BookmarkSubscribeRSS Feed
Lapis Lazuli | Level 10

I want to estimate the volatility of a variable which I already estimate with proc model. I know that I can save my variable and calculate its volatility with proc means but I want to estimate its volatility in proc model to test for its equality with another variable.

I try to do that to test for the equality of standard deviation of variables A and B.

test std(A)=std(B);

but it does not work. I have this message.

ERROR: The function STD requires at least 2 arguments. There are too few arguments for the

       function STD.

Jade | Level 19

The TEST statement only applies to the parameters estimated in the FIT statement.  Unless you are estimating the standard deviation as one of the parameters, there will be no way to use TEST.

Equality of variances (standard deviations squared) can be tested in a datastep using an F test of the ratio of the two variances.

Steve Denham



Registration is open! SAS is returning to Vegas for an AI and analytics experience like no other! Whether you're an executive, manager, end user or SAS partner, SAS Innovate is designed for everyone on your team. Register for just $495 by 12/31/2023.

If you are interested in speaking, there is still time to submit a session idea. More details are posted on the website. 

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
  • 2 in conversation