10-11-2015 04:55 AM - edited 10-11-2015 04:55 AM
I have access to 9.4 (SAS/ETS 13.2). While correcting heteroscdasticty :
proc panel data=mydata;
model y=x1 x2 x3 x4/FIXONE FIXTWO RANONE RANTWO HAC(BANDWIDTH=NEWEYWEST94);
id firm time;run;
The intecept is not appearing in FIXTWO output.
Based on http://support.sas.com/documentation/cdl/en/etsug/67525/HTML/default/viewer.htm#etsug_panel_details3... , I understand that for the two-way models, the variance and the covariances for the intercept are not corrected.
Is there any way I can correct for heroscdsaticity without loosing 'Intercept'
Thanks in advance!
10-14-2015 01:05 PM