Hi all SAS users,
I'm running a linear regression model by using PROC REG (v. SAS 9.4).
The model did not overcome the test about heteroschedasticity and I want to correct for the presence of heteroschedastic errors.
Browsing on the internet I didn't find anything useful to do that.
Can you provide a way, like, for instance, a statement, to do it?
Thanks for the help!
Maybe try to log-transform your outcome variable if that helps?
Thanks for replying @Miracle, but I cannot do that!
I need to correct it by applying the heteroscedasticity-consistent parameter estimates.
I can doit by using another PROC too.
Are you ready for the spotlight? We're accepting content ideas for SAS Innovate 2025 to be held May 6-9 in Orlando, FL. The call is open until September 25. Read more here about why you should contribute and what is in it for you!
Learn how use the CAT functions in SAS to join values from multiple variables into a single value.
Find more tutorials on the SAS Users YouTube channel.