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!
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 .........
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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