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.
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
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.
How about PROC NLMIXED? alex
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