Help using Base SAS procedures

how to control heteroscedasticity in reg?

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Contributor
Posts: 60

how to control heteroscedasticity in reg?

Hi,

I am running a regression and I want to control both heteroscedasticity (Huber-White standard errors) and cluster which means add option "robust cluster (var) " in stata

yet I want to do this in sas,

what should I do?

Trusted Advisor
Posts: 1,300

how to control heteroscedasticity in reg?

Look at the WHITE option in the model statement for proc reg.  This will at least help with your heteroscedasticity question.

Trusted Advisor
Posts: 2,113

how to control heteroscedasticity in reg?

You may want to look at the ROBUSTREG procedure in 9.3 as well.

Contributor
Posts: 60

how to control heteroscedasticity in reg?

THX,

Well, it seems I have to update my SAS

Contributor
Posts: 60

how to control heteroscedasticity in reg?

THX. yet proc reg seems can not control cluster at the same time.

and do this option works in surveyreg?

Trusted Advisor
Posts: 1,300

how to control heteroscedasticity in reg?

Robustreg procedure is in 9.2 as well, it is not new to 9.3 (I am not aware if/of any major differences).

Not really knowing anything about stata I am going to assume the 'cluster' option has something to do with collinearity among the regressors.  The model statement has options for this COLLIN, COLLINOINT.  You may also want to look a ACOV instead of WHITE and COLLIN.  You can also control the interactivity of variables with the ADD and DELETE statements in proc reg.

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