Programming the statistical procedures from SAS

Help needed: robust standard errors in Proc GLM?

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Help needed: robust standard errors in Proc GLM?

In my theises I run a fixed effekts model with Proc GLM on trade data spanning over 30 years (variable=x6) and  150 countries.

My GLM program is the following:

proc glm data= data_a;

class x6;

m1: model y=x1 x2 x3 x4 x5 x6 /solution;

run;

My question is how I obtain and use robust standard errors adjusted at 'country' (eg variavle x7) level, if this variable is not included in the model?

All help is highly appreciated!!

Anne

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