02-16-2014 12:14 AM
I am using proc reg for my regression. I am obtaining my Heteroskedasticity Consistent p-value by specifying HCC in the option.
I am trying to change my HCC covaraince matrix by changing the "hccmethod=0,1, or 2" but my HCC p-values are not changing.
Am I doing somthing wrong?
Thank you for any suggestions.