Programming the statistical procedures from SAS

output my HCC p-values

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output my HCC p-values

Hi,

 

Using PROC REG I have managed to produce standard errors that are adjusted for heteroskedasticity using the HCC option.

 

However I don't know how to output the HCC adjusted t-stats to a table.

 

Here is my basic code which only prints the HCC adjusted t-stats, however I need a table so I can do some summary stats by month.

 

proc reg data=WORK.QUERY_FOR_CHARACTERISTICS_BY_LXI outest=CrossSectCharacter ADJRSQ TABLEOUT;
model Prop_B_A100_Mean = Min_Rating_Mean Age_Mean lnInitialAmt_Mean / hcc;
by YearMonth;
run;

 

Essentially I need to add an option after the outest command. 

 

Any help is very much appreciated!


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‎04-04-2016 07:06 PM
Grand Advisor
Posts: 9,466

Re: output my HCC p-values

First, use 

ods trace on;
proc reg...........
ods trace off;


to find the table name you want to output ,then 
(ParamEst is the table name you want to output)

ods output ParamEst=want;
proc reg .........


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Solution
‎04-04-2016 07:06 PM
Grand Advisor
Posts: 9,466

Re: output my HCC p-values

First, use 

ods trace on;
proc reg...........
ods trace off;


to find the table name you want to output ,then 
(ParamEst is the table name you want to output)

ods output ParamEst=want;
proc reg .........


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