Programming the statistical procedures from SAS

Question on testing for serial correlation in a fixed effects logit model

Reply
N/A
Posts: 1

Question on testing for serial correlation in a fixed effects logit model

Hi:

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.

Ask a Question
Discussion stats
  • 0 replies
  • 174 views
  • 0 likes
  • 1 in conversation