl> wrote:
> Is this a problem that is that is more often seen with SAS? If so, how
> can I prevent it?

I have no idea if this is "a problem that is that is [sic] more often
seen with SAS", as I don't know what to compare SAS to.

How can you prevent it? It's your simulation, you can determine
exactly what distribution and what outliers are acceptable to you. If
the points are too extreme for YOU (as opposed to too extreme for SAS,
which they clearly are not), then delete these points.

--
Paige Miller
paige\dot\miller \at\ kodak\dot\com