Hi,
My question is will 'archtest, reset and godfrey' tests produce different output for a model when
- you include the weights option in proc reg
- exclude the weight option.
Alternative that I have is that:
I need these 3 tests but my problem is that proc reg doesn't support these tests as default code options. Autoreg supports these options but I don't think it has a weights option. So is there any way of producing these three tests in proc reg?
I am running following code:
proc reg data=test;
model actual=ind1 ind2;
restrict ind1=xxx;
weight w1;
quit;
proc autoreg data=test;
model actual=ind1 ind2/archtest reset godfrey;
quit;
Any thoughts?
Regards,