sum of square errors in proc iml - sas

Question

I'm trying to create a code to run Newton Raphson optimization. I'm using proc iml, but when I need to evaluate the error (e) I need to sum up all the square differences and don't know how to tell SAS that in that case I need the sum of the components of the vector and not the vector.
The code is the following:
proc iml; use chap0; read all var{X} into X;
read all var{t} into t;
W=1;
s= exp(X*w)/(1+ exp(X*w)); print s;
e = (s - t) ** 2; /*here I need the result of the sum for that and not the matrix*/
g=2*(s-t)*s*(1-s);
h=2 * s * (1 - s) * (s * (1 - s) + (s - t) * (1 - 2 * s));
count=0;/*init count number*/
do until (e<1e-8);
count=count+1;
w=w0-g/h; /*here I also need the sum of g and h*/
s= exp(X*w)/(1+ exp(X*w));
e = (s - t) ** 2;
wo=w;
end;
Thanks!

Answer 1

You should use the SSQ function to calculate sum of squares in IML.
e=ssq(s-t);
Here are several other ways to do this. Note the first way gives a different result (as it's summing the squares of s and -t), just an example of the difference of how you pass the arguments.
proc iml;
x = 1:5;
y = j(1,5,2);
e1=ssq(x,-y); *sum of the squares, not actually subtracting note, so it is not the same answer;
e2=ssq(x-y); *sum of squares of the differences;
e3=(x-y)*(x-y)`; *multiplying a vector by its transpose sums it;
e4=(x-y)[##]; *summation subscript operator, see note;
print e1 e2 e3 e4;
quit;
Rick Wicklin has a post about the ## operator, which is quite useful.