08-14-2013 03:58 PM
I'm a fairly new SAS user and I have a question about testing in PROC LOGISTIC and PROC SURVEYLOGISTIC.
I have a fixed effects logit model that I estimated with PROC SURVEYLOGISTIC. It is a one-way model with the fixed effects going over time. One of my independent variables is lagged two periods in the past. It is a count variable that is closely related to the dependent variable. My concern is that the variables are sufficiently related to cause some serial correlation in the model. Is there a nice option in PROC LOGISTIC or PROC SURVEYLOGISTIC that would let me do something like a Wooldridge test or another test for serial correlation?
Thanks in advance.