output my HCC p-values

shiller — Mon, 04 Apr 2016 06:04:34 GMT

Hi,

Using PROC REG I have managed to produce standard errors that are adjusted for heteroskedasticity using the HCC option.

However I don't know how to output the HCC adjusted t-stats to a table.

Here is my basic code which only prints the HCC adjusted t-stats, however I need a table so I can do some summary stats by month.

proc reg data=WORK.QUERY_FOR_CHARACTERISTICS_BY_LXI outest=CrossSectCharacter ADJRSQ TABLEOUT;
model Prop_B_A100_Mean = Min_Rating_Mean Age_Mean lnInitialAmt_Mean / hcc;
by YearMonth;
run;

Essentially I need to add an option after the outest command.

Any help is very much appreciated!

Re: output my HCC p-values

Ksharp — Mon, 04 Apr 2016 08:01:53 GMT

First, use 

ods trace on;
proc reg...........
ods trace off;


to find the table name you want to output ,then 
(ParamEst is the table name you want to output)

ods output ParamEst=want;
proc reg .........

topic output my HCC p-values in Statistical Procedures

output my HCC p-values

Re: output my HCC p-values