Programming the statistical procedures from SAS

/white command for robust standard errors under heteroskedasticity

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/white command for robust standard errors under heteroskedasticity

I've been using proc reg with the /white tag and i find it drops data points from the analysis.  What is the reason for this?


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‎03-17-2016 03:38 PM
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Re: /white command for robust standard errors under heteroskedasticity

I apologize. I used a weight command, weighting by the square root of the variable, which removed all zero values. Thanks for your help!

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Super User
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Re: /white command for robust standard errors under heteroskedasticity

I am no statistician, so can't help with the logic, however Google throws up a fair few papers on the subject:

https://support.sas.com/rnd/app/examples/ets/hetero/

For example.

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Re: /white command for robust standard errors under heteroskedasticity

Thanks but that paper doesn't help. I googled for a while before asking
this question. Smiley Sad

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SAS Super FREQ
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Re: /white command for robust standard errors under heteroskedasticity

PROC REG and other regression procedures drop observations for which any explanatory variable or response variable has a missing value. It only uses "complete cases": the set of observtions for which all variables in the model are nonmissing. See the doc section on "Missing Values" for more info.

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‎03-17-2016 03:38 PM
New Contributor
Posts: 3

Re: /white command for robust standard errors under heteroskedasticity

I apologize. I used a weight command, weighting by the square root of the variable, which removed all zero values. Thanks for your help!
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