topic Re: Any options to output robust standard error? in SAS Programming

Any options to output robust standard error?

Jonate_H — Sun, 20 Apr 2014 02:14:34 GMT

I run the following regression with heteroscedasticity test.

The 'tableout' option only output normal standard error to 'want'.

1) Is there any other option to make it also output the white error?

proc reg data=have outest=want tableout;

model y = x1 x2 / spec white;

run;

2）When I use ODS to save HTML outputs (SAS 9.3), charts for "fit diagnostics for dependant variable" and "residual by regressors for dependant variable" will no longe be available. Do I need to add other options to make those charts available in the html file which I save to the local driver?

ods html file='c:\research\reg_out.html';

proc reg data=have outest=want tableout;

model y = x1 x2 / spec white;

run;

ods html close;

Thank you again as always!

Re: Any options to output robust standard error?

PGStats — Sun, 20 Apr 2014 02:39:38 GMT

Any tabular output can be directed to a dataset with ODS OUTPUT statements. The table names (such as SpecTest in this case) are listed in the Details section of the procedure documentation.

Add statement :

ods output SpecTest=mySpecTest;

before the run statement. Dataset mySpecTest will contain the test results.

Re: Any options to output robust standard error?

Jonate_H — Sun, 20 Apr 2014 03:16:03 GMT

Thank you, PG!

Re: Any options to output robust standard error?

PGStats — Sun, 20 Apr 2014 04:09:16 GMT

For question 2, try this instead :

ods html path='c:\research' file='reg_out.html';

proc reg data=have outest=want tableout;

model y = x1 x2 / spec white;

run;

ods html close;

Re: Any options to output robust standard error?

Jonate_H — Sun, 20 Apr 2014 04:39:11 GMT

Problem solved, thanks!