[R] Comparison of SAS & R/Splus

Frank E Harrell Jr feh3k at spamcop.net
Thu Sep 4 15:34:26 CEST 2003

On Thu, 04 Sep 2003 14:50:25 -0400
"Paul, David  A" <paulda at BATTELLE.ORG> wrote:

> I am one of only 5 or 6 people in my organization making the
> effort to include R/Splus as an analysis tool in everyday work -
> the rest of my colleagues use SAS exclusively.
> Today, one of them made the assertion that he believes the
> numerical algorithms in SAS are superior to those in Splus
> and R -- ie, optimization routines are faster in SAS, the SAS
> Institute has teams of excellent numerical analysts that
> ensure its superiority to anything freely available, PROC 
> NLMIXED is more flexible than nlme( ) in the sense that it 
> allows a much wider array of error structures than can be used 
> in R/Splus, &etc.  
> I obviously do not subscribe to these views and would like 
> to refute them, but I am not a numerical analyst and am still 
> a novice at R/Splus.  Do there exist refereed papers comparing the 
> numerical capabilities of these platforms?  If not, are there 
> other resources I might look up and pass along to my colleagues?
> Much thanks in advance,
>  david paul

I don't have papers comparing the numerical capabilities but I say bunk to your colleagues.  The last time I looked, SAS still relies on the out of date Gauss-Jordan sweep operator in many key places, in place of the QR decomposition that R and S-Plus use in regression.  And SAS being closed source makes it impossible to see how it really does calculations in some cases.

See http://hesweb1.med.virginia.edu/biostat/s/doc/splus.pdf Section 1.6 for a comparison of S and SAS (though this doesn't address numerical reliability).  Overall, SAS is about 11 years behind R and S-Plus in statistical capabilities (last year it was about 10 years behind) in my estimation.

Frank Harrell
SAS User, 1969-1991
Frank E Harrell Jr    Professor and Chair            School of Medicine
                      Department of Biostatistics    Vanderbilt University

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