BookmarkSubscribeRSS Feed
john1111
Obsidian | Level 7

 

I have two SAS proc nlmixed procedures the difference is that they have different Likelihood functions.

 

My question is that how can I use Hausman test to examines if there is a significant difference between two models.

 

My logic is this (May not be helpful)...

"A more efficient model,A against a less efficient (regular) but consistent model. The idea is to make sure that the more efficient model also gives consistent results. Under the null hypothesis of this test, the estimated
coefficients (Bo and B1) from A are consistent only if Bo (regular model) is efficient, while under the alternative hypothesis B1 (A model) is consistent."

1 REPLY 1
Rick_SAS
SAS Super FREQ

There are lots of threads that indicate that Hausman test is used in time series. FOr example, see

https://communities.sas.com/t5/SAS-Statistical-Procedures/Running-Hausman-test-to-compare-2SLS-and-O...

and

https://communities.sas.com/t5/SAS-Communities-Library/Tip-Fixed-vs-Random-Effects-in-Panel-Data/ta-...

 

Moving this post to the EtS community to see if those experts can offer advice.

sas-innovate-2024.png

Don't miss out on SAS Innovate - Register now for the FREE Livestream!

Can't make it to Vegas? No problem! Watch our general sessions LIVE or on-demand starting April 17th. Hear from SAS execs, best-selling author Adam Grant, Hot Ones host Sean Evans, top tech journalist Kara Swisher, AI expert Cassie Kozyrkov, and the mind-blowing dance crew iLuminate! Plus, get access to over 20 breakout sessions.

 

Register now!

Multiple Linear Regression in SAS

Learn how to run multiple linear regression models with and without interactions, presented by SAS user Alex Chaplin.

Find more tutorials on the SAS Users YouTube channel.

Discussion stats
  • 1 reply
  • 724 views
  • 0 likes
  • 2 in conversation