02-16-2014 12:18 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 exporting my parameters estimates into a SAS table by using "outest". However, the "outset" provide the p-values and not the HCC p-values.
How can I add my HCC p-value to the output table created using the "outset"?
02-17-2014 11:06 AM
Place ods trace on; before your PROC REG code, and ods trace off; after. Then check the log for the tables generated in the output. Once you can match up the table to the table name, you could use ods output to get the values in a dataset. Finally, you could then merge the values with the dataset created with OUTSET.