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Extracting Approximated Standard Error from Proc Model

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Extracting Approximated Standard Error from Proc Model

Hi all,

I have fitted my variable (Var1) with an ITGMM regression model and would like to obtain the approximated standard error of the estimated constant (c) as an output variable. I need the standard error as a variable as I have to use it in another data step. Would I be able to do so?

Thanks.

Code:
proc model data=a;
parms c
var1=c;
fit var1/ itgmm kernel=bart method=marquardt;
instruments lag1 lag2;
run;
quit;
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