Programming the statistical procedures from SAS

getting robust standard errors for both clustering and heteroskedasticity

Reply
Occasional Contributor
Posts: 5

getting robust standard errors for both clustering and heteroskedasticity

Dear SAS-Community,

 

in my analyses i came across many limitations regarding binary dependent variables. My data is clustered so at first i simply used proc surveylogistic to get odds-ratios with robust standard errors for clustering. Then i read, that there are great concerns about interaction effects in logit models (and im using those).  So now my plan is to switch to a linear probability model instead. Regarding those there is always the problem of heteroskedasticity. So as far as i understand, the standard errors have to be robust in two aspects: clustering and heteroskedasticity. Is there a way to include both in proc surveyreg?

 

Thank you in advance and best regards! 

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