Help using Base SAS procedures

GLS estimation

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GLS estimation

I've spent a long time looking for this so I thought I'd post for some help.

C1i = β1+β2Q1i+β3(Q1i)^2+β4(Q1i)^3+εi, Var(εi) = σ^2*Q1i

there are 28 obs. on Cost(C) and Output(Q).

Find the gls estimates for β1, β2, β3, and β4.  I have been trying to find the code in SAS to do this but I've had no luck.  I am trying PROC MIXED and PROC CALIS procedures in SAS.  Does anyone know the code to answer this question?

The first column in the attached file is C1 and the second is Q1.

Thanks.

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‎11-26-2012 10:03 PM
Super User
Posts: 10,035

Re: GLS estimation

Reeza,

I don't think GLM can do that .

Var(εi) = σ^2*Q1i which mean model has random effect ,GLM only can take care of Fix effect, therefore

PROC MIXED is a good choice. and SteveDenham  may help you , you should post it at Statistical Forum, he is always there.

Ksharp

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Super User
Posts: 19,822

Re: GLS estimation

Solution
‎11-26-2012 10:03 PM
Super User
Posts: 10,035

Re: GLS estimation

Reeza,

I don't think GLM can do that .

Var(εi) = σ^2*Q1i which mean model has random effect ,GLM only can take care of Fix effect, therefore

PROC MIXED is a good choice. and SteveDenham  may help you , you should post it at Statistical Forum, he is always there.

Ksharp

New Contributor
Posts: 3

Re: GLS estimation

Thanks for the help.  I'm not very familiar with proc mixed or

proc calis, but that will change; when I have time.  I've managed to get the correct answer using the just using the weight option in proc reg.  I really would like to try the other options for the diagnostics they provide but I have a deadline.

Thanks again.


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