I like the SAS programming language and I especially like doing statistics in it. Also, I like to gain knowledge and learn about topics not yet familiar to me. One of the best ways to do this is through the many books out there, covering many different topics.
My SAS Shelf
Some of my books, I have read in their entirety, some I have read a few chapters of and use as reference works when I encounter a topic where the books may be of help.
Carpenter’s Guide to Innovative SAS Techniques by Art Carpenter. I keep looking up stuff in this book and think “I never thought about it that way”. Highly recommendable for the intermediate programmer who wants to expand her toolkit.
Using SAS in Financial Research by Ekkehart Boehmer, John Paul Broussard and Juha-Pekka Kallunki. A good book covering the implementation of financial models the SAS programming language.
Exchanging Data between SAS and Microsoft Excel by William E. Benjamin. A good reference in how to import and export data between SAS and Microsoft Excel, and especially how not to do it.
SAS Hash Object Programming Made Easy by Michele M. Burlew. The best introduction to the Hash Object that I know of. Plenty of great examples and written in an easily understandable language. If you are already familiar with merges and joins, you will have no problem learning about Hash Object reading this book.
Practical Time Series Analysis by Anders Milhøj. A hands-on, non-theoretical approach to time series analysis and the many great procedures in ETS (Econometrics and Time Series).
ODS/Graph Books
ODS Techniques: Tips for Enhancing Your SAS Output by Kevin D. Smith. A must-have for the beginner in the Output Delivery System. This book contains dozens of great tips to how to control how, what and where your results are outputted.
Getting Started with the Graph Template Language in SAS by Sanjay Matange. A short and precise introduction to GTL and PROC TEMPLATE. If you are interested in even more control over your graph procedures and options, this is a great place to start.
Statistical Graphics Procedures by Example by Sanjay Matange and Dan Heath. A great introduction to the SG Procedures and their applications with a clear focus on learning by doing in the many examples.
SAS Statistics Books
SAS Statistics by Example by Ron Cody. A short and precise book covering the basic statistical concepts you will usually face in an introductory statistics course. The book is written in a simple and precise language, which makes the book easy to read and easy to understand.
Discovering Statistics Using SAS by Andy Field and Jeremy Miles. This book has a way of explaining statistical concepts in a way that even non-statisticians may understand. I use this book as a reference work when I have to refresh the intuitive side of some field in statistics.
SAS for Linear Models by Ramon C. Littell, Walter W. Stroup and Rudolf J. Freund. If you want to learn about linear modelling in general using SAS programming, this is a good place to start. The book covers regression, ANOVA, mixed models and many more. However, in my opinion, the best part of the book is the introduction to the Generalized Linear Models in the end. This part opened my mind and smoothly explained the subject like nothing I have read before. Highly recommendable.
Generalized Linear and Nonlinear Models for Correlated Data by Edward F. Vonesh. A great book about linear – and nonlinear modelling in SAS. I have primarily focused on the nonlinear parts of the book, and I can highly recommend it. Especially the mixed modelling parts are great.
Logistic Regression Using SAS by Paul D. Allison. A thorough description of the Logistic Regression Model and its applications. The single best explanation I have read about the logistic regression model, not just in SAS. It is short, precise while explaining in detail the different applications of logistic regression such as maximum likelihood estimation of the Odds Ratios, how to calculate the actual probabilities and the ROC Curve.
Insurance Books
Generalized Linear Models for Insurance Data by Piet de Jong and Gillian Z. Heller. Hands-on book about pricing non-life insurance policies using Generalized Linear Models. The book is easy to read if you have some knowledge in the field of mathematics and has many great examples that you can follow and experiment with yourself using the SAS Programs that comes with it. The book offers sample data on the website, but it is a bit time consuming to gather it all because they are separate files in different formats. Therefore, I have written all the data sets in the form of data steps with the acceptance of the author, Gillian Z. Heller. Therefore, you can download all the data sets from the book here.
Non-Life Insurance Pricing with Generalized Linear Models by Esbjörn Ohlsson. A bit more theoretical than the book on the same subject above, but still great to read if you want to learn about pricing non-life insurance or simply learn about Generalized Linear Models.
IML Books
Statistical Programming with SAS/IML Software by Rick Wicklin. If you want to learn IML programming, the first thing you should do is purchase this book. I guarantee you, you will find no better introduction to the IML language than this. The First Chapter of the book is provided free of charge, covering the very basics of the language.
Simulating Data with SAS by Rick Wicklin. The very best book I know of in the field of simulation in SAS. The book covers many different subject in the field of simulation from the very basics of simulating a standard normal variate to more advanced subjects like bootstrap methods and simulating data from multivariate distributions. As with his first book, the First Chapter is available for free.
Summary
Whether you are a beginner or an experienced programmer, there are always new things to learn. That is what keeps SAS programming an ongoing process. The many great SAS books out there is a great source of gaining new knowledge from the very best in the field. Go to my Learn SAS Programming page, where I recommend other great learning materials to the SAS programming language.
Also, you can keep yourself updated on upcoming titles at the Upcoming Titles the publishing site.
Since I wrote this article, a few new books have found their way on to the self. See them in the posts Three New Additions To My SAS Shelf and Five New Additions to My SAS Shelf.