How to do Hausman test using SAS?

[aminkarimid]

Hello everybody,

I have panel data and want to do Hausman test for fixed and random effect.

Here is my code:

Proc glm DATA=Sampledata_adjvol;
 absorb TRD_STCK_CD;
 class TRD_EVENT_ROUFOR;
 model adjusted_volume_5 = TRD_EVENT_ROUFOR / solution;
run;

Without using PROC PANEL or the panel procedure, how can I do that test?
Thanks in advance. 

[SASKiwi]

I'm the first to admit I know nothing about this test but this link suggests using the FIT statement on PROC MODEL:

http://support.sas.com/kb/30/333.html

[alexchien]

I am not familiar with the Hausman test either but i think you can use PROC MIXED (in SAS/STAT) to get all the param estimates to compute the Hausman test statistic. Hope this helps.

[aminkarimid]

Thanks @alexchien,
However the assumptions of this model are restricted:
The primary assumptions underlying the analyses performed by PROC MIXED are as follows:
The data are normally distributed (Gaussian).
The means (expected values) of the data are linear in terms of a certain set of parameters.
The variances and covariances of the data are in terms of a different set of parameters, and they exhibit a structure matching one of those available in PROC MIXED.

[alexchien]

How about PROC NLMIXED? alex