topic how to control heteroscedasticity in reg? in SAS Procedures https://communities.sas.com/t5/SAS-Procedures/how-to-control-heteroscedasticity-in-reg/m-p/11394#M1347 <HTML><HEAD></HEAD><BODY><P>THX. yet proc reg seems can not control cluster at the same time.</P><P>and do this option works in surveyreg? </P></BODY></HTML> Sun, 11 Dec 2011 06:07:46 GMT rpg163 2011-12-11T06:07:46Z how to control heteroscedasticity in reg? https://communities.sas.com/t5/SAS-Procedures/how-to-control-heteroscedasticity-in-reg/m-p/11391#M1344 <HTML><HEAD></HEAD><BODY><P>Hi,</P><P>I am running a regression and I want to control both heteroscedasticity (Huber-White standard errors) and cluster which means add option "robust cluster (var) " in stata</P><P>yet I want to do this in sas,</P><P>what should I do?</P></BODY></HTML> Fri, 09 Dec 2011 11:26:26 GMT https://communities.sas.com/t5/SAS-Procedures/how-to-control-heteroscedasticity-in-reg/m-p/11391#M1344 rpg163 2011-12-09T11:26:26Z how to control heteroscedasticity in reg? https://communities.sas.com/t5/SAS-Procedures/how-to-control-heteroscedasticity-in-reg/m-p/11392#M1345 <HTML><HEAD></HEAD><BODY><P>Look at the WHITE option in the model statement for proc reg.&nbsp; This will at least help with your heteroscedasticity question.</P></BODY></HTML> Fri, 09 Dec 2011 18:18:23 GMT https://communities.sas.com/t5/SAS-Procedures/how-to-control-heteroscedasticity-in-reg/m-p/11392#M1345 FriedEgg 2011-12-09T18:18:23Z how to control heteroscedasticity in reg? https://communities.sas.com/t5/SAS-Procedures/how-to-control-heteroscedasticity-in-reg/m-p/11393#M1346 <HTML><HEAD></HEAD><BODY><P>You may want to look at the ROBUSTREG procedure in 9.3 as well.</P></BODY></HTML> Fri, 09 Dec 2011 21:08:58 GMT https://communities.sas.com/t5/SAS-Procedures/how-to-control-heteroscedasticity-in-reg/m-p/11393#M1346 Doc_Duke 2011-12-09T21:08:58Z how to control heteroscedasticity in reg? https://communities.sas.com/t5/SAS-Procedures/how-to-control-heteroscedasticity-in-reg/m-p/11394#M1347 <HTML><HEAD></HEAD><BODY><P>THX. yet proc reg seems can not control cluster at the same time.</P><P>and do this option works in surveyreg? </P></BODY></HTML> Sun, 11 Dec 2011 06:07:46 GMT https://communities.sas.com/t5/SAS-Procedures/how-to-control-heteroscedasticity-in-reg/m-p/11394#M1347 rpg163 2011-12-11T06:07:46Z how to control heteroscedasticity in reg? https://communities.sas.com/t5/SAS-Procedures/how-to-control-heteroscedasticity-in-reg/m-p/11395#M1348 <HTML><HEAD></HEAD><BODY><P>THX, </P><P>Well, it seems I have to update my SAS</P></BODY></HTML> Sun, 11 Dec 2011 06:10:26 GMT https://communities.sas.com/t5/SAS-Procedures/how-to-control-heteroscedasticity-in-reg/m-p/11395#M1348 rpg163 2011-12-11T06:10:26Z how to control heteroscedasticity in reg? https://communities.sas.com/t5/SAS-Procedures/how-to-control-heteroscedasticity-in-reg/m-p/11396#M1349 <HTML><HEAD></HEAD><BODY><P>Robustreg procedure is in 9.2 as well, it is not new to 9.3 (I am not aware if/of any major differences).</P><P></P><P></P><P>Not really knowing anything about stata I am going to assume the 'cluster' option has something to do with collinearity among the regressors.&nbsp; The model statement has options for this COLLIN, COLLINOINT.&nbsp; You may also want to look a ACOV instead of WHITE and COLLIN.&nbsp; You can also control the interactivity of variables with the ADD and DELETE statements in proc reg.</P></BODY></HTML> Sun, 11 Dec 2011 19:43:20 GMT https://communities.sas.com/t5/SAS-Procedures/how-to-control-heteroscedasticity-in-reg/m-p/11396#M1349 FriedEgg 2011-12-11T19:43:20Z