topic Re: F statistic in SAS Procedures

F statistic

Stephane — Tue, 12 Aug 2008 09:39:29 GMT

Hi

it's me or we can not find the F statistic in the output of the Proc MODEL ?

regards,

Stephane.

Re: F statistic

sbb — Fri, 15 Aug 2008 13:57:54 GMT

Your question may be addressed in this document (link) below. Also, consider an advanced Google.com search with the arguments below, to find SAS.COM references on your question:

+"f statistic" site:sas.com

Scott Barry
SBBWorks, Inc.

http://support.sas.com/rnd/app/papers/statisticalaccuracy.pdf

Re: F statistic

Stephane — Sat, 16 Aug 2008 15:20:16 GMT

Hi

I wasn't precise I think. I talked about the F stat on the proc model only not the other ones.

Otherwise : Do you know a Proc where I can work on Newey west method and get a F stat ?

Stephane.

Re: F statistic

Cynthia_sas — Sat, 16 Aug 2008 16:09:32 GMT

Hi:
You might be better served by using the search box at support.sas.com to find references to Newey-West or the F statistic. A simple search on the string "Newey West" came up with several hits. A simple search on F statistic came up with more. None of the text is paste-able here because of the formulas in the documentation. However, here are two links without formulas:

MODEL Procedure Doc:
The "Newey-West" kernel (Newey and West (1987)) corresponds to the Bartlett kernel with bandwidth parameter ...<stat formula here>...
http://support.sas.com/documentation/cdl/en/etsug/60372/HTML/default/etsug_model_sect035.htm

AUTOREG Procedure MODEL STatement:
KERNEL=NW|BART
Newey-West (or Bartlett) kernel
http://support.sas.com/documentation/cdl/en/etsug/60372/HTML/default/etsug_autoreg_sect013.htm

Or, as Scott pointed out a Google search might also help. However, I'd recommend starting with the search facilities on support.sas.com. The search box in in the upper banner on the page -- it is a white box with "Search support.sas.com" next to the "Search" button.

cynthia