Proc panel: hausman test for random effetcs

Hollyalways — Mon, 27 May 2019 04:18:02 GMT

hi SAS expert,

I was running a hausman test for random effects, but didn't get m Value at all. the program is like this :

proc sort data=panelD;
by area time;
run;

proc panel data=panelD;
id area time;
rantwo: model PRIOR = MktRF SMB HML RMW CMA / rantwo;
ranone: model PRIOR = MktRF SMB HML RMW CMA / ranone;
run;

would you please help me? many thanks. Holly

Re: Proc panel: hausman test for random effetcs

ChrisNZ — Mon, 27 May 2019 04:19:09 GMT

Edited title and moved to Procedures community.

topic Proc panel: hausman test for random effetcs in SAS Procedures

Proc panel: hausman test for random effetcs

Re: Proc panel: hausman test for random effetcs