Lets say I have my dependent variable Y_ij and a time varying covariate X_ij. I want to formulate some regression model to check if X_ij is dependent on X_i1,X_i2,....,X_i(j-1) and Y_i1,Y_i2,....,Y_i(j-1). I want to test no dependence on the Y component.
I'm pretty sure I can answer the question by looking at the regression coefficients but I'm not sure how to formulate this problem in SAS. Any ideas how I can do this and which proc to use?
I'm thinking a simple linear regression of X_i2,...,X_ij on X_i1,...,X_i(j-1) and Y_i1,...,Y_i(j-1) with NO intercept term. Then I can look at the regression coefficient of Y to test for no dependence on Y. Does this make sense?