proc model linear dependency

sasphd — Thu, 21 Aug 2014 18:47:28 GMT

I use proc model to estimate a model such that

alpha=a + b x

moments are:

eq.one=m *R-1- alpha;

eq.two=m*R*Z-Z-alpha;

I want to estimate parameters a and b. but the results is biased. I find in SAS help that biased results are due to the model equation. it is such that there is linear dependency that causes biased results and inflated variances

Can someone help me?

Re: proc model linear dependency

SteveDenham — Fri, 22 Aug 2014 12:46:31 GMT

I think we need more information here. Can you share your PROC MODEL code?

Steve Denham

topic proc model linear dependency in Statistical Procedures

proc model linear dependency

Re: proc model linear dependency