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Obsidian | Level 7

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!

2 REPLIES 2
Miracle
Barite | Level 11

Maybe try to log-transform your outcome variable if that helps?

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Obsidian | Level 7

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.

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