Excel - How to split data into train and test sets that are equally distributed - excel-formula

Question

I've got a data set (in Excel) that I'm going to import into SAS to undertake some modelling.
I've got a method for randomly splitting my excel dataset (using the =RAND() function), but is there a way (at the splitting stage) to ensure the distribution of the samples is even (other than to keep randomly splitting and testing the distribution until it becomes acceptable)?
Otherwise, if this is best performed in SAS, what is the most efficient approach for testing the sample randomness?
The dataset contains 35 variables, with a mixture of binary, continuous and categorical variables.

Answer 1

In SAS, you can just use proc surveyselect to do this.
proc surveyselect data=sashelp.cars out=cars_out outall samprate=0.7;
run;
data train test;
set cars_out;
if selected then output test;
else output train;
run;
If there is a particular variable[s] you want to make sure the Train and Test sets are balanced on, you can use either strata or control depending on exactly what sort of thing you're talking about. control will simply make an approximate attempt to even things by the control variables (it sorts by the control variable, then pulls every 3rd or whatever, so you get a sort of approximate balance; if you have 2+ control variables it snake-sorts, Asc. then Desc. etc. inside, but that reduces randomness).
If you use strata, it guarantees you the sample rate inside the strata - so if you did:
proc sort data=sashelp.cars out=cars;
by origin;
run;
proc surveyselect data=cars out=cars_out outall samprate=0.7;
strata origin;
run;
(and the final splitting data step is the same) then you'd get 70% of each separate origin pulled (which would end up being 70% of the total, of course).
Which you do depends on what you care about it being balanced by. The more things you do this with, the less balanced it is with everything else, so be cautious; it may be that a simple random sample is the best, especially if you have a good enough N.
If you don't have enough N, then you can use bootstrapping techniques, meaning you take a sample WITH replacement from that 70% and take maybe 100 of those samples, each with a higher N than your original. Then you do your test or whatever on each sample selected, and the variation in those results tells you how you're doing even if your N is not enough to do it in one pass.

Answer 2

This answer has nothing to do with Excel, but with sampling strategy.
First we must construct a criteria that the sample's measure's are "close enough" to the complete dataset.
Say we are interested in the mean and the standard deviation and that the complete population is a set of 10,000 values in column A
we calculate the mean and standard deviation of the complete dataset.
devise a "close enough" criteria for each measure
pick, say, 500 samples
calculate the measures for the sample.
if the measures are "close enough" we are done, otherwise pick another 500.
We need to be careful that the criteria are not too tight; otherwise we may loop forever.